论文标题

Oracle梯度正规化牛顿方法用于二次测量回归

An Oracle Gradient Regularized Newton Method for Quadratic Measurements Regression

论文作者

Fan, Jun, Sun, Jie, Yan, Ailing, Zhou, Shenglong

论文摘要

从二次测量中恢复未知信号,由于其广泛的应用范围,包括相位检索,融合框架相检索和正算子值衡量标准。在本文中,我们采用了最小二乘方法来重建信号并建立其非反应性统计特性。我们的分析表明,估计器在无噪声的情况下完美地恢复了真实信号,而估计器和真实信号之间的误差则由$ o(\ sqrt {p \ log(1+2n)/n})$限制,其中$ n $是$ n $的尺寸,$ n是测量值,$ p $是信号的减小。然后,我们开发一种两相算法,即梯度正规化牛顿方法(GRNM),以解决最小二乘问题。事实证明,第一阶段在有限的许多步骤中终止,第二阶段在第二阶段中产生的序列在某些轻度条件下以超线速率收敛到独特的局部最小值。除了这些确定性结果之外,GRNM还能够在无噪音的情况下精确地重建真实信号,并在嘈杂的情况下达到规定的错误率,并具有很高的概率。数值实验表明,GRNM具有很高的恢复能力和准确性以及快速的计算速度。

Recovering an unknown signal from quadratic measurements has gained popularity due to its wide range of applications, including phase retrieval, fusion frame phase retrieval, and positive operator-valued measures. In this paper, we employ a least squares approach to reconstruct the signal and establish its non-asymptotic statistical properties. Our analysis shows that the estimator perfectly recovers the true signal in the noiseless case, while the error between the estimator and the true signal is bounded by $O(\sqrt{p\log(1+2n)/n})$ in the noisy case, where $n$ is the number of measurements and $p$ is the dimension of the signal. We then develop a two-phase algorithm, gradient regularized Newton method (GRNM), to solve the least squares problem. It is proven that the first phase terminates within finitely many steps, and the sequence generated in the second phase converges to a unique local minimum at a superlinear rate under certain mild conditions. Beyond these deterministic results, GRNM is capable of exactly reconstructing the true signal in the noiseless case and achieving the stated error rate with a high probability in the noisy case. Numerical experiments demonstrate that GRNM offers a high level of recovery capability and accuracy as well as fast computational speed.

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