低通测量非凸尖峰反卷积的局部几何

Maxime Ferreira Da Costa;Yuejie Chi
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引用次数: 0

摘要

尖峰反卷积是用已知的点扩散函数从卷积中恢复点源的问题,在许多传感和成像应用中起着基础作用。在本文中,我们通过最小化测量观测残差的自然非凸最小二乘损失函数来研究恢复点源参数(包括振幅和位置)的局部几何。我们提出了梯度下降(GD)的预条件变体,其中搜索方向通过一些精心设计的预条件矩阵缩放。我们从一个简单的固定预调节器设计开始,它在不同的尺度上调整位置的学习率,并表明当初始化接近基本事实时,只要真实峰值之间的间隔足够大,它就可以实现线性收敛率(就入口误差而言)。但是,当源幅值的动态范围较大时,收敛速度明显减慢。为了解决这个问题,我们引入了一种自适应预调节器设计,它基于当前估计以迭代变化的方式补偿不同源的学习率。证明了自适应设计导致了与动态范围无关的加速收敛速率,突出了自适应预处理在非凸尖峰反卷积中的好处。数值实验验证了理论结果。
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Local Geometry of Nonconvex Spike Deconvolution From Low-Pass Measurements
Spike deconvolution is the problem of recovering the point sources from their convolution with a known point spread function, which plays a fundamental role in many sensing and imaging applications. In this paper, we investigate the local geometry of recovering the parameters of point sources—including both amplitudes and locations—by minimizing a natural nonconvex least-squares loss function measuring the observation residuals. We propose preconditioned variants of gradient descent (GD), where the search direction is scaled via some carefully designed preconditioning matrices. We begin with a simple fixed preconditioner design, which adjusts the learning rates of the locations at a different scale from those of the amplitudes, and show it achieves a linear rate of convergence—in terms of entrywise errors—when initialized close to the ground truth, as long as the separation between the true spikes is sufficiently large. However, the convergence rate slows down significantly when the dynamic range of the source amplitudes is large. To bridge this issue, we introduce an adaptive preconditioner design, which compensates for the learning rates of different sources in an iteration-varying manner based on the current estimate. The adaptive design provably leads to an accelerated convergence rate that is independent of the dynamic range, highlighting the benefit of adaptive preconditioning in nonconvex spike deconvolution. Numerical experiments are provided to corroborate the theoretical findings.
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