Online Stochastic Gradient Descent with Arbitrary Initialization Solves Non-smooth, Non-convex Phase Retrieval

Tan Yan, Roman Vershynin

Type: Preprint

Publication Date: 2019-01-01

Citations: 6

DOI: https://doi.org/10.48550/arxiv.1910.12837

View Publication

Locations

eScholarship (California Digital Library) - View - PDF
arXiv (Cornell University) - View
DataCite API - View

Similar Works

Action	Title	Year	Authors
+	Stochastic algorithms with geometric step decay converge linearly on sharp functions	2019	Damek Davis Dmitriy Drusvyatskiy Vasileios Charisopoulos
+ PDF Chat	Nearly minimax-optimal rates for noisy sparse phase retrieval via early-stopped mirror descent	2022	Fan Wu Patrick Rebeschini
+	Nearly Minimax-Optimal Rates for Noisy Sparse Phase Retrieval via Early-Stopped Mirror Descent	2021	Fan Wu Patrick Rebeschini
+	Misspecified Nonconvex Statistical Optimization for Phase Retrieval	2017	Zhuoran Yang Lin F. Yang Ethan X. Fang Tuo Zhao Zhaoran Wang Matey Neykov
+	Sharp global convergence guarantees for iterative nonconvex optimization: A Gaussian process perspective	2021	Kabir Aladin Chandrasekher Ashwin Pananjady Christos Thrampoulidis
+	Solving phase retrieval with random initial guess is nearly as good as by spectral initialization	2021	Jianfeng Cai Meng Huang Dong Li Yang Wang
+	Stochastic Methods for Composite and Weakly Convex Optimization Problems	2017	John C. Duchi Feng Ruan
+	Sharp global convergence guarantees for iterative nonconvex optimization with random data	2023	Kabir Aladin Chandrasekher Ashwin Pananjady Christos Thrampoulidis
+	A Continuous-Time Mirror Descent Approach to Sparse Phase Retrieval	2020	Fan Wu Patrick Rebeschini
+	A Continuous-Time Mirror Descent Approach to Sparse Phase Retrieval	2020	Fan Wu Patrick Rebeschini
+	Sharp global convergence guarantees for iterative nonconvex optimization: A Gaussian process perspective	2021	Kabir Aladin Chandrasekher Ashwin Pananjady Christos Thrampoulidis
+	Stochastic Methods for Composite Optimization Problems	2017	John C. Duchi Feng Ruan
+ PDF Chat	Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution	2019	Cong Ma Kaizheng Wang Yuejie Chi Yuxin Chen
+	Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval	2019	Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma
+	Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval and Matrix Completion	2018	Cong Ma Kaizheng Wang Yuejie Chi Yuxin Chen
+	Optimal Rates of Convergence for Noisy Sparse Phase Retrieval via Thresholded Wirtinger Flow	2015	Tommaso Cai Xiaodong Li Zongming Ma
+ PDF Chat	Stochastic Methods for Composite and Weakly Convex Optimization Problems	2018	John C. Duchi Feng Ruan
+	Max-Affine Regression: Provable, Tractable, and Near-Optimal Statistical Estimation	2019	Avishek Ghosh Ashwin Pananjady Adityanand Guntuboyina Kannan Ramchandran
+ PDF Chat	Robust Gradient Descent for Phase Retrieval	2024	Alex Buna Patrick Rebeschini
+	The global landscape of phase retrieval I: perturbed amplitude models	2021	Jian‐Feng Cai Meng Huang Dong Li Yang Wang

Works That Cite This (5)

Action	Title	Year	Authors
+	Stochasticity helps to navigate rough landscapes: comparing gradient-descent-based algorithms in the phase retrieval problem	2021	Francesca Mignacco Pierfrancesco Urbani Lenka Zdeborová
+	Hitting the High-dimensional notes: an ODE for SGD learning dynamics on GLMs and multi-index models	2024	Elizabeth Collins–Woodfin Courtney Paquette Elliot Paquette Inbar Seroussi
+ PDF Chat	Nonmonotone conjugate gradient algorithm without gradient Lipschitz continuity for nonconvex minimizations	2023	Yan Qin Ruping Huang Kejun Liu Gonglin Yuan
+ PDF Chat	Phase retrieval of complex-valued objects via a randomized Kaczmarz method	2021	Teng Zhang Feng Yu
+ PDF Chat	Sample-Efficient Sparse Phase Retrieval via Stochastic Alternating Minimization	2022	Jian‐Feng Cai Yuling Jiao Xiliang Lu Juntao You

Works Cited by This (0)

Action	Title	Year	Authors