We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix constructed by vectorizing and stacking each image. These solutions model this matrix to be low-rank and leverage the low-rank property to decrease the sample complexity required for accurate recovery. However, when the number of available measurements is more limited, these low-rank matrix models can often fail. We propose an algorithm called Tucker-Structured Phase Retrieval (TSPR) that models the sequence of images as a tensor rather than a matrix that we factorize using the Tucker decomposition. This factorization reduces the number of parameters that need to be estimated, allowing for a more accurate reconstruction. We demonstrate the effectiveness of our approach on real video datasets under several different measurement models.
more »
« less
Linear Spectral Estimators and an Application to Phase Retrieval
Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide accurate initialization vectors. We propose a novel class of estimators suitable for general nonlinear measurement systems, called linear spectral estimators (LSPEs), which can be used to compute accurate initialization vectors for phase retrieval problems. The proposed LSPEs not only provide accurate initialization vectors for noisy phase retrieval systems with structured or random measurement matrices, but also enable the derivation of sharp and nonasymptotic mean-squared error bounds. We demonstrate the efficacy of LSPEs on synthetic and real-world phase retrieval problems, and we show that our estimators significantly outperform existing methods for structured measurement systems that arise in practice.
more »
« less
- Award ID(s):
- 1652065
- PAR ID:
- 10082582
- Date Published:
- Journal Name:
- Proceedings of the 35th International Conference on Machine Learning
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Phase retrieval deals with the recovery of complex-or real-valued signals from magnitude measurements. As shown recently, the method PhaseMax enables phase retrieval via convex optimization and without lifting the problem to a higher dimension. To succeed, PhaseMax requires an initial guess of the solution, which can be calculated via spectral initializers. In this paper, we show that with the availability of an initial guess, phase retrieval can be carried out with an ever simpler, linear procedure. Our algorithm, called PhaseLin, is the linear estimator that minimizes the mean squared error (MSE) when applied to the magnitude measurements. The linear nature of PhaseLin enables an exact and nonasymptotic MSE analysis for arbitrary measurement matrices. We furthermore demonstrate that by iteratively using PhaseLin, one arrives at an efficient phase retrieval algorithm that performs on par with existing convex and nonconvex methods on synthetic and real-world data.more » « less
-
Semidefinite relaxation methods transform a variety of non-convex optimization problems into convex problems, but square the number of variables. We study a new type of convex relaxation for phase retrieval problems, called PhaseMax, that convexifies the underlying problem without lifting. The resulting problem formulation can be solved using standard convex optimization routines, while still working in the original, low-dimensional variable space. We prove, using a random spherical distribution measurement model, that PhaseMax succeeds with high probability for a sufficiently large number of measurements. We compare our approach to other phase retrieval methods and demonstrate that our theory accurately predicts the success of PhaseMax.more » « less
-
Abstract We study a spectral initialization method that serves a key role in recent work on estimating signals in non-convex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In this paper, we consider arbitrary generalized linear sensing models and present a precise asymptotic characterization of the performance of the method in the high-dimensional limit. Our analysis also reveals a phase transition phenomenon that depends on the ratio between the number of samples and the signal dimension. When the ratio is below a minimum threshold, the estimates given by the spectral method are no better than random guesses drawn from a uniform distribution on the hypersphere, thus carrying no information; above a maximum threshold, the estimates become increasingly aligned with the target signal. The computational complexity of the method, as measured by the spectral gap, is also markedly different in the two phases. Worked examples and numerical results are provided to illustrate and verify the analytical predictions. In particular, simulations show that our asymptotic formulas provide accurate predictions for the actual performance of the spectral method even at moderate signal dimensions.more » « less
-
Abstract Far-infrared Outgoing Radiation Understanding and Monitoring (FORUM) was selected in 2019 as the ninth Earth Explorer mission by the European Space Agency. Its primary objective is to collect interferometric measurements in the far-infrared (FIR) spectral range, which accounts for 50% of Earth’s outgoing longwave radiation emitted into space, and will be observed from space for the first time. Accurate measurements of the FIR at the top of the atmosphere are crucial for improving climate models. Current instruments are insufficient, necessitating the development of advanced computational techniques. FORUM will provide unprecedented insights into key atmospheric parameters, such as surface emissivity, water vapor, and ice cloud properties, through the use of a Fourier transform spectrometer. To ensure the quality of the mission’s data, an end-to-end simulator was developed to simulate the measurement process and evaluate the effects of instrument characteristics and environmental factors. The core challenge of the mission is solving the retrieval problem, which involves estimating atmospheric properties from the radiance spectra observed by the satellite. This problem is ill-posed and regularization techniques are necessary to stabilize the solution. In this work, we present a data-driven approach to approximate the inverse mapping in the retrieval problem, aiming to achieve a solution that is both computationally efficient and accurate. In the first phase, we generate an initial approximation of the inverse mapping using only simulated FORUM data. In the second phase, we improve this approximation by introducing climatological data asa prioriinformation and using a neural network to estimate the optimal regularization parameters during the retrieval process. While our approach does not match the precision of full-physics retrieval methods, its key advantage is the ability to deliver results almost instantaneously, making it highly suitable for real-time applications. Furthermore, the proposed method can provide more accuratea prioriestimates for full-physics methods, thereby improving the overall accuracy of the retrieved atmospheric profiles.more » « less
An official website of the United States government

