SearcharxivSearch

arXiv · 2209.06715

Generalised hardness of approximation and the SCI hierarchy -- On determining the boundaries of training algorithms in AI

Abstract

Generalised hardness of approximation (GHA) is the phenomenon that one can easily compute an $\epsilon$-approximation to a solution of a computational problem for $\epsilon > \epsilon_1 > 0$, but for $\epsilon < \epsilon_1$ (the approximation threshold) it suddenly becomes hard, for example, non-computable or intractable (non-polynomial time). In this paper we demonstrate the phenomenon that GHA happens when using AI techniques for solving inverse problems, namely training neural networks (NNs) to optimally perform on the training data. In particular, for any non-zero underdetermined linear inverse problem the following phase transition can occur: For a certain family of training sets $\Omega$, one can prove the existence of optimal NNs for solving the inverse problem for each $\mathcal{T} \in \Omega$, however, these optimal neural networks can only be computed to a certain accuracy $\epsilon_1 > 0$. Below the approximation threshold $\epsilon_1$, not only does it become intractable to compute the NNs, it becomes impossible regardless of computing power, and no randomised algorithm can solve the problem with probability better than 1/2. Moreover, despite the existence of a stable optimal NN, any attempts of computing it below two times the approximation threshold $2\epsilon_1$ will yield an unstable NN. Our results use and extend the current mathematical framework of the Solvability Complexity Index (SCI) hierarchy and initiate a program for analysing the GHA phenomenon throughout computational mathematics and AI. GHA generalises the phenomenon of hardness of approximation in discrete computations to arbitrary computational problems.

Explore related subjects

Keep this discovery

BibTeXRIS

Luca Eva Gazdag, Alexander Bastounis, Anders C. Hansen. 2022-09-14. Generalised hardness of approximation and the SCI hierarchy -- On determining the boundaries of training algorithms in AI. https://arxiv.org/abs/2209.06715

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Deterministic and Random Bipartite Matching on General Networks: Convex Flow Reformulation, Asymptotic Properties, and Fast Algorithms

Minimum-distance bipartite matching on general networks has numerous applications various fields. This paper first focuses on deterministic problems and presents an exact edgewise-separable convex-flow reformulation. By introducing a smooth monotone rearrangement approximation of the edge-wise imbalance profiles, the convex-flow reformulation's can be solved efficiently. If we further conduct a first-order resistance-based approximation of the convex program, a one-step Laplacian-based estimator can be analytically derived in closed forms. The paper also studies random problems where supply and demand points are randomly distributed. We show that the expected optimal matching distance scales with the square root of the number of points if the supply/demand point distributions are identical, or linearly otherwise. In the former case, the optimal flow is proven to be centered, symmetric, and sub-Gaussian. In the latter case, the limiting resistance network characterizes how supply-demand imbalance is redistributed and motivates a fast algorithm that approximate the optimal flow based on the limiting resistance. Numerical experiments show that the proposed estimators closely approximate the exact matching cost while substantially reducing computation time. The proven theoretical properties of the random matching solution are numerically verified by large-scale Monte Carlo simulations.

math.OC

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unobserved law but contributes only one observation, so uncertainty persists even if the mixture law is known. We propose Conformal-DRO, which uses nested conformal regions to construct an ambiguity set for the future latent law. Under exchangeability, the set covers this law with probability at least $1-\alpha$ in finite samples, without estimating underlying latent laws or their mixing mechanism. The conformal path induces a data-driven transport geometry, while $\alpha$ determines the radius. The worst-case problem reduces to a finite linear program over conformal shells and admits sparse adversarial solutions. The resulting robust value provides a finite-sample certificate for the selected decision's expected cost.

math.OC

The best approximation tuple: an extension of the Cheney-Goldstein algorithm and results to the multiple sets case

In this paper we extend the algorithm and several results published in the celebrated 1959 paper of Cheney and Goldstein about the best approximation pair (BAP) problem in two separate directions. One is the consideration of more than two sets. The other is the ability to handle each set as an intersections of a finite family of sets. We call the resulting problem the "Best Approximation Tuple (BAT) problem". The fundamental observation that leads to this generalizations is to recognize and handle one set (the "pivot set") as different from the remaining sets (the "satellite sets") instead of seeking cycles as the minimizers of a target functional. This enable us to overcome a certain theoretical obstacle related to cycles and minimizers of general functionals. We prove the convergence of the algorithm to the unique solution of the problem in the Euclidean case with strictly convex and compact satellite sets. Because of the lack of Fej\'er monotonicity, our convergence analysis is not standard, and is based on almost unknown properties of orthogonal projections regarding equality and inequality in the definition of nonexpansiveness.

math.OC