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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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219438657876 · Jun 202019922001200920172026
48 results for sum-of-squares algorithms

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

2018-07-30abs ↗pdf ↗

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

problem Sum-of-squares proof optimization and faster algorithms for clustering and robust moment estimation.
method Introducing new variables to reduce the degree of sum-of-squares proofs.
result Significantly faster algorithms for clustering and robust moment estimation with the same statistical guarantees.

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

problem Estimating edge density of random graphs while maintaining privacy and robustness.
method Sum-of-squares algorithm for robust edge density estimation and reduction from privacy to robustness.
result Optimal error rate up to logarithmic factors, matching theoretical lower bounds.

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-33 tensor TT of the form T=τv03+AT = τ\cdot v_0^{\otimes 3} + A, where τ0τ\geq 0 is a signal-to-noise ratio, v0v_0 is a unit vector, and AA is a random noise tensor, the goal is to recover th…

2015-07-12abs ↗pdf ↗

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

problem Private regression with Gaussian covariates under differential privacy constraints.
method Sum-of-Squares framework combined with robust estimators.
result Sample-optimal private regression algorithm with optimal error rates.

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 rr incoherent, orthogonal components in Rn\mathbb R^n from rO~(n1.5)r\cdot \tilde O(n^{1.5}) randomly observed entries of the tensor…

2017-02-21abs ↗pdf ↗

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

problem Estimating mean of a d-variate distribution with differential privacy constraints.
method Sum of Squares (SoS) exponential mechanism for polynomial-time differentially private estimation.
result First polynomial-time algorithm with O(d)O(d) samples for mean estimation under pure differential privacy.

Algorithm estimates mixtures of arbitrary Gaussians robustly in presence of corruptions.

problem Estimating mixtures of arbitrary Gaussians in the presence of a constant fraction of arbitrary corruptions.
method Polynomial-time algorithm using partial clustering and tensor decomposition.
result Resolves the main open problem in several previous works on algorithmic robust statistics.

New method clusters non-spherical Gaussian mixtures with fewer samples and time.

problem Clustering non-spherical Gaussian mixtures with arbitrary component covariances.
method Sum-of-Squares method for finding low-dimensional projections.
result Improved clustering algorithms with fewer samples and time complexity.

We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained in recent works of Diakonikolas et al, Lai et al, and Charikar et al. We also sho…

2017-11-30abs ↗pdf ↗

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to np/2n^{\lfloor p/2 \rfloor} for a pp-th order tensor in Rnp\mathbb{R}^{n^p}. Previously no efficient algorithm can decompose 3rd order ten…

2015-04-21abs ↗pdf ↗

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. …

2018-11-14abs ↗pdf ↗

New algorithm learns mixtures of any constant number of Gaussians robustly.

problem Learning mixtures of Gaussians with robustness guarantees.
method New method using differential operations on generating functions to prove polynomial identifiability.
result First provably robust algorithm for mixtures of any constant number of Gaussians.

We study the problem of high-dimensional sparse mean estimation in the presence of an εε-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance subgaussian distributions. In this work, we develop the first efficient algorithms for rob…

2022-06-07abs ↗pdf ↗

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

problem Efficiently learning from subgaussian distributions in high dimensions.
method Universal constant CC and polynomial sum of squares (SoS) approach.
result Proves subgaussian distributions are SoS-certifiably subgaussian.

This note optimizes distributions using kernel mean embeddings with a new parameterization.

problem Optimizing distributions using kernel mean embeddings is challenging due to the difficulty of characterizing probability distribution vectors.
method Proposes a new parameterization of positive functions using kernel sums-of-squares to fit distributions in the MMD geometry.
result Distributions with kernel sum-of-squares densities are dense in the MMD geometry, allowing optimization in the finite-sample setting.

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

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

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/…

2015-07-23abs ↗pdf ↗

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

problem Enforcing positive semi-definiteness (PSD) in function models with good performance and theoretical guarantees.
method Kernel sum-of-squares model for PSD-valued functions, extending previous models for non-negative scalar functions.
result The model constitutes a universal approximator of PSD functions and can represent any smooth and strongly convex function.

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

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.

New method finds global minima using function evaluations and kernel approximations.

problem Finding global minima of smooth functions with limited evaluations.
method Approximates the function using infinite sums of square smooth functions and solves the optimization problem with polynomial time complexity.
result Achieves optimal number of function evaluations with theoretical guarantees and nearly optimal convergence rate.

This work addresses privacy in Bayesian estimation, achieving near-optimal error rates.

problem Preserving privacy in Bayesian estimation while maintaining optimal estimation accuracy.
method Developed efficient algorithms for Gaussian mean estimation and linear regression with near-optimal error rates, leveraging sum-of-squares techniques.
result Achieved near-optimal mean-squared error rates for Bayesian mean estimation and linear regression, with computational-statistical gaps.

Robustly clusters mixtures of Gaussians even with outliers.

problem Clustering mixtures of statistically separated Gaussians robustly to outliers.
method Uses certifiable hypercontractivity, bounded variance, and anti-concentration of linear projections.
result First efficient algorithm for robust clustering of statistically separated Gaussians mixtures.

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 KnK_n in a cube, the mean sum of squared linking numbers and the mean sum of square…

2015-08-05abs ↗pdf ↗

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…

2019-04-08abs ↗pdf ↗

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

problem Estimating edge density of Erdős-Rényi graphs under adversarial edge manipulation.
method Sum-of-Squares (SoS) hierarchy, constructing constant-degree certificates for concentration.
result First polynomial-time algorithm with optimal breakdown point and matching error guarantees.

We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than 1/21/2 fraction of examples. For any α<1α< 1, our algorithm takes as input a sample {(xi,yi)}in\{(x_i,y_i)\}_{i \leq n} of nn linear equations where αnαn of the equations satisfy $y_i = \l…

2019-05-14abs ↗pdf ↗

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

problem Hard instances for Sum-of-Squares hierarchy.
method Based on high-dimensional expanders (LSV complexes), using cosystolic expansion and local isoperimetric inequality.
result Constructs explicit 3XOR instances hard for O(logn)O(\sqrt{\log n}) levels of Sum-of-Squares hierarchy.

The learning of mixture models can be viewed as a clustering problem. Indeed, given data samples independently generated from a mixture of distributions, we often would like to find the {\it correct target clustering} of the samples according to which component distribution they were generated from. For a clustering pr…

2017-03-30abs ↗pdf ↗