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Exact asymptotics for phase retrieval and compressed sensing with random generative priors

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 Added by Benjamin Aubin
 Publication date 2019
  fields Physics
and research's language is English




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We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm for an ensemble of generative priors consisting of fully connected deep neural networks with random weight matrices and arbitrary activations. We compare the performance to sparse separable priors and conclude that generative priors might be advantageous in terms of algorithmic performance. In particular, while sparsity does not allow to perform compressive phase retrieval efficiently close to its information-theoretic limit, it is found that under the random generative prior compressed phase retrieval becomes tractable.



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Generative neural networks have been empirically found very promising in providing effective structural priors for compressed sensing, since they can be trained to span low-dimensional data manifolds in high-dimensional signal spaces. Despite the non-convexity of the resulting optimization problem, it has also been shown theoretically that, for neural networks with random Gaussian weights, a signal in the range of the network can be efficiently, approximately recovered from a few noisy measurements. However, a major bottleneck of these theoretical guarantees is a network expansivity condition: that each layer of the neural network must be larger than the previous by a logarithmic factor. Our main contribution is to break this strong expansivity assumption, showing that constant expansivity suffices to get efficient recovery algorithms, besides it also being information-theoretically necessary. To overcome the theoretical bottleneck in existing approaches we prove a novel uniform concentration theorem for random functions that might not be Lipschitz but satisfy a relaxed notion which we call pseudo-Lipschitzness. Using this theorem we can show that a matrix concentration inequality known as the Weight Distribution Condition (WDC), which was previously only known to hold for Gaussian matrices with logarithmic aspect ratio, in fact holds for constant aspect ratios too. Since the WDC is a fundamental matrix concentration inequality in the heart of all existing theoretical guarantees on this problem, our tighter bound immediately yields improvements in all known results in the literature on compressed sensing with deep generative priors, including one-bit recovery, phase retrieval, low-rank matrix recovery, and more.
The CSGM framework (Bora-Jalal-Price-Dimakis17) has shown that deep generative priors can be powerful tools for solving inverse problems. However, to date this framework has been empirically successful only on certain datasets (for example, human faces and MNIST digits), and it is known to perform poorly on out-of-distribution samples. In this paper, we present the first successful application of the CSGM framework on clinical MRI data. We train a generative prior on brain scans from the fastMRI dataset, and show that posterior sampling via Langevin dynamics achieves high quality reconstructions. Furthermore, our experiments and theory show that posterior sampling is robust to changes in the ground-truth distribution and measurement process. Our code and models are available at: url{https://github.com/utcsilab/csgm-mri-langevin}.
Deep generative models have emerged as a powerful class of priors for signals in various inverse problems such as compressed sensing, phase retrieval and super-resolution. Here, we assume an unknown signal to lie in the range of some pre-trained generative model. A popular approach for signal recovery is via gradient descent in the low-dimensional latent space. While gradient descent has achieved good empirical performance, its theoretical behavior is not well understood. In this paper, we introduce the use of stochastic gradient Langevin dynamics (SGLD) for compressed sensing with a generative prior. Under mild assumptions on the generative model, we prove the convergence of SGLD to the true signal. We also demonstrate competitive empirical performance to standard gradient descent.
We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $mathbf{X}^{star}$ from $m$ (possibly noisy) observations $Y_mu = | sum_{i=1}^n Phi_{mu i} X^{star}_i/sqrt{n}|$, for a large class of correlated real and complex random sensing matrices $mathbf{Phi}$, in a high-dimensional setting where $m,ntoinfty$ while $alpha = m/n=Theta(1)$. First, we derive sharp asymptotics for the lowest possible estimation error achievable statistically and we unveil the existence of sharp phase transitions for the weak- and full-recovery thresholds as a function of the singular values of the matrix $mathbf{Phi}$. This is achieved by providing a rigorous proof of a result first obtained by the replica method from statistical mechanics. In particular, the information-theoretic transition to perfect recovery for full-rank matrices appears at $alpha=1$ (real case) and $alpha=2$ (complex case). Secondly, we analyze the performance of the best-known polynomial time algorithm for this problem -- approximate message-passing -- establishing the existence of a statistical-to-algorithmic gap depending, again, on the spectral properties of $mathbf{Phi}$. Our work provides an extensive classification of the statistical and algorithmic thresholds in high-dimensional phase retrieval for a broad class of random matrices.
The classical problem of phase retrieval arises in various signal acquisition systems. Due to the ill-posed nature of the problem, the solution requires assumptions on the structure of the signal. In the last several years, sparsity and support-based priors have been leveraged successfully to solve this problem. In this work, we propose replacing the sparsity/support priors with generative priors and propose two algorithms to solve the phase retrieval problem. Our proposed algorithms combine the ideas from AltMin approach for non-convex sparse phase retrieval and projected gradient descent approach for solving linear inverse problems using generative priors. We empirically show that the performance of our method with projected gradient descent is superior to the existing approach for solving phase retrieval under generative priors. We support our method with an analysis of sample complexity with Gaussian measurements.

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