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Efficient Sparse Phase Retrieval Algorithm with Quadratic Convergence


Core Concepts
Proposing a second-order algorithm for sparse phase retrieval with quadratic convergence.
Abstract

The content introduces an innovative second-order algorithm for sparse phase retrieval, overcoming the limitations of first-order methods. The algorithm achieves quadratic convergence while maintaining per-iteration computational efficiency. The theoretical guarantees and numerical experiments demonstrate its superiority over state-of-the-art methods.

Abstract:

  • Proposes a second-order algorithm for sparse phase retrieval.
  • Overcomes linear convergence limitations of first-order methods.
  • Achieves quadratic convergence with per-iteration computational efficiency.

Introduction:

  • Discusses the ill-posed nature of the phase retrieval problem.
  • Categorizes algorithms into convex and nonconvex approaches.
  • Highlights the need for further reduction in sample complexity in practical scenarios.

Contributions:

  1. Introduces a second-order algorithm for sparse phase retrieval.
  2. Maintains per-iteration computational complexity similar to first-order methods.
  3. Demonstrates faster convergence rates compared to existing algorithms.

Problem Formulation:

  • Defines the standard sparse phase retrieval problem concisely.
  • Explores convex formulations and nonconvex approaches for solving the problem.

Related Work:

  • Classifies existing nonconvex algorithms into gradient projection and alternating minimization methods.
  • Compares various algorithms based on per-iteration computational cost and iteration complexity.

Proposed Algorithm:

  1. Dual loss strategy integrating intensity-based and amplitude-based losses.
  2. Identifying free and fixed variables using iterative hard thresholding.
  3. Computing search direction through support-constrained optimization.

Theoretical Results:

  1. Establishes non-asymptotic quadratic convergence rate for noise-free cases.
  2. Demonstrates linear convergence under noisy measurement conditions.

Experimental Results:

  1. Compares convergence speed across different algorithms under noise-free and noisy conditions.
  2. Evaluates running times, successful recovery rates, and scalability across varying dimensions.
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Stats
Our codes are available at https://github.com/jxying/SparsePR.
Quotes
"Our algorithm converges to the ground truth signal at a quadratic rate after at most O(log(∥x♮∥/x♮ min)) iterations." "Numerical experiments show that our algorithm achieves significantly faster convergence than state-of-the-art methods."

Key Insights Distilled From

by Jian-Feng Ca... at arxiv.org 03-20-2024

https://arxiv.org/pdf/2309.02046.pdf
A Fast and Provable Algorithm for Sparse Phase Retrieval

Deeper Inquiries

How can the proposed algorithm be optimized further to reduce sample complexity

To further optimize the proposed algorithm and reduce sample complexity, several strategies can be considered. One approach is to explore adaptive step sizes in the optimization process. By dynamically adjusting the step size based on the progress of convergence, we can potentially accelerate convergence and reduce the number of required iterations. Additionally, incorporating advanced initialization techniques that leverage specific properties of sparse signals could help improve efficiency. For instance, utilizing structured sparsity patterns or exploiting prior knowledge about signal characteristics can guide the algorithm towards faster convergence with fewer measurements. Another avenue for optimization is exploring hybrid algorithms that combine first-order and second-order methods effectively. By integrating elements from both types of algorithms, we can capitalize on their respective strengths to achieve a more efficient and robust optimization process. Moreover, investigating novel approaches for identifying free variables and computing search directions could lead to further improvements in reducing sample complexity while maintaining computational efficiency.

What are the implications of achieving quadratic convergence in practical applications

Achieving quadratic convergence in practical applications has significant implications for various fields where phase retrieval is essential. The ability to converge quadratically means that our algorithm can rapidly reach high-accuracy solutions with significantly fewer iterations compared to linearly converging methods. This translates into substantial time savings and computational efficiency when recovering sparse signals from limited magnitude-only measurements. In practical terms, quadratic convergence allows for quicker processing of large datasets or real-time applications where speed is crucial. It enables faster reconstruction of images in diffraction imaging or X-ray crystallography processes, leading to improved productivity and accuracy in scientific research and industrial applications. Furthermore, achieving quadratic convergence enhances the reliability and robustness of phase retrieval algorithms by providing more stable solutions even under noisy conditions.

How can the dual loss strategy be extended to other optimization problems beyond phase retrieval

The dual loss strategy employed in the proposed algorithm for phase retrieval can be extended to other optimization problems beyond this domain by adapting it to suit different objective functions and constraints unique to those problems. One potential application could be in machine learning tasks such as feature selection or model training with sparse data representations. By leveraging an intensity-based loss function as the primary objective metric along with an amplitude-based loss function for guiding updates based on variable importance or relevance thresholds, similar benefits seen in phase retrieval—such as accelerated convergence rates—could be realized. Additionally, domains like image processing or signal denoising may benefit from a dual loss strategy by combining smoothness priors (intensity-based) with sparsity constraints (amplitude-based) during iterative refinement processes. Overall, extending the dual loss strategy beyond phase retrieval opens up opportunities for enhancing optimization performance across diverse problem settings requiring efficient exploration of complex solution spaces while balancing competing objectives simultaneously.
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