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Aleksandar Nikolov

Publications and source records attributed to Aleksandar Nikolov.

At least 19 recordsLinked to original sources

Discrepancy Theory: An Algorithmic and Geometric Perspective

Combinatorial discrepancy theory is a subject with roots in combinatorics, geometry, and number theory, and with numerous applications to mathematics and computer science. At its core, discrepancy theory is about dividing a collection of objects into two parts that are as balanced as possible. For example, given a collection of subsets of a finite universe, we may wish to color the elements with two colors so that each set is approximately evenly split. Other problems in discrepancy are more geometric in flavor, and ask for example, to assign signs to a collection of vectors, so that the sum of the signed vectors is as small as possible. Classical results, such as the Beck-Fiala theorem and Spencer's "six deviations" result, show that it is often possible to attain remarkably small discrepancy, often far smaller than what naive random colorings achieve. In recent years, discrepancy theory has undergone a transformation, driven by new algorithmic techniques and a rich interplay between probability, optimization, and convex geometry. These developments have led not only to new constructive proofs of foundational theorems, but also to several new results and research directions. This monograph aims to provide an accessible and unified introduction to these modern developments, with a focus on the core algorithmic and convex geometric ideas that have driven them. For several results, we provide new simpler analyses, while highlighting the intuition behind the proofs.

math.HO↗

Stronger Memory-Query Tradeoffs for Convex Optimization: The Limitations of Subquadratic Memory

We prove two lower bounds for the first order oracle complexity of minimizing a $d$-dimensional $1$-Lipschitz convex function over the unit ball with $m$ bits of memory. We first show that any such (possibly randomized) algorithm must make $\tildeΩ(\frac{d^2}{\sqrt{m}})$ oracle queries. For deterministic optimization algorithms, we show that $\tildeΩ(\min\{d^{1.6},\frac{d^{8/3}}{m^{2/3}}\})$ queries are required. For all memory regimes of interest, these improves upon the previous best known lower bounds of $\tildeΩ(\max\{\frac{d^{8/3}}{m^{4/3}},\frac{d^{4/3}}{m^{1/6}}\})$ and $\tildeΩ(\frac{d^{5/3}}{m^{1/3}})$ for randomized and deterministic algorithms respectively. Notably, due to existing upper bounds, our lower bound for deterministic algorithms is the first to show a sharp oracle complexity phase transition around $m\approx d^2$, where a polylogarithmic change in memory leads to a $\mathsf{poly}(d)$ change in the number of required oracle calls. Further, when the suboptimality is polynomially small in $d$, our lower bound randomized algorithms is the first to show that $\tildeΩ(d^2)$ memory is necessary to nearly match the optimal query complexity among algorithms without memory constraints. Previously, such a result was only known for the regime where the suboptimality is quasipolynomially small in $d$.

cs.DS↗

On the Gradient Complexity of Private Optimization with Private Oracles

We study the running time, in terms of first order oracle queries, of differentially private empirical/population risk minimization of Lipschitz convex losses. We first consider the setting where the loss is non-smooth and the optimizer interacts with a private proxy oracle, which sends only private messages about a minibatch of gradients. In this setting, we show that expected running time $Ω(\min\{\frac{\sqrt{d}}{α^2}, \frac{d}{\log(1/α)}\})$ is necessary to achieve $α$ excess risk on problems of dimension $d$ when $d \geq 1/α^2$. Upper bounds via DP-SGD show these results are tight when $d>\tildeΩ(1/α^4)$. We further show our lower bound can be strengthened to $Ω(\min\{\frac{d}{\bar{m}α^2}, \frac{d}{\log(1/α)} \})$ for algorithms which use minibatches of size at most $\bar{m} < \sqrt{d}$. We next consider smooth losses, where we relax the private oracle assumption and give lower bounds under only the condition that the optimizer is private. Here, we lower bound the expected number of first order oracle calls by $\tildeΩ\big(\frac{\sqrt{d}}α + \min\{\frac{1}{α^2}, n\}\big)$, where $n$ is the size of the dataset. Modifications to existing algorithms show this bound is nearly tight. Compared to non-private lower bounds, our results show that differentially private optimizers pay a dimension dependent runtime penalty. Finally, as a natural extension of our proof technique, we show lower bounds in the non-smooth setting for optimizers interacting with information limited oracles. Specifically, if the proxy oracle transmits at most $Γ$-bits of information about the gradients in the minibatch, then $Ω\big(\min\{\frac{d}{α^2Γ}, \frac{d}{\log(1/α)}\}\big)$ oracle calls are needed. This result shows fundamental limitations of gradient quantization techniques in optimization.

