Related papers: Provable Phase Retrieval with Mirror Descent
This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…
In the phase retrieval problem, an unknown vector is to be recovered given quadratic measurements. This problem has received considerable attention in recent times. In this paper, we present an algorithm to solve a nonconvex formulation of…
Phase retrieval aims at recovering a complex-valued signal from magnitude-only measurements, which attracts much attention since it has numerous applications in many disciplines. However, phase recovery involves solving a system of…
We discuss a special form of gradient descent that in the literature has become known as the so-called linearised Bregman iteration. The idea is to replace the classical (squared) two norm metric in the gradient descent setting with a…
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…
Recent work by Woodworth et al. (2020) shows that the optimization dynamics of gradient descent for overparameterized problems can be viewed as low-dimensional dual dynamics induced by a mirror map, explaining the implicit regularization…
The paper is devoted to new modifications of recently proposed adaptive methods of Mirror Descent for convex minimization problems in the case of several convex functional constraints. Methods for problems of two classes are considered. The…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…
Mirror descent, introduced by Nemirovski and Yudin in the 1970s, is a primal-dual convex optimization method that can be tailored to the geometry of the optimization problem at hand through the choice of a strongly convex potential…
Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…
Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…
To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed…
This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…
Inspired by the recent paper (L. Ying, Mirror descent algorithms for minimizing interacting free energy, Journal of Scientific Computing, 84 (2020), pp. 1-14),we explore the relationship between the mirror descent and the variable metric…
In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…
In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…
We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…