We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization problem. We consider the asymptotic setting $m,n \rightarrow \infty$, $m/n \rightarrow \delta$ and obtain sharp performance bounds, where $m$ is the number of measurements and $n$ is the signal dimension. We show that for complex signals the algorithm can perform accurate recovery with only $m=\left ( \frac{64}{\pi^2}-4\right)n\approx 2.5n$ measurements. Also, we provide sharp analysis on the sensitivity of the algorithm to noise. We highlight the following facts about our message passing algorithm: (i) Adding $\ell_2$ regularization to the non-convex loss function can be beneficial even in the noiseless setting; (ii) spectral initialization has marginal impact on the performance of the algorithm.

The ADAM optimizer is exceedingly popular in the deep learning community. Often it works very well, sometimes it doesn’t. Why? We interpret ADAM as a combination of two aspects: for each weight, the update direction is determined by the sign of stochastic gradients, whereas the update magnitude is determined by an estimate of their relative variance. We disentangle these two aspects and analyze them in isolation, gaining insight into the mechanisms underlying ADAM. This analysis also extends recent results on adverse effects of ADAM on generalization, isolating the sign aspect as the problematic one. Transferring the variance adaptation to SGD gives rise to a novel method, completing the practitioner’s toolbox for problems where ADAM fails.

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and through scattering media, respectively. Unfortunately, traditional phase retrieval algorithms struggle in the presence of noise. Progress has been made recently on more robust algorithms using signal priors, but at the expense of limiting the range of supported measurement models (e.g., to Gaussian or coded diffraction patterns). In this work we leverage the regularization-by-denoising framework and a convolutional neural network denoiser to create {\em prDeep}, a new phase retrieval algorithm that is both robust and broadly applicable. We test and validate prDeep in simulation to demonstrate that it is robust to noise and can handle a variety of system models.

An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with small but finite step sizes. In this paper, we study invariance properties from a combined perspective of Riemannian geometry and numerical differential equation solving. We define the order of invariance of a numerical method to be its convergence order to an invariant solution. We propose to use higher-order integrators and geodesic corrections to obtain more invariant optimization trajectories. We prove the numerical convergence properties of geodesic corrected updates and show that they can be as computational efficient as plain natural gradient. Experimentally, we demonstrate that invariance leads to faster optimization and our techniques improve on traditional natural gradient in deep neural network training and natural policy gradient for reinforcement learning.