Many problems in statistics and machine learning require the reconstruction of a rank-one signal matrix from noisy data. Enforcing additional prior information on the rank-one component is often key to guaranteeing good recovery performance. One such prior on the low-rank component is sparsity, giving rise to the sparse principal component analysis problem. Unfortunately, there is strong evidence that this problem suffers from a computational-to-statistical gap, which may be fundamental. In this work, we study an alternative prior where the low-rank component is in the range of a trained generative network. We provide a non-asymptotic analysis with optimal sample complexity, up to logarithmic factors, for rank-one matrix recovery under an expansive-Gaussian network prior. Specifically, we establish a favorable global optimization landscape for a nonlinear least squares objective, provided the number of samples is on the order of the dimensionality of the input to the generative model. This result suggests that generative priors have no computational-to-statistical gap for structured rank-one matrix recovery in the finite data, nonasymptotic regime. We present this analysis in the case of both the Wishart and Wigner spiked matrix models.

We examine the theoretical properties of enforcing priors provided by generative deep neural networks via empirical risk minimization. In particular we consider two models, one in which the task is to invert a generative neural network given access to its last layer and another in which the task is to invert a generative neural network given only compressive linear observations of its last layer. We establish that in both cases, in suitable regimes of network layer sizes and a randomness assumption on the network weights, that the non-convex objective function given by empirical risk minimization does not have any spurious stationary points. That is, we establish that with high probability, at any point away from small neighborhoods around two scalar multiples of the desired solution, there is a descent direction. Hence, there are no local minima, saddle points, or other stationary points outside these neighborhoods. These results constitute the first theoretical guarantees which establish the favorable global geometry of these non-convex optimization problems, and they bridge the gap between the empirical success of enforcing deep generative priors and a rigorous understanding of non-linear inverse problems.

We examine the theoretical properties of enforcing priors provided by generative deep neural networks via empirical risk minimization. In particular we consider two models, one in which the task is to invert a generative neural network given access to its last layer and another in which the task is to invert a generative neural network given only compressive linear observations of its last layer. We establish that in both cases, in suitable regimes of network layer sizes and a randomness assumption on the network weights, that the non-convex objective function given by empirical risk minimization does not have any spurious stationary points. That is, we establish that with high probability, at any point away from small neighborhoods around two scalar multiples of the desired solution, there is a descent direction. Hence, there are no local minima, saddle points, or other stationary points outside these neighborhoods. These results constitute the first theoretical guarantees which establish the favorable global geometry of these non-convex optimization problems, and they bridge the gap between the empirical success of enforcing deep generative priors and a rigorous understanding of non-linear inverse problems.

We introduce a novel deep-learning inspired formulation of the \textit{phase retrieval problem}, which asks to recover a signal $y_0 \in \R^n$ from $m$ quadratic observations, under structural assumptions on the underlying signal. As is common in many imaging problems, previous methodologies have considered natural signals as being sparse with respect to a known basis, resulting in the decision to enforce a generic sparsity prior. However, these methods for phase retrieval have encountered possibly fundamental limitations, as no computationally efficient algorithm for sparse phase retrieval has been proven to succeed with fewer than $O(k^2\log n)$ generic measurements, which is larger than the theoretical optimum of $O(k \log n)$. In this paper, we sidestep this issue by considering a prior that a natural signal is in the range of a generative neural network $G : \R^k \rightarrow \R^n$. We introduce an empirical risk formulation that has favorable global geometry for gradient methods, as soon as $m = O(k)$, under the model of a multilayer fully-connected neural network with random weights. Specifically, we show that there exists a descent direction outside of a small neighborhood around the true $k$-dimensional latent code and a negative multiple thereof. This formulation for structured phase retrieval thus benefits from two effects: generative priors can more tightly represent natural signals than sparsity priors, and this empirical risk formulation can exploit those generative priors at an information theoretically optimal sample complexity, unlike for a sparsity prior. We corroborate these results with experiments showing that exploiting generative models in phase retrieval tasks outperforms both sparse and general phase retrieval methods.

To address difficult optimization problems, convex relaxations based on semidefinite programming are now common place in many fields. Although solvable in polynomial time, large semidefinite programs tend to be computationally challenging. Over a decade ago, exploiting the fact that in many applications of interest the desired solutions are low rank, Burer and Monteiro proposed a heuristic to solve such semidefinite programs by restricting the search space to low-rank matrices. The accompanying theory does not explain the extent of the empirical success. We focus on Synchronization and Community Detection problems and provide theoretical guarantees shedding light on the remarkable efficiency of this heuristic.

Semidefinite programs (SDP's) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDP's with few equality constraints via rank-restricted, non-convex surrogates. Remarkably, for some applications, local optimization methods seem to converge to global optima of these non-convex surrogates reliably. Although some theory supports this empirical success, a complete explanation of it remains an open question. In this paper, we consider a class of SDP's which includes applications such as max-cut, community detection in the stochastic block model, robust PCA, phase retrieval and synchronization of rotations. We show that the low-rank Burer-Monteiro formulation of SDP's in that class almost never has any spurious local optima.

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging, and many other applications. Our approach, called PhaseLift, combines multiple structured illuminations together with ideas from convex programming to recover the phase from intensity measurements, typically from the modulus of the diffracted wave. We demonstrate empirically that a complex-valued object can be recovered from the knowledge of the magnitude of just a few diffracted patterns by solving a simple convex optimization problem inspired by the recent literature on matrix completion. More importantly, we also demonstrate that our noise-aware algorithms are stable in the sense that the reconstruction degrades gracefully as the signal-to-noise ratio decreases. Finally, we introduce some theory showing that one can design very simple structured illumination patterns such that three diffracted figures uniquely determine the phase of the object we wish to recover.