1 Introduction
Compressed sensing is the study of recovering a highdimensional signal from as few measurements as possible, under some structural assumption about the signal that pins it into a lowdimensional subset of the signal space. The assumption that has driven the most research is sparsity; it is well known that a sparse signal from can be efficiently recovered from only linear measurements [4]. Numerous variants of this problem have been studied, e.g. tolerating measurement noise, recovering signals that are only approximately sparse, recovering signals from phaseless measurements or onebit measurements, to name just a few [1].
However, in many applications sparsity in some basis may not be the most natural structural assumption to make for the signal to be reconstructed. Given recent strides in performance of generative neural networks
[6, 5, 11, 3, 12], there is strong evidence that data from some domain , e.g. faces, can be used to identify a deep neural network , where , whose range over varying “latent codes” covers well the objects of . Thus, if we want to perform compressed sensing on signals from this domain, the machine learning paradigm suggests that a reasonable structural assumption to make is that the signal lies in the range of
, suggesting the following problem, first proposed in [2]:It has been shown empirically that this problem (and some variants of it) can be solved efficiently [2]. It has also been shown empirically that the quality of the reconstructed signals in the low number of measurements regime might greatly outperform those reconstructed using a sparsity assumption. It has even been shown that the network need not be trained on data from the domain of interest
but that a convolutional neural network
with random weights might suffice to regularize the reconstruction well [18, 19].Despite the nonconvexity of the optimization problem, some theoretical guarantees have also emerged [8, 10], when
is a fullyconnected ReLU neural network of the following form (where
is the depth):(1) 
where each is a matrix of dimension , such that and . These theoretical guarantees mirror wellknown results in sparsitybased compressed sensing, where efficient recovery is possible if the measurement matrix satisfies a certain deterministic condition, e.g. the Restricted Isometry Property. But for arbitrary , recovery is in general intractable [13], so some assumption about must also be made. Specifically, it has been shown in prior work that, if the measurement matrix satisfies a certain Range Restricted Isometry Condition (RRIC) with respect to , and each weight matrix satisfies a Weight Distribution Condition (WDC), then can be efficiently recovered up to error roughly from measurements [8, 10]. See Section 3 for a definition of the WDC, and Appendix 6 for a definition of the RRIC.
But it’s critical to understand when these conditions are satisfied (for example, in the sparsity setting, the Restricted Isometry Property is satisfied by i.i.d. Gaussian matrices when ). Similarly, the RRIC has been shown to hold when is i.i.d. Gaussian and , which is an essentially optimal measurement complexity if is constant. However, until this work, the WDC has seemed more onerous. Under the assumption that each has i.i.d. Gaussian entries, the WDC was previously only known to hold when : i.e. when every layer of the neural network is larger than the previous by a logarithmic factor. This expansivity condition is a major limitation of the prior theory, since in practice neural networks do not expand at every layer.
Our work alleviates this limitation, settling a problem left open in [8, 10] and recently also posed in survey [15]. We show that the WDC holds when . This proves the following result, where our contribution is to replace with .
Theorem 1.1.
Suppose that each weight matrix has expansion , and the number of measurements is . Suppose that has i.i.d. Gaussian entries and each has i.i.d. Gaussian entries . Then there is an efficient gradientdescent based algorithm which given , , and
, outputs, with probability at least
, an estimate
satisfying when is sufficiently small.We note that the dependence in of the expansivity, number of measurements, and error in our theorem is the same as in [10]. Moreover, the techniques developed in this paper yield several generalizations of the above theorem, stated informally below, and discussed further in Section D.
