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The Global Landscape of Phase Retrieval I:Perturbed Amplitude Models

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摘要 A fundamental task in phase retrieval is to recover an unknown signal x∈R^(n) from a set of magnitude-only measurements y_(i)=|〈a_(i),x〉|,i=1,…,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)∈R^(n) are Gaussian random vectors and the number of measurements m≥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.
出处 《Annals of Applied Mathematics》 2021年第4期437-512,共76页 应用数学年刊(英文版)
基金 supported in part by Hong Kong Research Grant Council General Research Grant Nos.16309518,16309219,16310620 and 16306821 supported in part by the Hong Kong Research Grant Council General Research Grant Nos.16306415 and 16308518.
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