State-Evolution-based Score Matching for Generalized Approximate Message Passing
Generalized approximate message passing (GAMP) equipped with minimum mean-square error (MMSE) denoisers, commonly referred to as Bayes-GAMP, is a powerful framework for solving inverse problems described by generalized linear models (GLMs) with arbitrary component-wise nonlinearities in the observation process. However, despite its theoretical tractability and rigorously established asymptotic optimality, the range of practical observation models for which Bayes-GAMP admits a closed-form implementation remains severely limited, particularly in complex-valued settings. This limitation largely stems from the restrictive requirement that the corresponding output denoiser, given by a conditional expectation, admit a closed-form expression. To overcome this limitation, we propose a principled approach that enables the implementation of Bayes-GAMP for complex-valued models with \emph{virtually arbitrary} nonlinear observation mappings. Specifically, within a score-matching framework, we train a neural network to emulate the output denoiser using training data generated from a characterization of the message dynamics based on state evolution (SE). Notably, the proposed approach requires neither explicit evaluation of the denoiser nor knowledge of an explicit functional form of the nonlinear mapping; it requires only access to forward evaluations of the mapping during offline training. We show that, under ideal training conditions, GAMP with the trained network replacing the analytically intractable denoiser asymptotically matches the performance of Bayes-GAMP with the exact denoiser.