Theorem 1.2.
Suppose is a random neural network with constant expansion, and conditions analogous to those of Theorem 1.1 are satisfied. Then the following results also hold with high probability. The Gaussian noise setting admits an efficient algorithm with recovery error . Phase retrieval and onebit recovery with generative prior have no spurious local minima. And compressed sensing with a twolayer deconvolutional prior has no spurious local minima.
To see why expansivity plays a role in the first place, we provide some context:
Global landscape analysis.
The theoretical guarantees of [8, 10] fall under an emerging method for analyzing nonconvex optimization problems called global landscape analysis [17]. Given a nonconvex function , the basic goal is to show that does not have spurious local minima, implying that gradient descent will (eventually) converge to a global minimum. Stronger guarantees may provide bounds on the convergence rate. In less wellbehaved settings, the goal may be to prove guarantees in a restricted region, or show that the local minima inform the global minimum.
In stochastic optimization settings wherein is a random function, global landscape analysis typically consists of two steps: first, prove that is wellbehaved, and second, apply concentration results to prove that, with high probability, is sufficiently close to that no pathological behavior can arise. The analysis of compressed sensing with generative priors by [8] follows this twostep outline (see Section C for a sketch). The second step requires inducting on the layers of the network. For each layer, it’s necessary to prove uniform concentration of a function which takes a weight matrix as a parameter; this concentration is precisely the content of the WDC. As a general rule, tall random matrices concentrate more strongly, which is why proving the WDC for random matrices requires an expansivity condition (a lower bound on the aspect ratio of each weight matrix).
Concentration of random functions.
The uniform concentration required for the above analysis can be abstracted as follows. Given a family of functions on some metric space , and given a distribution on , we pick a random function . We seek to show that with high probability, is uniformly near . A generic approach to solve this problem is via Lipschitz bounds. If is sufficiently Lipschitz for all , and is near with high probability for any single , then by union bounding over an net, uniform concentration follows.
However, in the global landscape analysis conducted by [8], the functions have poor Lipschitz constants. Pushing through the net argument therefore requires very strong pointwise concentration, and hence the expansivity condition is necessitated.
1.1 Technical contributions
Concentration of Lipschitz random functions is a widelyused tool in probability theory, which has found many applications in global landscape analysis for the purposes of understanding nonconvex optimization, as outlined above. For the functions arising in our analysis, however, Lipschitzness is actually
too strong a property, and leads to suboptimal results. A main technical contribution of our paper is to define a relaxed notion of pseudoLipschitz functions and derive a concentration inequality for pseudoLipschitz random functions. This serves as a central tool in our analysis, and is a general tool that we envision will find other applications in probability and nonconvex optimization.Informally, a function family is pseudoLipschitz if for every there is a pseudoball such that has small deviations when its argument is varied by a vector within the pseudoball. If for every the pseudoball is simply a ball, then the function family is plain Lipschitz. But this definition is more flexible; the pseudoball can be any smalldiameter, convex body with nonnegligible volume and, importantly, every could have a different pseudoball of small deviations. We show that uniform concentration still holds; here is a simplified (and slightly specialized) statement of our result (presented in full detail in Section 4 along with a formal definition of pseudoLipschitzness):
Theorem 1.3 (InformalConcentration of pseudoLipschitz random functions).
Let
be a random variable taking values in
. Let be a function family, where is a subset of , the unitball in . Suppose that:
[label = (0)]

