Title
Approximate message passing for amplitude based optimization.
Abstract
We consider an $ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization problem. We consider the asymptotic setting $m,n rightarrow infty$, $m/n rightarrow delta$ and obtain sharp performance bounds, where $m$ is the number of measurements and $n$ is the signal dimension. We show that for complex signals the algorithm can perform accurate recovery with only $m=left ( frac{64}{pi^2}-4right)napprox 2.5n$ measurements. Also, we provide sharp analysis on the sensitivity of the algorithm to noise. We highlight the following facts about our message passing algorithm: (i) Adding $ell_2$ regularization to the non-convex loss function can be beneficial even in the noiseless setting; (ii) spectral initialization has marginal impact on the performance of the algorithm.
Year
Venue
DocType
2018
ICML
Journal
Volume
Citations 
PageRank 
abs/1806.03276
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Junjie Ma114815.24
Xu, Ji2203.37
Arian Maleki380357.52