Optimization-Based AMP for Phase Retrieval: The Impact of Initialization and \ell_{2} Regularization

DOI10.1109/TIT.2019.2893254MaRDI QIDQ5224019zbMATH OpenOpenAlexFDO

Authors Junjie Ma, Ji Xu, Arian Maleki

Publication date 19 July 2019

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.01170

zbMATH Keywords

message passing algorithm\(l_2\)-regularized nonconvex optimization problemrecovering of signals from noisy phaseless observationssharp performance bounds

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Nonconvex programming, global optimization (90C26)

Abstract: We consider an $el{l}_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization problem. We consider the asymptotic setting $m,nightarrowinfty$, $m/nightarrowdelta$ and obtain sharp performance bounds, where $m$ is the number of measurements and $n$ is the signal dimension. We show that for complex signals the algorithm can perform accurate recovery with only $m=left(frac64p{i}^2-4ight)napprox2.5n$ measurements. Also, we provide sharp analysis on the sensitivity of the algorithm to noise. We highlight the following facts about our message passing algorithm: (i) Adding $el{l}_2$ regularization to the non-convex loss function can be beneficial. (ii) Spectral initialization has marginal impact on the performance of the algorithm. The sharp analyses in this paper, not only enable us to compare the performance of our method with other phase recovery schemes, but also shed light on designing better iterative algorithms for other non-convex optimization problems.

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Cited in

(12)

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• Approximate message passing with spectral initialization for generalized linear models*
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• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
• Approximate message passing with rigorous guarantees for pooled data and quantitative group testing
• The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
• Marginals of a spherical spin Glass model with correlated disorder
• Immersed body motion: near-bottom added mass effects
• Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
• Phase transition and higher order analysis of \(L_q\) regularization under dependence
• Fundamental barriers to high-dimensional regression with convex penalties

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