Inexact Alternating Optimization for Phase Retrieval In the Presence of Outliers

Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This paper investigates techniques for phase retrieval in the presence of heavy-tailed noise -- which is considered a better model for situations where outliers exist. An $\ell_p$-norm ($0<p<2$) based estimator is proposed for fending against such noise, and two-block inexact alternating optimization is proposed as the algorithmic framework to tackle the resulting optimization problem. Two specific algorithms are devised by exploring different local approximations within this framework. Interestingly, the core conditional minimization steps can be interpreted as iteratively reweighted least squares and gradient descent. Convergence properties of the algorithms are discussed, and the Cram\'er-Rao bound (CRB) is derived. Simulations demonstrate that the proposed algorithms approach the CRB and outperform state-of-the-art algorithms in heavy-tailed noise.Comment: 23 pages, 16 figure

Defending Against Saddle Point Attack in Byzantine-Robust Distributed Learning

We study robust distributed learning that involves minimizing a non-convex loss function with saddle points. We consider the Byzantine setting where some worker machines have abnormal or even arbitrary and adversarial behavior. In this setting, the Byzantine machines may create fake local minima near a saddle point that is far away from any true local minimum, even when robust gradient estimators are used. We develop ByzantinePGD, a robust first-order algorithm that can provably escape saddle points and fake local minima, and converge to an approximate true local minimizer with low iteration complexity. As a by-product, we give a simpler algorithm and analysis for escaping saddle points in the usual non-Byzantine setting. We further discuss three robust gradient estimators that can be used in ByzantinePGD, including median, trimmed mean, and iterative filtering. We characterize their performance in concrete statistical settings, and argue for their near-optimality in low and high dimensional regimes.Comment: ICML 201

Convex-Concave Backtracking for Inertial Bregman Proximal Gradient Algorithms in Non-Convex Optimization

Backtracking line-search is an old yet powerful strategy for finding a better step sizes to be used in proximal gradient algorithms. The main principle is to locally find a simple convex upper bound of the objective function, which in turn controls the step size that is used. In case of inertial proximal gradient algorithms, the situation becomes much more difficult and usually leads to very restrictive rules on the extrapolation parameter. In this paper, we show that the extrapolation parameter can be controlled by locally finding also a simple concave lower bound of the objective function. This gives rise to a double convex-concave backtracking procedure which allows for an adaptive choice of both the step size and extrapolation parameters. We apply this procedure to the class of inertial Bregman proximal gradient methods, and prove that any sequence generated by these algorithms converges globally to a critical point of the function at hand. Numerical experiments on a number of challenging non-convex problems in image processing and machine learning were conducted and show the power of combining inertial step and double backtracking strategy in achieving improved performances.Comment: 29 page

Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization algorithms due to their susceptibility to spurious local minima, simple iterative methods such as gradient descent have been remarkably successful in practice. The theoretical footings, however, had been largely lacking until recently. In this tutorial-style overview, we highlight the important role of statistical models in enabling efficient nonconvex optimization with performance guarantees. We review two contrasting approaches: (1) two-stage algorithms, which consist of a tailored initialization step followed by successive refinement; and (2) global landscape analysis and initialization-free algorithms. Several canonical matrix factorization problems are discussed, including but not limited to matrix sensing, phase retrieval, matrix completion, blind deconvolution, robust principal component analysis, phase synchronization, and joint alignment. Special care is taken to illustrate the key technical insights underlying their analyses. This article serves as a testament that the integrated consideration of optimization and statistics leads to fruitful research findings.Comment: Invited overview articl

Accurate and Scalable Image Clustering Based On Sparse Representation of Camera Fingerprint

Clustering images according to their acquisition devices is a well-known problem in multimedia forensics, which is typically faced by means of camera Sensor Pattern Noise (SPN). Such an issue is challenging since SPN is a noise-like signal, hard to be estimated and easy to be attenuated or destroyed by many factors. Moreover, the high dimensionality of SPN hinders large-scale applications. Existing approaches are typically based on the correlation among SPNs in the pixel domain, which might not be able to capture intrinsic data structure in union of vector subspaces. In this paper, we propose an accurate clustering framework, which exploits linear dependencies among SPNs in their intrinsic vector subspaces. Such dependencies are encoded under sparse representations which are obtained by solving a LASSO problem with non-negativity constraint. The proposed framework is highly accurate in number of clusters estimation and image association. Moreover, our framework is scalable to the number of images and robust against double JPEG compression as well as the presence of outliers, owning big potential for real-world applications. Experimental results on Dresden and Vision database show that our proposed framework can adapt well to both medium-scale and large-scale contexts, and outperforms state-of-the-art methods

Solving Systems of Random Quadratic Equations via Truncated Amplitude Flow

This paper presents a new algorithm, termed \emph{truncated amplitude flow} (TAF), to recover an unknown vector $\bm{x}$ from a system of quadratic equations of the form $y_i=|\langle\bm{a}_i,\bm{x}\rangle|^2$, where $\bm{a}_i$'s are given random measurement vectors. This problem is known to be \emph{NP-hard} in general. We prove that as soon as the number of equations is on the order of the number of unknowns, TAF recovers the solution exactly (up to a global unimodular constant) with high probability and complexity growing linearly with both the number of unknowns and the number of equations. Our TAF approach adopts the \emph{amplitude-based} empirical loss function, and proceeds in two stages. In the first stage, we introduce an \emph{orthogonality-promoting} initialization that can be obtained with a few power iterations. Stage two refines the initial estimate by successive updates of scalable \emph{truncated generalized gradient iterations}, which are able to handle the rather challenging nonconvex and nonsmooth amplitude-based objective function. In particular, when vectors $\bm{x}$ and $\bm{a}_i$'s are real-valued, our gradient truncation rule provably eliminates erroneously estimated signs with high probability to markedly improve upon its untruncated version. Numerical tests using synthetic data and real images demonstrate that our initialization returns more accurate and robust estimates relative to spectral initializations. Furthermore, even under the same initialization, the proposed amplitude-based refinement outperforms existing Wirtinger flow variants, corroborating the superior performance of TAF over state-of-the-art algorithms.Comment: 37 Pages, 16 figure

