Solving Large-scale Systems of Random Quadratic Equations via Stochastic Truncated Amplitude Flow
A novel approach termed \emph{stochastic truncated amplitude flow} (STAF) is developed to reconstruct an unknown $n$-dimensional real-/complex-valued signal $\bm{x}$ from $m$ `phaseless' quadratic equations of the form $\psi_i=|\langle\bm{a}_i,\bm{x}\rangle|$. This problem, also known as phase retrieval from magnitude-only information, is \emph{NP-hard} in general. Adopting an amplitude-based nonconvex formulation, STAF leads to an iterative solver comprising two stages: s1) Orthogonality-promoting initialization through a stochastic variance reduced gradient algorithm; and, s2) A series of iterative refinements of the initialization using stochastic truncated gradient iterations. Both stages involve a single equation per iteration, thus rendering STAF a simple, scalable, and fast approach amenable to large-scale implementations that is useful when $n$ is large. When $\{\bm{a}_i\}_{i=1}^m$ are independent Gaussian, STAF provably recovers exactly any $\bm{x}\in\mathbb{R}^n$ exponentially fast based on order of $n$ quadratic equations. STAF is also robust in the presence of additive noise of bounded support. Simulated tests involving real Gaussian $\{\bm{a}_i\}$ vectors demonstrate that STAF empirically reconstructs any $\bm{x}\in\mathbb{R}^n$ exactly from about $2.3n$ magnitude-only measurements, outperforming state-of-the-art approaches and narrowing the gap from the information-theoretic number of equations $m=2n-1$. Extensive experiments using synthetic data and real images corroborate markedly improved performance of STAF over existing alternatives.
Code (0)
등록된 구현이 없습니다.
Tasks
RetrievalSimilar Papers 제목 키워드 기반
Randomized Iterative Methods for Linear Systems: Momentum, Inexactness and Gossip
In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem…
Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems
We consider the fundamental problem of solving quadratic systems of equations in $n$ variables, where $y_i = |\langle \boldsymbol{a}_i, \boldsymbol{x} \rangle|^2$, $i = 1, \ldots, m$ and $\boldsymbol{x} \in \mathbb{R}^n$…
On a Randomized Multi-Block ADMM for Solving Selected Machine Learning Problems
The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-bl…
BIG-bench Machine LearningSolving Large Scale Quadratic Constrained Basis Pursuit
Inspired by alternating direction method of multipliers and the idea of operator splitting, we propose a efficient algorithm for solving large-scale quadratically constrained basis pursuit. Experimental results show that…
Random-Key Optimizer and Linearization for the Quadratic Multiple Constraints Variable-Sized Bin Packing Problem
This paper addresses the Quadratic Multiple Constraints Variable-Sized Bin Packing Problem (QMC-VSBPP), a challenging combinatorial optimization problem that generalizes the classical bin packing problem by incorporating…