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Global convergence of gradient descent for phase retrieval

Théodore Fougereux, Cédric Josz, Xiaopeng Li

TL;DR

A tensor-based criterion for benign landscape in phase retrieval and boundedness of gradient trajectories implies that gradient descent will converge to a global minimum for almost every initial point.

Abstract

We propose a tensor-based criterion for benign landscape in phase retrieval and establish boundedness of gradient trajectories. This implies that gradient descent will converge to a global minimum for almost every initial point.

Global convergence of gradient descent for phase retrieval

TL;DR

A tensor-based criterion for benign landscape in phase retrieval and boundedness of gradient trajectories implies that gradient descent will converge to a global minimum for almost every initial point.

Abstract

We propose a tensor-based criterion for benign landscape in phase retrieval and establish boundedness of gradient trajectories. This implies that gradient descent will converge to a global minimum for almost every initial point.

Paper Structure

This paper contains 23 sections, 11 theorems, 60 equations, 3 figures, 2 tables.

Key Result

Theorem 3.1

Assume $\|{\bm{\mathsfit{T}}}-{\bm{\mathsfit{S}}}\|_{\rm{op}}\le \delta_0$ for some constant $\delta_0>0$ small enough. The only local minima of $f$ defined in eq:realPR are global minima ${\bm{x}}^{\natural}e^{i\theta}$ and all saddle points of $f$ are strictA strict saddle point is a critical poin

Figures (3)

  • Figure 1: Overview of the regions considered in the proof
  • Figure 2: Values of $\|{\bm{\mathsfit{T}}}-{\bm{\mathsfit{S}}}\|_{\rm{op}}$ for different values of $m$ and $n$
  • Figure 3: Loss of $20$ trajectories for $n=4$ and $m\in [10,20,30,40]$

Theorems & Definitions (20)

  • Theorem 3.1
  • Theorem 3.2
  • Proposition 3.3
  • Proposition 3.4
  • Proposition 3.5
  • Proposition 3.6
  • Proposition 3.7
  • Proposition 3.8
  • Proposition 3.9
  • Proposition 3.10
  • ...and 10 more