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Reshaped Wirtinger Flow for Solving Quadratic System of Equations

机译:重构维特林格流,求解二次方程组

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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:我们研究从向量大小yi = |(a_i,x)|,i = 1,...,m恢复向量x∈R〜n的问题。我们的工作沿Wirtinger流(WF)方法进行(Candes等人)。 [2015],它通过使用梯度算法使非凸损失函数最小化来解决该问题,并且可以证明在良好的初始化下收敛到全局最优点。与WF中使用的平滑损失函数相反,我们采用了非平滑但低阶的损失函数,并设计了一种类似梯度的算法(称为reshaped-WF)。我们表明,对于随机的高斯测量,只要测量的数量m在O(n)的数量级(其中n是未知x的维),则reshape-WF便享有到全局最优点的几何收敛。这提高了WF的样本复杂度,并实现了与截短的WF Chen和Candes [2015]相同的样本复杂度,但没有在梯度步长处截断。此外,重塑WF的计算成本比WF少,并且在数值上运行速度比WF和截短WF都快。绕过损失函数中的高阶变量和梯度回路中的截断,简化了重整WF的分析。

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