52,601 research outputs found
Phase Retrieval via Matrix Completion
This paper develops a novel framework for phase retrieval, a problem which
arises in X-ray crystallography, diffraction imaging, astronomical imaging and
many other applications. Our approach combines multiple structured
illuminations together with ideas from convex programming to recover the phase
from intensity measurements, typically from the modulus of the diffracted wave.
We demonstrate empirically that any complex-valued object can be recovered from
the knowledge of the magnitude of just a few diffracted patterns by solving a
simple convex optimization problem inspired by the recent literature on matrix
completion. More importantly, we also demonstrate that our noise-aware
algorithms are stable in the sense that the reconstruction degrades gracefully
as the signal-to-noise ratio decreases. Finally, we introduce some theory
showing that one can design very simple structured illumination patterns such
that three diffracted figures uniquely determine the phase of the object we
wish to recover
Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution
Recent years have seen a flurry of activities in designing provably efficient
nonconvex procedures for solving statistical estimation problems. Due to the
highly nonconvex nature of the empirical loss, state-of-the-art procedures
often require proper regularization (e.g. trimming, regularized cost,
projection) in order to guarantee fast convergence. For vanilla procedures such
as gradient descent, however, prior theory either recommends highly
conservative learning rates to avoid overshooting, or completely lacks
performance guarantees.
This paper uncovers a striking phenomenon in nonconvex optimization: even in
the absence of explicit regularization, gradient descent enforces proper
regularization implicitly under various statistical models. In fact, gradient
descent follows a trajectory staying within a basin that enjoys nice geometry,
consisting of points incoherent with the sampling mechanism. This "implicit
regularization" feature allows gradient descent to proceed in a far more
aggressive fashion without overshooting, which in turn results in substantial
computational savings. Focusing on three fundamental statistical estimation
problems, i.e. phase retrieval, low-rank matrix completion, and blind
deconvolution, we establish that gradient descent achieves near-optimal
statistical and computational guarantees without explicit regularization. In
particular, by marrying statistical modeling with generic optimization theory,
we develop a general recipe for analyzing the trajectories of iterative
algorithms via a leave-one-out perturbation argument. As a byproduct, for noisy
matrix completion, we demonstrate that gradient descent achieves near-optimal
error control --- measured entrywise and by the spectral norm --- which might
be of independent interest.Comment: accepted to Foundations of Computational Mathematics (FOCM
Matrix Completion from Fewer Entries: Spectral Detectability and Rank Estimation
The completion of low rank matrices from few entries is a task with many
practical applications. We consider here two aspects of this problem:
detectability, i.e. the ability to estimate the rank reliably from the
fewest possible random entries, and performance in achieving small
reconstruction error. We propose a spectral algorithm for these two tasks
called MaCBetH (for Matrix Completion with the Bethe Hessian). The rank is
estimated as the number of negative eigenvalues of the Bethe Hessian matrix,
and the corresponding eigenvectors are used as initial condition for the
minimization of the discrepancy between the estimated matrix and the revealed
entries. We analyze the performance in a random matrix setting using results
from the statistical mechanics of the Hopfield neural network, and show in
particular that MaCBetH efficiently detects the rank of a large
matrix from entries, where is a constant close to .
We also evaluate the corresponding root-mean-square error empirically and show
that MaCBetH compares favorably to other existing approaches.Comment: NIPS Conference 201
Compressive Phase Retrieval From Squared Output Measurements Via Semidefinite Programming
Given a linear system in a real or complex domain, linear regression aims to
recover the model parameters from a set of observations. Recent studies in
compressive sensing have successfully shown that under certain conditions, a
linear program, namely, l1-minimization, guarantees recovery of sparse
parameter signals even when the system is underdetermined. In this paper, we
consider a more challenging problem: when the phase of the output measurements
from a linear system is omitted. Using a lifting technique, we show that even
though the phase information is missing, the sparse signal can be recovered
exactly by solving a simple semidefinite program when the sampling rate is
sufficiently high, albeit the exact solutions to both sparse signal recovery
and phase retrieval are combinatorial. The results extend the type of
applications that compressive sensing can be applied to those where only output
magnitudes can be observed. We demonstrate the accuracy of the algorithms
through theoretical analysis, extensive simulations and a practical experiment.Comment: Parts of the derivations have submitted to the 16th IFAC Symposium on
System Identification, SYSID 2012, and parts to the 51st IEEE Conference on
Decision and Control, CDC 201
Structured random measurements in signal processing
Compressed sensing and its extensions have recently triggered interest in
randomized signal acquisition. A key finding is that random measurements
provide sparse signal reconstruction guarantees for efficient and stable
algorithms with a minimal number of samples. While this was first shown for
(unstructured) Gaussian random measurement matrices, applications require
certain structure of the measurements leading to structured random measurement
matrices. Near optimal recovery guarantees for such structured measurements
have been developed over the past years in a variety of contexts. This article
surveys the theory in three scenarios: compressed sensing (sparse recovery),
low rank matrix recovery, and phaseless estimation. The random measurement
matrices to be considered include random partial Fourier matrices, partial
random circulant matrices (subsampled convolutions), matrix completion, and
phase estimation from magnitudes of Fourier type measurements. The article
concludes with a brief discussion of the mathematical techniques for the
analysis of such structured random measurements.Comment: 22 pages, 2 figure
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