We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements of a complex-valued linear transformation of the original image. Several recent phase retrieval algorithms exploit underlying sparsity of the unknown signal in order to improve recovery performance. In this work, we consider such a sparse signal prior in the context of phase retrieval, when the sparsifying dictionary is not known in advance. Our algorithm jointly reconstructs the unknown signal—possibly corrupted by noise—and learns a dictionary such that each patch of the estimated image can be sparsely represented. Numerical experiments demonstrate that our approach can obtain significantly better reconstructions for phase retrieval problems with noise than methods that cannot exploit such “hidden” sparsity. Moreover, on the theoretical side, we provide a convergence result for our method.
Further algorithmic techniques to tackle include two different semidefinite relaxation approaches, PhaseLift @cite_28 and PhaseCut @cite_8 . PhaseLift lifts'' into the space of (complex) positive semidefinite rank- @math matrices via the variable transformation @math . Then, the nonlinear constraints @math are equivalent to constraints with respect to the matrix variable @math . By suitably relaxing the immediate but intractable rank-minimization objective, one obtains a convex semidefinite program (SDP). Similarly, PhaseCut introduces a separate variable @math for the phase, allowing to eliminate @math , and then lifts @math to obtain an equivalent problem with a rank- @math -constraint, which can be dropped to obtain a different SDP relaxation of . Despite some guarantees on when these relaxations are tight, i.e., allow for correctly recovering the solution to (again up to a global phase factor), their practical applicability is limited due to the dimension of the SDP that grows quadratically with the problem dimension.
@cite_28 @cite_8
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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 is best aligned with a given anchor vector. We characterize geometric conditions that certify success of the proposed estimator. Furthermore, using classic results in statistical learning theory, we show that for random measurements the geometric certificates hold with high probability at an optimal sample complexity. Phase transition of our estimator is evaluated through simulations. Our numerical experiments also suggest that the proposed method can solve phase retrieval problems with coded diffraction measurements as well. We introduce a method for proving lower bounds on the efficacy of semidefinite programming (SDP) relaxations for combinatorial problems. In particular, we show that the cut, TSP, and stable set polytopes on n-vertex graphs are not the linear image of the feasible region of any SDP (i.e., any spectrahedron) of dimension less than 2nδ, for some constant δ > 0. This result yields the first super-polynomial lower bounds on the semidefinite extension complexity of any explicit family of polytopes. Our results follow from a general technique for proving lower bounds on the positive semidefinite rank of a matrix. To this end, we establish a close connection between arbitrary SDPs and those arising from the sum-of-squares SDP hierarchy. For approximating maximum constraint satisfaction problems, we prove that SDPs of polynomial-size are equivalent in power to those arising from degree-O(1) sum-of-squares relaxations. This result implies, for instance, that no family of polynomial-size SDP relaxations can achieve better than a 7 8-approximation for max-sat. We consider the problem of estimating the discrete clustering structures under Sub-Gaussian Mixture Models. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while the optimal solutions to the SDP are not integer-valued in general, their estimation errors can be upper bounded in terms of the error of an idealized integer program. The error of the integer program, and hence that of the SDP, are further shown to decay exponentially in the signal-to-noise ratio. To the best of our knowledge, this is the first exponentially decaying error bound for convex relaxations of mixture models, and our results reveal the "global-to-local" mechanism that drives the performance of the SDP relaxation. A corollary of our results shows that in certain regimes the SDP solutions are in fact integral and exact, improving on existing exact recovery results for convex relaxations. More generally, our results establish sufficient conditions for the SDP to correctly recover the cluster memberships of @math fraction of the points for any @math . As a special case, we show that under the @math -dimensional Stochastic Ball Model, SDP achieves non-trivial (sometimes exact) recovery when the center separation is as small as @math , which complements previous exact recovery results that require constant separation. Resolving a conjecture of Abbe, Bandeira, and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community structure under the binary stochastic block model (SBM) of two equal-sized clusters. The same was shown for the case of a single cluster and outliers. Extending the proof techniques, in this paper, it is shown that SDP relaxations also achieve the sharp recovery threshold in the following cases: 1) binary SBM with two clusters of sizes proportional to network size but not necessarily equal; 2) SBM with a fixed number of equal-sized clusters; and 3) binary censored block model with the background graph being Erdős–Renyi. Furthermore, a sufficient condition is given for an SDP procedure to achieve exact recovery for the general case of a fixed number of clusters plus outliers. These results demonstrate the versatility of SDP relaxation as a simple, general purpose, computationally feasible methodology for community detection.