首页> 外文会议>Annual conference on Neural Information Processing Systems >Reshaped Wirtinger Flow for Solving Quadratic System of Equations
【24h】

Reshaped Wirtinger Flow for Solving Quadratic System of Equations

机译:重塑丝网流,用于求解方程的二次系统

获取原文

摘要

We study the problem of recovering a vector x ∈ R~n from its magnitude measurements yi = |(a_i, x)|, i = 1,..., m. Our work is along the line of the Wirtinger flow (WF) approach Candes et al. [2015], which solves the problem by minimizing a nonconvex loss function via a gradient algorithm and can be shown to converge to a global optimal point under good initialization. In contrast to the smooth loss function used in WF, we adopt a nonsmooth but lower-order loss function, and design a gradient-like algorithm (referred to as reshaped-WF). We show that for random Gaussian measurements, reshaped-WF enjoys geometric convergence to a global optimal point as long as the number m of measurements is at the order of O(n), where n is the dimension of the unknown x. This improves the sample complexity of WF, and achieves the same sample complexity as truncated-WF Chen and Candes [2015] but without truncation at gradient step. Furthermore, reshaped-WF costs less computationally than WF, and runs faster numerically than both WF and truncated-WF. Bypassing higher-order variables in the loss function and truncations in the gradient loop, analysis of reshaped-WF is simplified.
机译:我们研究了从幅度测量yi = |(a_i,x)|,i = 1,...,m的问题,研究了恢复x∈R〜n的问题。我们的作品沿着丝网流量(WF)接近Candes等。 [2015]通过通过梯度算法最小化非凸损耗函数来解决问题,并且可以在良好的初始化下显示在全局最佳点中会聚到全局最优点。与WF中使用的平滑丢失函数相比,我们采用非光滑但较低级损失功能,并设计梯度样算法(称为Reshaped-WF)。我们表明,对于随机高斯测量,Reshaped-WF可以在全局最佳点中获得几何收敛,只要测量的数量为O(n),其中n是未知x的尺寸。这改善了WF的样本复杂性,并实现了与截短的-WF陈和蜜饯相同的样本复杂性[2015],但没有在梯度步骤中截断。此外,重塑-WF的成本比WF更少计算,并且比WF和截断-WF数字快得多。绕过损耗函数中的高阶变量和梯度循环中的截断,简化了重新表达-WF的分析。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号