MLITLGJun 29, 2021

Towards Sample-Optimal Compressive Phase Retrieval with Sparse and Generative Priors

arXiv:2106.15358v221 citations
Originality Highly original
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This addresses the sample efficiency bottleneck in phase retrieval for applications like imaging and signal processing, though it remains partially theoretical with practical algorithm challenges.

The paper tackles compressive phase retrieval with generative and sparse priors, providing near-optimal sample complexity guarantees of O(k log L) for generative models and O(s log n) for sparse signals, matching information-theoretic lower bounds, and proposes a practical spectral initialization method with experimental performance gains.

Compressive phase retrieval is a popular variant of the standard compressive sensing problem in which the measurements only contain magnitude information. In this paper, motivated by recent advances in deep generative models, we provide recovery guarantees with near-optimal sample complexity for phase retrieval with generative priors. We first show that when using i.i.d. Gaussian measurements and an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs, roughly $O(k \log L)$ samples suffice to guarantee that any signal minimizing an amplitude-based empirical loss function is close to the true signal. Attaining this sample complexity with a practical algorithm remains a difficult challenge, and finding a good initialization for gradient-based methods has been observed to pose a major bottleneck. To partially address this, we further show that roughly $O(k \log L)$ samples ensure sufficient closeness between the underlying signal and any {\em globally optimal} solution to an optimization problem designed for spectral initialization (though finding such a solution may still be challenging). We also adapt this result to sparse phase retrieval, and show that $O(s \log n)$ samples are sufficient for a similar guarantee when the underlying signal is $s$-sparse and $n$-dimensional, matching an information-theoretic lower bound. While these guarantees do not directly correspond to a practical algorithm, we propose a practical spectral initialization method motivated by our findings, and experimentally observe performance gains over various existing spectral initialization methods for sparse phase retrieval.

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