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.
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