Stochastic data-driven Bouligand-Landweber method for solving non-smooth inverse problems

In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand-Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems. Our method incorporates the utilization of training data, using a bounded linear operator, which guides the iterative procedure. At each iteration step, the method randomly chooses one equation from the nonlinear system with data-driven term. When dealing with the precise or exact data, it has been established that mean square iteration error converges to zero. However, when confronted with the noisy data, we employ our approach in conjunction with a predefined stopping criterion, which we refer to as an a priori stopping rule. We provide a comprehensive theoretical foundation, establishing convergence and stability for this scheme within the realm of infinite-dimensional Hilbert spaces. These theoretical underpinnings are further bolstered by a numerical experiment on a system of linearly ill-posed problems and by discussing an example that fulfills the assumptions of the paper.