For any fixed , the random variable is wellconcentrated around its mean,

is pseudoLipschitz,

is Lipschitz in .
Then is wellconcentrated around its mean, uniformly in . Quantitatively, the strength of the concentration in (1) only needs to be proportional to the inverse volume of the pseudoballs of small deviation guaranteed by (2) raised to the power , i.e. the number of pseudoballs needed to cover .
This result achieves asymptotically stronger results than are possible through Lipschitz concentration. Where does the gain come from? For each parameter , consider the pseudoball of deviations of , as guaranteed by the pseudoLipschitzness. A standard net would be covering the metric space by balls (as exemplified in Figure 0(a)), each of which would have to lie in the intersection of the pseudoballs of all parameters . If for each parameter the pseudoball is “wide” in a different direction (see Figures 0(b) and 0(c) for a schematic), then the balls of the standard net may be very small compared to any pseudoball, and the size of the standard net could be very large compared to the size of the net obtained for any fixed using pseudoballs. Hence, the standard Lipschitzness argument may require much stronger concentration in (1) than our result does, in order to union bound over a potentially much larger net.
There is an obvious technical obstacle to our proof: the pseudoballs depend on the parameter , so an efficient covering of by pseudoballs will necessarily depend on . It’s then unclear how to union bound over the centers of the pseudoballs (as in the standard Lipschitz concentration argument). We resolve the issue with a decoupling argument. Thus, we ultimately show that under mild conditions, the pseudoLipschitz random function is asymptotically as wellconcentrated as a Lipschitz random function—even though its Lipschitz constant may be much worse.
Applications.
With our new technique, we are able to show that the WDC holds for Gaussian matrices whenever , for some absolute constant , where previously it was only known to hold if . As a consequence, we show Theorem 1.1: that compressed sensing with a random neural network prior does not require the logarithmic expansivity condition.
In addition, there has been followup research on variations of the CSDGP problem described above. The WDC is a critical assumption which enables efficient recovery in the setting of Gaussian noise [9], as well as global landscape analysis in the settings of phaseless measurements [7], onebit (sign) measurements [16], and twolayer convolutional neural networks [14]. Moreover, there are currently no known theoretical results in this area—compressed sensing with generative priors—that avoid the WDC: hence, until now, logarithmic expansion was necessary to achieve any provable guarantees. Our result extends the prior work on these problems, in a blackbox fashion, to random neural networks with constant expansion. We refer to Appendix D for details about these extensions.
Lower bound.
As a complementary contribution, we also provide a simple lower bound on the expansion required to recover the latent vector. This lower bound is strong in several senses: it applies to onelayer neural networks, even in the absence of compression and noise, and it is an information theoretic lower bound. Without compression and noise, the problem is simply inverting a neural network, and it has been shown [13] that inversion is computationally tractable if the network consists of Gaussian matrices with expansion . In this setting our lower bound is tight: we show that expansion by a factor of is in fact necessary for exact recovery. Details are deferred to Appendix A.
1.2 Roadmap
In Section 2, we introduce basic notation. In Section 3 we formally introduce the Weight Distribution Condition, and present our main theorem about the Weight Distribution Condition for random matrices. In Section 4 we define pseudoLipschitz function families, allowing us to formalize and prove Theorem 1.3. In Section 5, we show how uniform concentration of pseudoLipschitz random functions implies that Gaussian random matrices with constant expansion satisfy the WDC. Finally, in Section 6 we prove Theorem 1.1.
2 Preliminaries
For any vector , let refer to the norm of , and for any matrix let refer to the operator norm of . If is symmetric, then is also equal to the spectral norm .
Let refer to the unit ball in centered at , and let refer to the corresponding unit sphere. For a set let and let .
For a matrix and a vector , let be the matrix That is, row of is equal to if , and is equal to otherwise.
3 Weight Distribution Condition
In the existing literature in compressed sensing, many results for recovery of a sparse signal are based on an assumption on the measurement matrix that is called the Restricted Isometry Property (RIP). Many results then follow the same paradigm: they first prove that sparse recovery is possible under the RIP, and then show that a random matrix drawn from some specific distribution or class of distributions satisfies the RIP. The same paradigm has been followed in the literature of signal recovery under the deep generative prior. In virtually all of these results, the properties that correspond to the RIP property are the combination of the Range Restricted Isometry Condition (RRIC) and the Weight Distribution Condition (WDC). Our main focus in this paper is to improve upon the existing results related to the WDC property. The WDC has the following definition due to
[8].Definition 3.1.
A matrix is said to satisfy the (normalized) Weight Distribution Condition (WDC) with parameter if for all nonzero it holds that , where (with expectation over i.i.d. entries of ).
Remark.
Note that the factor in front of is not present in the actual condition [8], hence the term “normalized". We scale up by a factor of to simplify later notation.
In Appendix C, we provide a detailed explanation of why the WDC arises and we also give a sketch of the basic theory of global landscape analysis for compressed sensing with generative priors.
3.1 Weight Distribution Condition from constant expansion
To prove Theorem 1.1, our strategy is to prove that the WDC holds for Gaussian random matrices with constant aspect ratio:
Theorem 3.2.
There are constants with the following property. Let and let . Suppose that . If is a matrix with independent entries drawn from , then satisfies the normalized WDC with parameter , with probability at least .
Equivalently, if has entries i.i.d. , then it satisfies the unnormalized WDC with high probability. The proof of 3.2 is provided in Section 5. It uses concentration of pseudoLipschitz functions, which are introduced formally in Section 4. As shown in Section 6, Theorem 1.1 then follows from prior work.
4 Uniform concentration beyond Lipschitzness
In this section we present our main technical result about uniform concentration bounds. We generalize a folklore result about uniform concentration of Lipschitz functions by generalizing Lipschitzness to a weaker condition which we call pseudoLipschitzness. This concentration result can be used to prove Theorem 3.2. Moreover we believe that it may have broader applications.
Before stating our result, let us first define the notion of pseudoLipschitzness of function families and give some comparison with the classical notion of Lipschitzness. Let be a family of functions over matrices parametrized by . We have the following definitions:
Definition 4.1.
A set system is wide if , is convex, and
Definition 4.2 (PseudoLipschitzness).
Suppose that there exists a wide set system , such that
for any and with for all . Then we say that is pseudoLipschitz.
Example 4.3.
Let and let . Then the family of functions is only Lipschitz. So to have we need .
On the other hand, it can be seen that the set system defined by is wide for a constant (by standard arguments about spherical caps). Therefore the family of functions is pseudoLipschitz.
Our main technical result is that the above relaxation of Lipschitzness suffices to obtain strong uniform concentration of measure results; see Section 4.1 for the proof.
Theorem 4.4.
Let be a random variable taking values in . Let be a function family, and let be a function. Let and . Define the spherical shell in . Suppose that:

