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  4. Construction of optimal spectral methods in phase retrieval
 
conference paper

Construction of optimal spectral methods in phase retrieval

Maillard, Antoine
•
Krzakala, Florent  
•
Yue, lu
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Bruna, Joan
•
Hesthaven, Jan S.  
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August 16, 2021
Proceedings of the 2nd Mathematical and Scientific Machine Learning Conference
2nd Conference on Mathematical and Scientific Machine Learning (MSML 2021)

We consider the phase retrieval problem, in which the observer wishes to recover a n-dimensional real or complex signal X⋆ from the (possibly noisy) observation of |ΦX⋆|, in which Φ is a matrix of size m×n. We consider a \emph{high-dimensional} setting where n,m→∞ with m/n=(1), and a large class of (possibly correlated) random matrices Φ and observation channels. Spectral methods are a powerful tool to obtain approximate observations of the signal X⋆ which can be then used as initialization for a subsequent algorithm, at a low computational cost. In this paper, we extend and unify previous results and approaches on spectral methods for the phase retrieval problem. More precisely, we combine the linearization of message-passing algorithms and the analysis of the \emph{Bethe Hessian}, a classical tool of statistical physics. Using this toolbox, we show how to derive optimal spectral methods for arbitrary channel noise and right-unitarily invariant matrix Φ, in an automated manner (i.e. with no optimization over any hyperparameter or preprocessing function).

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Type
conference paper
Author(s)
Maillard, Antoine
Krzakala, Florent  
Yue, lu
Zdeborová, Lenka  
Editors
Bruna, Joan
•
Hesthaven, Jan S.  
•
Zdeborová, Lenka  
Date Issued

2021-08-16

Published in
Proceedings of the 2nd Mathematical and Scientific Machine Learning Conference
Series title/Series vol.

Proceedings of Machine Learning Research; 145

Volume

145

Start page

693

End page

720

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
IDEPHICS1  
IDEPHICS2  
SPOC1  
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Event nameEvent placeEvent date
2nd Conference on Mathematical and Scientific Machine Learning (MSML 2021)

Lausanne, Suisse

August 16-19, 2021

Available on Infoscience
October 1, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/191129
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