English

A stochastic alternating minimizing method for sparse phase retrieval

Machine Learning 2019-06-17 v1 Machine Learning Computation

Abstract

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for \underline{sp}arse ph\underline{a}se \underline{r}etrieval (\textit{StormSpar}) algorithm which {emprically} is able to recover nn-dimensional ss-sparse signals from only O(slogn)O(s\,\mathrm{log}\, n) number of measurements without a desired initial value required by many existing methods. In \textit{StormSpar}, the hard-thresholding pursuit (HTP) algorithm is employed to solve the sparse constraint least square sub-problems. The main competitive feature of \textit{StormSpar} is that it converges globally requiring optimal order of number of samples with random initialization. Extensive numerical experiments are given to validate the proposed algorithm.

Keywords

Cite

@article{arxiv.1906.05967,
  title  = {A stochastic alternating minimizing method for sparse phase retrieval},
  author = {Jianfeng Cai and Yuling Jiao and Xiliang Lu and Juntao You},
  journal= {arXiv preprint arXiv:1906.05967},
  year   = {2019}
}