cs.LG↗

Online Matrix Factorization, Online Private Query Release, and Online Discrepancy Minimization

In this paper we consider several related online computation problems. First, we study answering sequences of statistical queries arriving online, and being answered immediately when they arrive with differential privacy. Known matrix factorization mechanisms can answer a set of statistical queries with error bounded by the $γ_2$ norm of their query matrix, but require that all queries are known in advance. We show that nearly the same error bounds can be achieved in the online setting for non-adaptively chosen queries. To do so, we give an online factorization algorithm that competitively matches the best offline factorization up to logarithmic factors. In the online matrix factorization problem, a new row $q_t$ of a matrix arrives at each time step $t$, and the algorithm needs to maintain a factorization $L_tR_t=Q_t$ such that at each time it appends some rows to $R_t$, and outputs a new row $\ell_t$ s.t. $\ell_tR_t=q_t$. Our algorithm maintains the competitiveness over this online process, even if the number of rows to arrive is unknown. As another application, we give an online discrepancy minimization algorithm that achieves discrepancy competitive against the $γ_2$ norm (and also against hereditary discrepancy) up to logarithmic factors.

cs.DS↗

Discrepancy of Arithmetic Progressions in Boxes and Convex Bodies

The combinatorial discrepancy of arithmetic progressions inside $[N] := \{1, \ldots, N\}$ is the smallest integer $D$ for which $[N]$ can be colored with two colors so that any arithmetic progression in $[N]$ contains at most $D$ more elements from one color class than the other. Bounding the discrepancy of such set systems is a classical problem in discrepancy theory. More recently, this problem was generalized to arithmetic progressions in grids like $[N]^d$ (Valk{ó}) and $[N_1]\times \ldots \times [N_d]$ (Fox, Xu, and Zhou). In the latter setting, Fox, Xu, and Zhou gave upper and lower bounds on the discrepancy that match within a $\frac{\log |Ω|}{\log \log |Ω|}$ factor, where $Ω:= [N_1]\times \ldots \times [N_d]$ is the ground set. In this work, we use the connection between factorization norms and discrepancy to improve their upper bound to be within a $\sqrt{\log|Ω|}$ factor from the lower bound. We also generalize Fox, Xu, and Zhou's lower bound, and our upper bounds to arithmetic progressions in arbitrary convex bodies.

math.CO↗

Weighted Fourier Factorizations: Optimal Gaussian Noise for Differentially Private Marginal and Product Queries

We revisit the task of releasing marginal queries under differential privacy with additive (correlated) Gaussian noise. We first give a construction for answering arbitrary workloads of weighted marginal queries, over arbitrary domains. Our technique is based on releasing queries in the Fourier basis with independent noise with carefully calibrated variances, and reconstructing the marginal query answers using the inverse Fourier transform. We show that our algorithm, which is a factorization mechanism, is exactly optimal among all factorization mechanisms, both for minimizing the sum of weighted noise variances, and for minimizing the maximum noise variance. Unlike algorithms based on optimizing over all factorization mechanisms via semidefinite programming, our mechanism runs in time polynomial in the dataset and the output size. This construction recovers results of Xiao et al. [Neurips 2023] with a simpler algorithm and optimality proof, and a better running time. We then extend our approach to a generalization of marginals which we refer to as product queries. We show that our algorithm is still exactly optimal for this more general class of queries. Finally, we show how to embed extended marginal queries, which allow using a threshold predicate on numerical attributes, into product queries. We show that our mechanism is almost optimal among all factorization mechanisms for extended marginals, in the sense that it achieves the optimal (maximum or average) noise variance up to lower order terms.

