In this paper, we analyze the non-convex framework of Wirtinger Flow (WF) for phase retrieval and identify a novel sufficient condition for universal exact recovery through the lens of low rank matrix recovery theory. Via a perspective in the lifted domain, we show that the convergence of the WF iterates to a true solution is attained geometrically under a single condition on the lifted forward model. As a result, a deterministic relationship between the accuracy of spectral initialization and the validity of {the regularity condition} is derived. In particular, we determine that a certain concentration property on the spectral matrix must hold uniformly with a sufficiently tight constant. This culminates into a sufficient condition that is equivalent to a restricted isometry-type property over rank-1, positive semi-definite matrices, and amounts to a less stringent requirement on the lifted forward model than those of prominent low-rank-matrix-recovery methods in the literature. We characterize the performance limits of our framework in terms of the tightness of the concentration property via novel bounds on the convergence rate and on the signal-to-noise ratio such that the theoretical guarantees are valid using the spectral initialization at the proper sample complexity.
We consider the recovery of a (real- or complex-valued) signal from magnitude-only measurements, known as phase retrieval. We formulate phase retrieval as a convex optimization problem, which we call PhaseMax. Unlike other convex methods that use semidefinite relaxation and lift the phase retrieval problem to a higher dimension, PhaseMax is a "non-lifting" relaxation that operates in the original signal dimension. We show that the dual problem to PhaseMax is Basis Pursuit, which implies that phase retrieval can be performed using algorithms initially designed for sparse signal recovery. We dev…
The phase retrieval problem has garnered significant attention since the development of the PhaseLift algorithm, which is a convex program that operates in a lifted space of matrices. Because of the substantial computational cost due to lifting, many approaches to phase retrieval have been developed, including non-convex optimization algorithms which operate in the natural parameter space, such as Wirtinger Flow. Very recently, a convex formulation called PhaseMax has been discovered, and it has been proven to achieve phase retrieval via linear programming in the natural parameter space under …
The recovery of a signal from the intensity measurements with some entries being known in advance is termed as {\em affine phase retrieval}. In this paper, we prove that a natural least squares formulation for the affine phase retrieval is strongly convex on the entire space under some mild conditions, provided the measurements are complex Gaussian random vecotrs and the measurement number $m \gtrsim d \log d$ where $d$ is the dimension of signals. Based on the result, we prove that the simple gradient descent method for the affine phase retrieval converges linearly to the target solution with…
Phase retrieval has important applications in optical imaging, communications and sensing. Lifting the dimensionality of the problem allows phase retrieval to be approximated as a convex optimization problem in a higher-dimensional space. Convex optimization-based phase retrieval has been shown to yield high accuracy, yet its low-complexity implementation has not been explored. In this paper, we study three fundamental approaches for its low-complexity implementation: the projected gradient method, the Nesterov accelerated gradient method, and the alternating direction method of multipliers (A…
We explicitly give a frame of cardinality $5n-6$ such that every signal in $\mathbb{C}^n$ can be recovered up to a phase from its associated intensity measurements via the PhaseLift approach. Furthermore, we give explicit linear measurements with $4r(n-r)+n-2r$ outcomes that enable the recovery of every positive semidefinite $n\times n$ matrix of rank at most $r$.
Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex optimization problem, and we show that the proposed inertial proximal ADMM has global convergence under mild assumptions on the regularization matrices. Affine phase retrieval arises in holography, data separation and phaseless sampling, and it is also considered as a nonhomogeneous version of phase retrieval that has received considerable attention in recent year…
This paper considers phase retrieval from the magnitude of 1D over-sampled Fourier measurements, a classical problem that has challenged researchers in various fields of science and engineering. We show that an optimal vector in a least-squares sense can be found by solving a convex problem, thus establishing a hidden convexity in Fourier phase retrieval. We also show that the standard semidefinite relaxation approach yields the optimal cost function value (albeit not necessarily an optimal solution) in this case. A method is then derived to retrieve an optimal minimum phase solution in polyno…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP) in methods such as PhaseLift and compete with recently developed non-convex techniques for phase retrieval. We relax the quadratic equations for phaseless measurements to inequality constraints each of which representing a symmetric "slab". Through a simple convex program, our proposed estimator finds an extreme point of the intersection of these slabs that i…
We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In general, additional prior information about the signal is required to guarantee unique recovery as the mapping from signals to power spectral density is not one-to-one. In this paper, we assume that the underlying signals are sparse. Recently, semidefinite programming (SDP) based approaches were explored by various researchers. Simulations of these algorithms s…
We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows a nontrivial convex relaxation of the bilinear measurements from convolution. We prove that if the two signals belong to known random subspaces of dimensions $k$ and $n$, then they can be recovered up to the inherent scaling ambiguity with $m >> (k+n) \log^2 m$ phaseless measurements. Our method provides the first theoretical recovery guarantee for this prob…
We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows a nontrivial convex relaxation of the bilinear measurements from convolution. We prove that if the two signals belong to known random subspaces of dimensions $k$ and $n$, then they can be recovered up to the inherent scaling ambiguity with $m \gg (k+n) \log^2 m$ phaseless measurements. Our method provides the first theoretical recovery guarantee for this pro…
The paper considers the phase retrieval problem in N-dimensional complex vector spaces. It provides two sets of deterministic measurement vectors which guarantee signal recovery for all signals, excluding only a specific subspace and a union of subspaces, respectively. A stable analytic reconstruction procedure of low complexity is given. Additionally it is proven that signal recovery from these measurements can be solved exactly via a semidefinite program. A practical implementation with 4 deterministic diffraction patterns is provided and some numerical experiments with noisy measurements co…
Phase retrieval deals with the recovery of complex- or real-valued signals from magnitude measurements. As shown recently, the method PhaseMax enables phase retrieval via convex optimization and without lifting the problem to a higher dimension. To succeed, PhaseMax requires an initial guess of the solution, which can be calculated via spectral initializers. In this paper, we show that with the availability of an initial guess, phase retrieval can be carried out with an ever simpler, linear procedure. Our algorithm, called PhaseLin, is the linear estimator that minimizes the mean squared error…
The problem of recovering a one-dimensional signal from its Fourier transform magnitude, called Fourier phase retrieval, is ill-posed in most cases. We consider the closely-related problem of recovering a signal from its phaseless short-time Fourier transform (STFT) measurements. This problem arises naturally in several applications, such as ultra-short laser pulse characterization and ptychography. The redundancy offered by the STFT enables unique recovery under mild conditions. We show that in some cases the unique solution can be obtained by the principal eigenvector of a matrix, constructe…
This paper studies the notion of computational entropy. Using techniques from convex optimization, we investigate the following problems: (a) Can we derandomize the computational entropy? More precisely, for the computational entropy, what is the real difference in security defined using the three important classes of circuits: deterministic boolean, deterministic real valued, or (the most powerful) randomized ones? (b) How large the difference in the computational entropy for an unbounded versus efficient adversary can be? (c) Can we obtain useful, simpler characterizations for the computatio…
Phase retrieval (PR), also sometimes referred to as quadratic sensing, is a problem that occurs in numerous signal and image acquisition domains ranging from optics, X-ray crystallography, Fourier ptychography, sub-diffraction imaging, and astronomy. In each of these domains, the physics of the acquisition system dictates that only the magnitude (intensity) of certain linear projections of the signal or image can be measured. Without any assumptions on the unknown signal, accurate recovery necessarily requires an over-complete set of measurements. The only way to reduce the measurements/sample…
A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is computationally efficient compared to standard convex relaxation methods based on lifting techniques. In this paper, we present an exact performance analysis of PhaseMax under Gaussian measurements in the large system limit. In contrast to previously known performance bounds in the literature, our results are asymptotically exact and they also reveal a sharp phase transition phenomenon. Furthermore, the geometrical insight…
In this paper, we introduce two symmetric directed graphs depending on supports of signals and windows, and we show that the connectivity of those graphs provides either necessary and sufficient conditions to phase retrieval of a signal from magnitude measurements of its multiple-window short-time Fourier transform. Also we propose an algebraic reconstruction algorithm, and provide an error estimate to our algorithm when magnitude measurements are corrupted by deterministic/random noises.
