Statistical Learning
Solving Most Systems of Random Quadratic Equations
Gang Wang, Georgios Giannakis, Yousef Saad, Jie Chen
We put forth a novel procedure, that starts with a weighted maximal correlation initialization obtainable with a few power iterations, followed by successive refinements based on iteratively reweighted gradient-type iterations . The novel techniques distinguish themselves from prior works by the inclusion of a fresh (re)weighting regularization.