cs.DS↗

On the Gap between Hereditary Discrepancy and the Determinant Lower Bound

The determinant lower bound of Lovasz, Spencer, and Vesztergombi [European Journal of Combinatorics, 1986] is a powerful general way to prove lower bounds on the hereditary discrepancy of a set system. In their paper, Lovasz, Spencer, and Vesztergombi asked if hereditary discrepancy can also be bounded from above by a function of the hereditary discrepancy. This was answered in the negative by Hoffman, and the largest known multiplicative gap between the two quantities for a set system of $m$ substes of a universe of size $n$ is on the order of $\max\{\log n, \sqrt{\log m}\}$. On the other hand, building on work of Matoušek [Proceedings of the AMS, 2013], recently Jiang and Reis [SOSA, 2022] showed that this gap is always bounded up to constants by $\sqrt{\log(m)\log(n)}$. This is tight when $m$ is polynomial in $n$, but leaves open what happens for large $m$. We show that the bound of Jiang and Reis is tight for nearly the entire range of $m$. Our proof relies on a technique of amplifying discrepancy via taking Kronecker products, and on discrepancy lower bounds for a set system derived from the discrete Haar basis.

math.CO↗

General Gaussian Noise Mechanisms and Their Optimality for Unbiased Mean Estimation

We investigate unbiased high-dimensional mean estimators in differential privacy. We consider differentially private mechanisms whose expected output equals the mean of the input dataset, for every dataset drawn from a fixed bounded $d$-dimensional domain $K$. A classical approach to private mean estimation is to compute the true mean and add unbiased, but possibly correlated, Gaussian noise to it. In the first part of this paper, we study the optimal error achievable by a Gaussian noise mechanism for a given domain $K$ when the error is measured in the $\ell_p$ norm for some $p \ge 2$. We give algorithms that compute the optimal covariance for the Gaussian noise for a given $K$ under suitable assumptions, and prove a number of nice geometric properties of the optimal error. These results generalize the theory of factorization mechanisms from domains $K$ that are symmetric and finite (or, equivalently, symmetric polytopes) to arbitrary bounded domains. In the second part of the paper we show that Gaussian noise mechanisms achieve nearly optimal error among all private unbiased mean estimation mechanisms in a very strong sense. In particular, for every input dataset, an unbiased mean estimator satisfying concentrated differential privacy introduces approximately at least as much error as the best Gaussian noise mechanism. We extend this result to local differential privacy, and to approximate differential privacy, but for the latter the error lower bound holds either for a dataset or for a neighboring dataset, and this relaxation is necessary.

math.ST↗

Learning versus Refutation in Noninteractive Local Differential Privacy

We study two basic statistical tasks in non-interactive local differential privacy (LDP): learning and refutation. Learning requires finding a concept that best fits an unknown target function (from labelled samples drawn from a distribution), whereas refutation requires distinguishing between data distributions that are well-correlated with some concept in the class, versus distributions where the labels are random. Our main result is a complete characterization of the sample complexity of agnostic PAC learning for non-interactive LDP protocols. We show that the optimal sample complexity for any concept class is captured by the approximate $γ_2$~norm of a natural matrix associated with the class. Combined with previous work [Edmonds, Nikolov and Ullman, 2019] this gives an equivalence between learning and refutation in the agnostic setting.

