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Robust gradient descent for phase retrieval

Abstract:
Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a nonconvex problem, requiring the recovery of a signal from only the magnitudes of its linear measurements, without phase (sign) information. While several non-convex methods, especially those involving the Wirtinger Flow algorithm, have been proposed for noiseless or mild noise settings, developing solutions for heavy-tailed noise and adversarial corruption remains an open challenge. In this paper, we investigate an approach that leverages robust gradient descent techniques to improve the Wirtinger Flow algorithm’s ability to simultaneously cope with fourth moment bounded noise and adversarial contamination in both the inputs (covariates) and outputs (responses). We address two scenarios: known zero-mean noise and completely unknown noise. For the latter, we propose a preprocessing step that alters the problem into a new format that does not fit traditional phase retrieval approaches but can still be resolved with a tailored version of the algorithm for the zero-mean noise context.
Publication status:
Published
Peer review status:
Peer reviewed

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Publication website:
https://proceedings.mlr.press/v258/buna25a.html

Authors

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author


Publisher:
PMLR
Host title:
Proceedings of the 28th International Conference on Artificial Intelligence and Statistics (AISTATS) 2025
Series:
Proceedings of Machine Learning Research
Publication date:
2025-05-22
Acceptance date:
2025-01-22
Event title:
28th International Conference on Artificial Intelligence and Statistics (AISTATS 2025)
Event location:
Mai Khao, Thailand
Event website:
https://aistats.org/aistats2025/
Event start date:
2025-05-03
Event end date:
2025-05-05
ISSN:
2640-3498


Language:
English
Pubs id:
2092210
Local pid:
pubs:2092210
Deposit date:
2025-02-26
ARK identifier:

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