Related papers: On Gradient Descent Algorithm for Generalized Phas…
We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…
Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…
In this paper, we consider the generalized phase retrieval from affine measurements. This problem aims to recover signals ${\mathbf x} \in {\mathbb F}^d$ from the affine measurements $y_j=\norm{M_j^*\vx +{\mathbb b}_j}^2,\; j=1,\ldots,m,$…
Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…
Recent work has demonstrated the effectiveness of gradient descent for directly recovering the factors of low-rank matrices from random linear measurements in a globally convergent manner when initialized properly. However, the performance…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
A fundamental problem in phase retrieval is to reconstruct an unknown signal from a set of magnitude-only measurements. In this work we introduce three novel quotient intensity-based models (QIMs) based a deep modification of the…
In this paper, we develop a new computational approach which is based on minimizing the difference of two convex functionals (DC) to solve a broader class of phase retrieval problems. The approach splits a standard nonlinear least squares…
In this paper we propose a distributed version of a randomized block-coordinate descent method for minimizing the sum of a partially separable smooth convex function and a fully separable non-smooth convex function. Under the assumption of…
We study the use of gradient descent with backtracking line search (GD-BLS) to solve the noisy optimization problem $\theta_\star:=\mathrm{argmin}_{\theta\in\mathbb{R}^d} \mathbb{E}[f(\theta,Z)]$, imposing that the function…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
We study the convergence properties of gradient descent for training deep linear neural networks, i.e., deep matrix factorizations, by extending a previous analysis for the related gradient flow. We show that under suitable conditions on…
Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…
We study the global convergence of the gradient descent method of the minimization of strictly convex functionals on an open and bounded set of a Hilbert space. Such results are unknown for this type of sets, unlike the case of the entire…
We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…
Consider the consensus problem of minimizing $f(x)=\sum_{i=1}^n f_i(x)$ where each $f_i$ is only known to one individual agent $i$ out of a connected network of $n$ agents. All the agents shall collaboratively solve this problem and obtain…
We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…
In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…
We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…