Amplitude Retrieval for Channel Estimation of MIMO Systems with One-Bit ADCs

This letter revisits the channel estimation problem for MIMO systems with one-bit analog-to-digital converters (ADCs) through a novel algorithm--Amplitude Retrieval (AR). Unlike the state-of-the-art methods such as those based on one-bit compressive sensing, AR takes a different approach. It accounts for the lost amplitudes of the one-bit quantized measurements, and performs channel estimation and amplitude completion jointly. This way, the direction information of the propagation paths can be estimated via accurate direction finding algorithms in array processing, e.g., maximum likelihood. The upsot is that AR is able to handle off-grid angles and provide more accurate channel estimates. Simulation results are included to showcase the advantages of AR

An Inexact Projected Gradient Method with Rounding and Lifting by Nonlinear Programming for Solving Rank-One Semidefinite Relaxation of Polynomial Optimization

We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new algorithmic framework that blends local search using the nonconvex POP into global descent using the convex SDP. In particular, we first design a globally convergent inexact projected gradient method (iPGM) for solving the SDP that serves as the backbone of our framework. We then accelerate iPGM by taking long, but safeguarded, rank-one steps generated by fast nonlinear programming algorithms. We prove that the new framework is still globally convergent for solving the SDP. To solve the iPGM subproblem of projecting a given point onto the feasible set of the SDP, we design a two-phase algorithm with phase one using a symmetric Gauss-Seidel based accelerated proximal gradient method (sGS-APG) to generate a good initial point, and phase two using a modified limited-memory BFGS (L-BFGS) method to obtain an accurate solution. We analyze the convergence for both phases and establish a novel global convergence result for the modified L-BFGS that does not require the objective function to be twice continuously differentiable. We conduct numerical experiments for solving second-order SDP relaxations arising from a diverse set of POPs. Our framework demonstrates state-of-the-art efficiency, scalability, and robustness in solving degenerate rank-one SDPs to high accuracy, even in the presence of millions of equality constraints.Comment: Code available at https://github.com/MIT-SPARK/STRID

Robust Wavefield Inversion via Phase Retrieval

Extended formulation of Full Waveform Inversion (FWI), called Wavefield Reconstruction Inversion (WRI), offers potential benefits of decreasing the nonlinearity of the inverse problem by replacing the explicit inverse of the ill-conditioned wave-equation operator of classical FWI (the oscillating Green functions) with a suitably defined data-driven regularized inverse. This regularization relaxes the wave-equation constraint to reconstruct wavefields that match the data, hence mitigating the risk of cycle skipping. The subsurface model parameters are then updated in a direction that reduces these constraint violations. However, in the case of a rough initial model, the phase errors in the reconstructed wavefields may trap the waveform inversion in a local minimum leading to inaccurate subsurface models. In this paper, in order to avoid matching such incorrect phase information during the early WRI iterations, we design a new cost function based upon phase retrieval, namely a process which seeks to reconstruct a signal from the amplitude of linear measurements. This new formulation, called Wavefield Inversion with Phase Retrieval (WIPR), further improves the robustness of the parameter estimation subproblem by a suitable phase correction. We implement the resulting WIPR problem with an alternating-direction approach, which combines the Majorization-Minimization (MM) algorithm to linearise the phase-retrieval term and a variable splitting technique based upon the alternating direction method of multipliers (ADMM). This new workflow equipped with Tikhonov-total variation (TT) regularization, which is the combination of second-order Tikhonov and total variation regularizations and bound constraints, successfully reconstructs the 2004 BP salt model from a sparse fixed-spread acquisition using a 3~Hz starting frequency and a homogeneous initial velocity model

Unfolded Algorithms for Deep Phase Retrieval

Exploring the idea of phase retrieval has been intriguing researchers for decades, due to its appearance in a wide range of applications. The task of a phase retrieval algorithm is typically to recover a signal from linear phaseless measurements. In this paper, we approach the problem by proposing a hybrid model-based data-driven deep architecture, referred to as Unfolded Phase Retrieval (UPR), that exhibits significant potential in improving the performance of state-of-the art data-driven and model-based phase retrieval algorithms. The proposed method benefits from versatility and interpretability of well-established model-based algorithms, while simultaneously benefiting from the expressive power of deep neural networks. In particular, our proposed model-based deep architecture is applied to the conventional phase retrieval problem (via the incremental reshaped Wirtinger flow algorithm) and the sparse phase retrieval problem (via the sparse truncated amplitude flow algorithm), showing immense promise in both cases. Furthermore, we consider a joint design of the sensing matrix and the signal processing algorithm and utilize the deep unfolding technique in the process. Our numerical results illustrate the effectiveness of such hybrid model-based and data-driven frameworks and showcase the untapped potential of data-aided methodologies to enhance the existing phase retrieval algorithms