The Global Landscape of Phase Retrieval I: Perturbed Amplitude Models

The Global Landscape of Phase Retrieval I:  Perturbed  Amplitude Models

Year:    2021

Author:    Jian-Feng Cai, Meng Huang, Dong Li, Yang Wang

Annals of Applied Mathematics, Vol. 37 (2021), Iss. 4 : pp. 437–512

Abstract

A fundamental task in phase retrieval is to recover an unknown signal $x\in\mathbb{R}^n$ from a set of magnitude-only measurements $y_i=|\langle a_i,x\rangle|,$ $ i=1,\cdots,m$. In this paper, we propose two novel perturbed amplitude models (PAMs) which have a non-convex and quadratic-type loss function. When the measurements $ a_i \in \mathbb{R}^n$ are Gaussian random vectors and the number of measurements $m\ge Cn$, we rigorously prove that the PAMs admit no spurious local minimizers with high probability, i.e., the target solution $ x$ is the unique local 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 $x$ (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.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/aam.OA-2021-0009

Annals of Applied Mathematics, Vol. 37 (2021), Iss. 4 : pp. 437–512

Published online:    2021-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    76

Keywords:    Phase retrieval landscape analysis non-convex optimization.

Author Details

Jian-Feng Cai

Meng Huang

Dong Li

Yang Wang

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