For any fixed ,

is pseudoLipschitz,

whenever , , and for all .
Then:
As a comparison, if the family were simply Lipschitz, then uniform concentration would hold with probability by standard arguments. So the “effective Lipschitz constant” of an pseudoLipschitz family is when .
4.1 Proof of Theorem 4.4
Let be a family of sets witnessing that is pseudoLipschitz—i.e. is wide, and whenever and with for all . The standard proof technique for uniform concentration is to fix an net, and show that with high probability over the randomness , every point in the net satisfies the bound. Here instead, we use the pseudoballs to construct a random, aspherical net that depends on and additional randomness. We’ll show that with high probability over all the randomness, every point in the net satisfies the bound. In particular we use the following process to construct :
Let . We define iteratively. For , define by
For each , if then terminate the process. Otherwise, by some deterministic process, pick
Let’s say that the process terminates at step , producing a sequence of random variables (with randomness introduced by ). Note that is also a random variable.
For each , let be the random variable
That is, is a perturbation of by a uniform sample from the bounded pseudoball. Let be the set . Observe that , and is covered by the pseudoballs .
By a volume argument, we can upper bound .
Lemma 4.5.
The size of is at most .
Proof.
For each define an auxiliary set by
We claim that the sets are disjoint. Suppose not; then there are some indices and some point such that and also . It follows from convexity and symmetry of that . So , contradicting the definition of . So the sets are indeed disjoint.
But each is a subset of . By the volume lower bound on , we have
The lemma follows. ∎
We now show that with high probability the inequality holds for all simultaneously. The main idea is that the random perturbations partially decoupled the net from . Since each point of the net is distributed uniformly over a set of nonnegligible volume, the probability that any fixed fails the concentration inequality can be bounded against the probability that a uniformly random point from the shell fails.
Lemma 4.6.
We have
Proof.
For any let be the event that Fix . Let be the event that . (Recall that is a deterministic function of which is random.) Let be independent uniform random variables over the shell . Let be the event that for all , where for convenience we define for . For any , consider conditioning on . Then and are deterministic; assume that occurs. The conditional random vector has the uniform product distribution
This is precisely the distribution of . Thus,
(2) 
Since
are independent and uniformly distributed over
,Substituting into Equation (2) and integrating over all ,
If were deterministic then we would have with probability at least . They are not deterministic, but they are independent of , which suffices to imply the above inequality. So
We conclude the proof of Theorem 4.4. Suppose that the event of Lemma 4.6 fails; that is, for all we have . Then let . By construction of , for every there is some such that . But , so by convexity and symmetry of , it follows that . Hence by assumption, we have . Since , we have
Thus,
as desired. By Lemma 4.6, this uniform bound holds with probability at least , over the randomness of and the net perturbations. So it also holds with at least this probability over just the randomness of .
5 Proof of Theorem 3.2
In [8], a weaker version of Theorem 3.2 was proven—it required a logarithmic aspect ratio (i.e. ). The proof was by a standard net argument. In Section 5.1 we discuss why Theorem 3.2 cannot be proven by standard arguments, and sketch how Theorem 4.4 yields a proof.
Throughout, we let be an random matrix with independent rows .
5.1 Outline
At a high level, the proof of Theorem 3.2 uses an net argument, with several crucial twists. The first twist is borrowed from the prior work [8]: we wish to prove concentration for the random function
but it is not continuous in and . So for , define the continuous functions
Following [8], we can now define continuous approximations of :
Observe that is an upper approximation to , and is a lower approximation. Thus, it’s clear that for all and all nonzero we have the matrix inequality
(3) 
So it suffices to upper bound and lower bound . The two arguments are essentially identical, and we will focus on the former. We seek to prove that with high probability over , for all simultaneously, At this point, [8] employs a standard net argument. This does not suffice for our purposes, because it uses the following bounds:

