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The global landscape of phase retrieval I: perturbed amplitude models

Numerical Analysis 2021-12-16 v1 Information Theory Numerical Analysis math.IT

Abstract

A fundamental task in phase retrieval is to recover an unknown signal \vx\Rn\vx\in \Rn from a set of magnitude-only measurements yi=\abs\nj\vai,\vx,  i=1,,my_i=\abs{\nj{\va_i,\vx}}, \; i=1,\ldots,m. In this paper, we propose two novel perturbed amplitude models (PAMs) which have non-convex and quadratic-type loss function. When the measurements \vai\Rn \va_i \in \Rn are Gaussian random vectors and the number of measurements mCnm\ge Cn, we rigorously prove that the PAMs admit no spurious local minimizers with high probability, i.e., the target solution \vx \vx is the unique global minimizer (up to a global phase) and the loss function has a negative directional curvature around each saddle point. Thanks to the well-tamed benign geometric landscape, one can employ the vanilla gradient descent method to locate the global minimizer \vx\vx (up to a global phase) without spectral initialization. We carry out extensive numerical experiments to show that the gradient descent algorithm with random initialization outperforms state-of-the-art algorithms with spectral initialization in empirical success rate and convergence speed.

Keywords

Cite

@article{arxiv.2112.07993,
  title  = {The global landscape of phase retrieval I: perturbed amplitude models},
  author = {Jian-Feng Cai and Meng Huang and Dong Li and Yang Wang},
  journal= {arXiv preprint arXiv:2112.07993},
  year   = {2021}
}

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60 pages