arXiv research

In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it can be applied. In this paper, we introduce DSOS and SDSOS optimization as linear …

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

New framework reduces sum-of-squares proof degree, speeding up clustering and robust moment estimation.

Sum-of-Squares lower bound shows NGCA requires more samples than known algorithms.

This work improves graph inference using the degree-4 sum-of-squares hierarchy.

Polynomial-time algorithm estimates mean with bounded covariance using differential privacy.

Triangular map is a recent construct in probability theory that allows one to transform any source probability density function to any target density function. Based on triangular maps, we propose a general framework for high-dimensional density estimation, by specifying one-dimensional transformations (equivalently co…

Proves subgaussian distributions are SoS-certifiably subgaussian, enabling efficient algorithms for various statistical tasks.

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis} (Sparse PCA) problem, and the family of {\em Sum-of-Squares} (SoS, aka Lasserre/…

Explicitly constructed 3XOR instances hard for Sum-of-Squares hierarchy.

In this paper we prove local analytic hypoellipticity for a degenerate sum of squares of complex vector fields generalizing those of Kohn in "Hypoellipticity and Loss of Derivatives". Kohn's article is to appear in the Annals of Mathematics with an appendix by Derridj and Tartakoff proving local analyticity in that cas…

The paper studies SDP feasibility and sos ranks for specific polynomials.

In a recent note [8], the author provides a counterexample to the global convergence of what his work refers to as "the DSOS and SDSOS hierarchies" for polynomial optimization problems (POPs) and purports that this refutes claims in our extended abstract [4] and slides in [3]. The goal of this paper is to clarify that …

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (ap…

New method uses SoS densities and α-divergences for efficient sequential transport maps.

Universal tester-learner for halfspaces over structured distributions.

Given a large data matrix $A\in\mathbb{R}^{n\times n}$, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution $A_{ij}\sim P_0$, or instead $A$ contains a principal submatrix $A_{{\sf Q},{\sf Q}}$ whose entries have marginal distribution $A_{ij}\sim P_1\neq P_0$. As …

New algorithms learn graph structures privately, matching best results.

Hilbert's 17th problem asks that whether every nonnegative polynomial can be a sum of squares of rational functions. It has been answered affirmatively by Artin. However, the question as to whether a given nonnegative polynomial is a sum of squares of polynomials is still a central question in real algebraic geometry. …

New CRB derived for curved models using extrinsic geometry.

Paper solves outlier robust mean estimation near breakdown point.

Algorithm learns Gaussian mixtures robust to outliers.

New algorithm estimates edge density of random graphs robustly, achieving optimal breakdown point.

New algorithm for batch list-decodable linear regression with stronger guarantees.

Polynomial-time algorithm estimates edge density of random graphs with privacy and robustness.

Paper introduces a new kernel model for PSD-valued functions with theoretical guarantees and applications.

Polynomial-time algorithm finds planted hypercube vectors in Gaussian mixtures.

The paper develops sum-of-squares relaxations for computing $f$-divergences.

In order to model entanglements of polymers in a confined region, we consider the linking numbers and writhes of cycles in random linear embeddings of complete graphs in a cube. Our main results are that for a random linear embedding of $K_n$ in a cube, the mean sum of squared linking numbers and the mean sum of square…

New algorithms learn from untrusted batches with improved efficiency.

We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems, the best known guarantees are based on the sum-of-squares method. We develop new …

New algorithm estimates transport maps with nearly optimal error.

We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with $r$ incoherent, orthogonal components in $\mathbb R^n$ from $r\cdot \tilde O(n^{1.5})$ randomly observed entries of the tensor…

In this paper, we generalize the Cao-Yau's gradient estimate for the sum of squares of vector fields up to higher step under assumption of the generalized curvature-dimension inequality. With its applications, by deriving a curvature-dimension inequality, we are able to obtain the Li-Yau gradient estimate for the CR he…

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-$3$ tensor $T$ of the form $T = τ\cdot v_0^{\otimes 3} + A$, where $τ\geq 0$ is a signal-to-noise ratio, $v_0$ is a unit vector, and $A$ is a random noise tensor, the goal is to recover th…

New findings on tensor decomposition complexity, showing polynomial functions can estimate the largest component under certain conditions.

Paper improves variational inference on Boolean hypercube using quantum methods.

Christoffel function characterizes the corruption a bounded-degree certificate cannot remove in robust halfspace learning.

We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our algorithms can decompose a 4-tensor with $n$-dimensional orthonormal components in the…

A new fuzzy clustering method using hyperbolic smoothing for large datasets.

New algorithms recover signals robustly against outliers and heavy-tailed noise.

In the noisy tensor completion problem we observe $m$ entries (whose location is chosen uniformly at random) from an unknown $n_1 \times n_2 \times n_3$ tensor $T$. We assume that $T$ is entry-wise close to being rank $r$. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

Efficiently estimates prediction error in regression with Gaussian covariates under privacy constraints.

Nearly all Gaussian points in high dimensions lie on a common ellipsoid.

KSOS improves kernel learning for dynamical systems via global optimization.

Defines a new algebra for singular foliations, extending Schwartz kernels.