English

Solving phase retrieval with random initial guess is nearly as good as by spectral initialization

Information Theory 2021-01-12 v1 Numerical Analysis math.IT Numerical Analysis Optimization and Control

Abstract

The problem of recovering a signal xRn\mathbf{x}\in \mathbb{R}^n from a set of magnitude measurements yi=ai,x,  i=1,,my_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m is referred as phase retrieval, which has many applications in fields of physical sciences and engineering. In this paper we show that the smoothed amplitude flow model for phase retrieval has benign geometric structure under the optimal sampling complexity. In particular, we show that when the measurements aiRn\mathbf{a}_i\in \mathbb{R}^n are Gaussian random vectors and the number of measurements mCnm\ge Cn, our smoothed amplitude flow model has no spurious local minimizers with high probability, ie., the target solution x\mathbf{x} is the unique global minimizer (up to a global phase) and the loss function has a negative directional curvature around each saddle point. Due to this benign geometric landscape, the phase retrieval problem can be solved by the gradient descent algorithms without spectral initialization. Numerical experiments show that the gradient descent algorithm with random initialization performs well even comparing with state-of-the-art algorithms with spectral initialization in empirical success rate and convergence speed.

Keywords

Cite

@article{arxiv.2101.03540,
  title  = {Solving phase retrieval with random initial guess is nearly as good as by spectral initialization},
  author = {Jianfeng Cai and Meng Huang and Dong Li and Yang Wang},
  journal= {arXiv preprint arXiv:2101.03540},
  year   = {2021}
}

Comments

Our paper was preprint in 2019 and the results in our paper were first presented at a workshop in December, 2019

R2 v1 2026-06-23T21:57:46.376Z