stat.ML↗

Private Query Release via the Johnson-Lindenstrauss Transform

We introduce a new method for releasing answers to statistical queries with differential privacy, based on the Johnson-Lindenstrauss lemma. The key idea is to randomly project the query answers to a lower dimensional space so that the distance between any two vectors of feasible query answers is preserved up to an additive error. Then we answer the projected queries using a simple noise-adding mechanism, and lift the answers up to the original dimension. Using this method, we give, for the first time, purely differentially private mechanisms with optimal worst case sample complexity under average error for answering a workload of $k$ queries over a universe of size $N$. As other applications, we give the first purely private efficient mechanisms with optimal sample complexity for computing the covariance of a bounded high-dimensional distribution, and for answering 2-way marginal queries. We also show that, up to the dependence on the error, a variant of our mechanism is nearly optimal for every given query workload.

cs.DS↗

Near Neighbor Search via Efficient Average Distortion Embeddings

A recent series of papers by Andoni, Naor, Nikolov, Razenshteyn, and Waingarten (STOC 2018, FOCS 2018) has given approximate near neighbour search (NNS) data structures for a wide class of distance metrics, including all norms. In particular, these data structures achieve approximation on the order of $p$ for $\ell_p^d$ norms with space complexity nearly linear in the dataset size $n$ and polynomial in the dimension $d$, and query time sub-linear in $n$ and polynomial in $d$. The main shortcoming is the exponential in $d$ pre-processing time required for their construction. In this paper, we describe a more direct framework for constructing NNS data structures for general norms. More specifically, we show via an algorithmic reduction that an efficient NNS data structure for a given metric is implied by an efficient average distortion embedding of it into $\ell_1$ or into Euclidean space. In particular, the resulting data structures require only polynomial pre-processing time, as long as the embedding can be computed in polynomial time. As a concrete instantiation of this framework, we give an NNS data structure for $\ell_p$ with efficient pre-processing that matches the approximation factor, space and query complexity of the aforementioned data structure of Andoni et al. On the way, we resolve a question of Naor (Analysis and Geometry in Metric Spaces, 2014) and provide an explicit, efficiently computable embedding of $\ell_p$, for $p \ge 2$, into $\ell_2$ with (quadratic) average distortion on the order of $p$. We expect our approach to pave the way for constructing efficient NNS data structures for all norms.

cs.DS↗

On the Computational Complexity of Linear Discrepancy

Many problems in computer science and applied mathematics require rounding a vector $\mathbf{w}$ of fractional values lying in the interval $[0,1]$ to a binary vector $\mathbf{x}$ so that, for a given matrix $\mathbf{A}$, $\mathbf{A}\mathbf{x}$ is as close to $\mathbf{A}\mathbf{w}$ as possible. For example, this problem arises in LP rounding algorithms used to approximate $\mathsf{NP}$-hard optimization problems and in the design of uniformly distributed point sets for numerical integration. For a given matrix $\mathbf{A}$, the worst-case error over all choices of $\mathbf{w}$ incurred by the best possible rounding is measured by the linear discrepancy of $\mathbf{A}$, a quantity studied in discrepancy theory, and introduced by Lovasz, Spencer, and Vesztergombi (EJC, 1986). We initiate the study of the computational complexity of linear discrepancy. Our investigation proceeds in two directions: (1) proving hardness results and (2) finding both exact and approximate algorithms to evaluate the linear discrepancy of certain matrices. For (1), we show that linear discrepancy is $\mathsf{NP}$-hard. Thus we do not expect to find an efficient exact algorithm for the general case. Restricting our attention to matrices with a constant number of rows, we present a poly-time exact algorithm for matrices consisting of a single row and matrices with a constant number of rows and entries of bounded magnitude. We also present an exponential-time approximation algorithm for general matrices, and an algorithm that approximates linear discrepancy to within an exponential factor.