We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems. We show that the prox-linear algorithm we develop can solve phase retrieval problems---even with adversarially faulty measurements---with high probability as soon as the number of measurements $m$ is a constant factor larger than the dimension $n$ of the signal to be recovered. The algorithm requires essentially no tuning---it consists of solving a sequence…
In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many works on phase retrieval assume that the measurement matrix is a random Gaussian matrix, which, in the noiseless scenario with sufficiently many measurements, guarantees invertability of the transformation between the SOI and the observations, up to an inherent phase ambiguity. However, in many practical applications, the measurement matrix corresponds to an…
Recovering an unknown complex signal from the magnitude of linear combinations of the signal is referred to as phase retrieval. We present an exact performance analysis of a recently proposed convex-optimization-formulation for this problem, known as PhaseMax. Standard convex-relaxation-based methods in phase retrieval resort to the idea of "lifting" which makes them computationally inefficient, since the number of unknowns is effectively squared. In contrast, PhaseMax is a novel convex relaxation that does not increase the number of unknowns. Instead it relies on an initial estimate of the tr…
In this work we characterize all ambiguities of the linear (aperiodic) one-dimensional convolution on two fixed finite-dimensional complex vector spaces. It will be shown that the convolution ambiguities can be mapped one-to-one to factorization ambiguities in the $z-$domain, which are generated by swapping the zeros of the input signals. We use this polynomial description to show a deterministic version of a recently introduced masked Fourier phase retrieval design. In the noise-free case a (convex) semi-definite program can be used to recover exactly the input signals if they share no common…
In this paper, we develop a new computational approach which is based on minimizing the difference of two convex functionals (DC) to solve a broader class of phase retrieval problems. The approach splits a standard nonlinear least squares minimizing function associated with the phase retrieval problem into the difference of two convex functions and then solves a sequence of convex minimization sub-problems. For each subproblem, the Nesterov's accelerated gradient descent algorithm or the Barzilai-Borwein (BB) algorithm is used. In the setting of sparse phase retrieval, a standard $\ell_1$ norm…
The landscape of empirical risk has been widely studied in a series of machine learning problems, including low-rank matrix factorization, matrix sensing, matrix completion, and phase retrieval. In this work, we focus on the situation where the corresponding population risk is a degenerate non-convex loss function, namely, the Hessian of the population risk can have zero eigenvalues. Instead of analyzing the non-convex empirical risk directly, we first study the landscape of the corresponding population risk, which is usually easier to characterize, and then build a connection between the land…
The Local Landscape of Phase Retrieval Under Limited Samples
School of Mathematical Sciences（数学科学学院）；Peking University（北京大学）；Department of Mathematics（数学系）；Stanford University（斯坦福大学）；Center for Machine Learning Research（机器学习研究中心）
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 $m,n \rightarrow \infty$, $m/n \rightarrow δ$ 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 $m= \left(\frac{64}{π^2}-4\right)n \approx 2.5n$ measurements. Also, we provi…
In this work we analyze the problem of phase retrieval from Fourier measurements with random diffraction patterns. To this end, we consider the recently introduced PhaseLift algorithm, which expresses the problem in the language of convex optimization. We provide recovery guarantees which require O(log^2 d) different diffraction patterns, thus improving on recent results by Candes et al. [arXiv:1310.3240], which require O(log^4 d) different patterns.
In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices, they suffer serious convergence issues some ill-conditioned matrices. As an example, this happens in optical imagers using binary intensity-only spatial light modulators to shape the input wavefront. The problem of ill-conditioned measurement matrices has also been a topic of interest for compressed sensing researchers during the past decade. In this paper, usi…
Microsoft Research India（微软印度研究院）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）
Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton 1972) and (Fienup 1982) is still the popular choice for solving many variants of this problem. The algorithm is based on alternating minimization; i.e. it alternates between estimating the missing phase information, and the candidate solution. Despite its wide usage in practice, no global convergence guarantees for this algorithm are known. In this paper, w…
We consider a recently proposed convex formulation, known as the PhaseMax method, for solving the phase retrieval problem. Using the replica method from statistical mechanics, we analyze the performance of PhaseMax in the high-dimensional limit. Our analysis predicts the \emph{exact} asymptotic performance of PhaseMax. In particular, we show that a sharp phase transition phenomenon takes place, with a simple analytical formula characterizing the phase transition boundary. This result shows that the oversampling ratio required by existing performance bounds in the literature can be significantl…
Stanford University（斯坦福大学）；Technion, Israel Institute of Technology（以色列理工学院）；University of California at Davis（加州大学戴维斯分校）；University of California at Berkeley（加州大学伯克利分校）
LORIA（洛林计算机研究与应用实验室）；Université de Lorraine（洛林大学）；CNRS（法国国家科学研究中心）；Inria（法国国家信息与自动化研究所）；University of California, Berkeley（加州大学伯克利分校）；Linköping University（林雪平大学）
This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector consistent with the measurements and reformulate it as a group-sparse optimization problem with linear constraints. Then, we analyze the convex relaxation of the latter based on the minimization of a block l1-norm and show various exact recovery and stability results in the real and complex cases. Invariance to circular shifts and reflections are also discuss…
This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the complex-valued case is nontrivial and has been left as a conjecture. This paper establishes the connection between the convergence of the algorithm and the convexity of an objective function. Based on the connection, it demonstrates that when the sensing vectors are sampled uniformly from a unit sphere and the number of sensing vectors $m$ satisfies $m>O(n\log n)$ as …
