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A Continuous-Time Mirror Descent Approach to Sparse Phase Retrieval

NeurIPS 2020 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use continuous-time mirror descent with the hypentropy mirror map on the unregularized square-loss riskSparse phase retrieval · Sparse phase retrieval, Gaussian measurementssample complexity: \widetilde{\mathcal{O}}(k^2)Helped
Decrease the hypentropy parameter β from 10^{-6} to 10^{-14} (ablation)Hadamard Wirtinger flow · 10-sparse signal in R^{50000}, 1000 Gaussian measurementsprecision reached during linear convergenceHelped
Decrease the hypentropy parameter β (ablation)Hadamard Wirtinger flow · 10-sparse signal in R^{50000}, 1000 Gaussian measurementswarm-up duration: 10^{-6} to 10^{-14}Hurt

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