We analyze approximate message passing (AMP) with an independent Gaussian initialization for noiseless phase retrieval in the proportional asymptotic regime. A random initialization has overlap of order d^{-1/2} with the signal, and AMP requires a growing number of iterations to attain non-vanishing overlap. Thus, its precise behavior cannot be characterized by classical fixed-time state evolution. We prove a Gaussian decomposition of the AMP trajectory and control its error over the horizons required for recovery. The resulting analysis shows that random initialization attains the weak-recovery threshold δ_{\rm weak}=1/2. For δ\in(δ_{\rm weak},δ_{\rm str}), where δ_{\rm str}\approx1.13, the signal strength follows state evolution and approaches its stable finite fixed point uniformly for n^{1/3}/\operatorname{polylog}(n) iterations. For δ>δ_{\rm str}, AMP reaches any prescribed fixed recovery accuracy within O_{δ,\varepsilon}(\log n) iterations. The majority of our analysis applies more generally to generalized AMP for single-index models.
Approximate Message Passing with Random Initialization for Phase Retrieval
We analyze approximate message passing (AMP) with an independent Gaussian initialization for noiseless phase retrieval in the proportional asymptotic regime. A random initialization has overlap of order $d^{-1/2}$ with the signal, and AMP requires a growing number of iterations…
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