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Main Author: Stojnic, Mihailo
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2506.18282
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author Stojnic, Mihailo
author_facet Stojnic, Mihailo
contents Companion paper [118] developed a powerful \emph{Random duality theory} (RDT) based analytical program to statistically characterize performance of \emph{descending} phase retrieval algorithms (dPR) (these include all variants of gradient descents and among them widely popular Wirtinger flows). We here generalize the program and show how it can be utilized to handle rank $d$ positive definite phase retrieval (PR) measurements (with special cases $d=1$ and $d=2$ serving as emulations of the real and complex phase retrievals, respectively). In particular, we observe that the minimal sample complexity ratio (number of measurements scaled by the dimension of the unknown signal) which ensures dPR's success exhibits a phase transition (PT) phenomenon. For both plain and lifted RDT we determine phase transitions locations. To complement theoretical results we implement a log barrier gradient descent variant and observe that, even in small dimensional scenarios (with problem sizes on the order of 100), the simulated phase transitions are in an excellent agreement with the theoretical predictions.
format Preprint
id arxiv_https___arxiv_org_abs_2506_18282
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Phase retrieval with rank $d$ measurements -- \emph{descending} algorithms phase transitions
Stojnic, Mihailo
Machine Learning
Information Theory
Companion paper [118] developed a powerful \emph{Random duality theory} (RDT) based analytical program to statistically characterize performance of \emph{descending} phase retrieval algorithms (dPR) (these include all variants of gradient descents and among them widely popular Wirtinger flows). We here generalize the program and show how it can be utilized to handle rank $d$ positive definite phase retrieval (PR) measurements (with special cases $d=1$ and $d=2$ serving as emulations of the real and complex phase retrievals, respectively). In particular, we observe that the minimal sample complexity ratio (number of measurements scaled by the dimension of the unknown signal) which ensures dPR's success exhibits a phase transition (PT) phenomenon. For both plain and lifted RDT we determine phase transitions locations. To complement theoretical results we implement a log barrier gradient descent variant and observe that, even in small dimensional scenarios (with problem sizes on the order of 100), the simulated phase transitions are in an excellent agreement with the theoretical predictions.
title Phase retrieval with rank $d$ measurements -- \emph{descending} algorithms phase transitions
topic Machine Learning
Information Theory
url https://arxiv.org/abs/2506.18282