Phase retrieval: Global convergence of gradient descent with optimal sample complexity

Théodore Fougereux, Cédric Josz, Xiaopeng Li

Keywords: Phase Retrieval, Gradient Descent, Global Convergence, Benign Landscape, Sample Complexity, Random Initialization

TL;DR: This paper proves the global convergence of gradient descent with random initialization for phase retrieval under optimal sample complexity

Abstract: This paper addresses the phase retrieval problem, which aims to recover a signal vector $x^{\natural}$ from $m$ measurements $y_i=|\langle a_i,x^{\natural}\rangle|^2$, $i=1,\ldots,m$. A standard approach is to solve a nonconvex least squares problem using gradient descent with random initialization, which is known to work efficiently given a sufficient number of measurements. However, whether $O(n)$ measurements suffice for gradient descent to recover the ground truth efficiently has remained an open question. Prior work has established that $O(n{\rm poly}(\log n))$ measurements are sufficient. In this paper, we resolve this open problem by proving that $m=O(n)$ Gaussian random measurements are sufficient to guarantee, with high probability, that the objective function has a benign global landscape. This sample complexity is optimal because at least $\Omega(n)$ measurements are required for exact recovery. The landscape result allows us to further show that gradient descent with a constant step size converges to the ground truth from almost any initial point.

Primary Area: optimization

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Submission Number: 7385