For fixed , the inequality holds with probability

is Lipschitz.
The second bound means that the net needs to have granularity , so we must union bound over triples . Thus, a high probability bound requires . Moreover, both bounds (1) and (2) are asymptotically optimal. So a different approach is needed.
This is where Theorem 4.4 comes in. Let . If we center a ball of small constant radius at some point , then for any there is some point in the ball where differs by . But for each , at most points only differs by . More formally, it can be shown that is pseudoLipschitz (so its “effective Lipschitz parameter" has no dependence on ). The desired concentration is then a corollary of Theorem 4.4.
5.2 Full proof
In this section we prove Theorem 3.2. Fix . Let have independent rows . Recall from Section 5 that we have the matrix inequality
(4) 
So it suffices to upper bound and lower bound . The two arguments are essentially identical, and we will focus on the former. We seek to prove that with high probability over , for all simultaneously,
Moreover we want this to hold whenever for some constant . We’ll use two standard concentration inequalities:
Lemma 5.1.
Suppose that . Then

with probability at least .

with probability at least .
Proof.
See [20] for a reference on the first bound. The second bound is by concentration of chisquared with degrees of freedom. ∎
Let be the set of matrices such that and . Define the random variable .
Fix . For any , define
and define . We check that and satisfy the three conditions of Theorem 4.4 with appropriate parameters.
Lemma 5.2.
For any with ,
Proof.
We first consider . It is shown in the proof of Lemma 12 in [8] that
which under our assumptions implies that . Now expand
Let . Since is bounded and is Gaussian, and is bounded by a constant, it follows that
is subexponential with some constant variance proxy
. Therefore by Bernstein’s inequality, for all ,for some constant . Taking , we get that
Finally, since , it follows that conditioning on at most doubles the failure probability. So
as desired. ∎
Next, we show that is pseudoLipschitz where and .
Definition 5.3.
For any , , and , let be the set of points such that
The pseudoball captures the directions in which is Lipschitz more effectively than any spherical ball, as the following lemma shows.
Lemma 5.4.
Let . Let . If and then
Proof.
We have
where the secondtolast inequality uses that is Lipschitz, and the last inequality uses the assumptions on and . ∎
Next, we need to lower bound the volume of .
Lemma 5.5.
Fix and . Then is wide for . Fix and . For any ,
Proof.
Fix . It’s clear from the definition that is symmetric (i.e.
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