cs.DS↗

Locally Private Hypothesis Selection

We initiate the study of hypothesis selection under local differential privacy. Given samples from an unknown probability distribution $p$ and a set of $k$ probability distributions $\mathcal{Q}$, we aim to output, under the constraints of $\varepsilon$-local differential privacy, a distribution from $\mathcal{Q}$ whose total variation distance to $p$ is comparable to the best such distribution. This is a generalization of the classic problem of $k$-wise simple hypothesis testing, which corresponds to when $p \in \mathcal{Q}$, and we wish to identify $p$. Absent privacy constraints, this problem requires $O(\log k)$ samples from $p$, and it was recently shown that the same complexity is achievable under (central) differential privacy. However, the naive approach to this problem under local differential privacy would require $\tilde O(k^2)$ samples. We first show that the constraint of local differential privacy incurs an exponential increase in cost: any algorithm for this problem requires at least $Ω(k)$ samples. Second, for the special case of $k$-wise simple hypothesis testing, we provide a non-interactive algorithm which nearly matches this bound, requiring $\tilde O(k)$ samples. Finally, we provide sequentially interactive algorithms for the general case, requiring $\tilde O(k)$ samples and only $O(\log \log k)$ rounds of interactivity. Our algorithms are achieved through a reduction to maximum selection with adversarial comparators, a problem of independent interest for which we initiate study in the parallel setting. For this problem, we provide a family of algorithms for each number of allowed rounds of interaction $t$, as well as lower bounds showing that they are near-optimal for every $t$. Notably, our algorithms result in exponential improvements on the round complexity of previous methods.

cs.DS↗

Private Query Release Assisted by Public Data

We study the problem of differentially private query release assisted by access to public data. In this problem, the goal is to answer a large class $\mathcal{H}$ of statistical queries with error no more than $α$ using a combination of public and private samples. The algorithm is required to satisfy differential privacy only with respect to the private samples. We study the limits of this task in terms of the private and public sample complexities. First, we show that we can solve the problem for any query class $\mathcal{H}$ of finite VC-dimension using only $d/α$ public samples and $\sqrt{p}d^{3/2}/α^2$ private samples, where $d$ and $p$ are the VC-dimension and dual VC-dimension of $\mathcal{H}$, respectively. In comparison, with only private samples, this problem cannot be solved even for simple query classes with VC-dimension one, and without any private samples, a larger public sample of size $d/α^2$ is needed. Next, we give sample complexity lower bounds that exhibit tight dependence on $p$ and $α$. For the class of decision stumps, we give a lower bound of $\sqrt{p}/α$ on the private sample complexity whenever the public sample size is less than $1/α^2$. Given our upper bounds, this shows that the dependence on $\sqrt{p}$ is necessary in the private sample complexity. We also give a lower bound of $1/α$ on the public sample complexity for a broad family of query classes, which by our upper bound, is tight in $α$.

cs.LG↗

Maximizing Determinants under Matroid Constraints

Given vectors $v_1,\dots,v_n\in\mathbb{R}^d$ and a matroid $M=([n],I)$, we study the problem of finding a basis $S$ of $M$ such that $\det(\sum_{i \in S}v_i v_i^\top)$ is maximized. This problem appears in a diverse set of areas such as experimental design, fair allocation of goods, network design, and machine learning. The current best results include an $e^{2k}$-estimation for any matroid of rank $k$ and a $(1+ε)^d$-approximation for a uniform matroid of rank $k\ge d+\frac dε$, where the rank $k\ge d$ denotes the desired size of the optimal set. Our main result is a new approximation algorithm with an approximation guarantee that depends only on the dimension $d$ of the vectors and not on the size $k$ of the output set. In particular, we show an $(O(d))^{d}$-estimation and an $(O(d))^{d^3}$-approximation for any matroid, giving a significant improvement over prior work when $k\gg d$. Our result relies on the existence of an optimal solution to a convex programming relaxation for the problem which has sparse support; in particular, no more than $O(d^2)$ variables of the solution have fractional values. The sparsity results rely on the interplay between the first-order optimality conditions for the convex program and matroid theory. We believe that the techniques introduced to show sparsity of optimal solutions to convex programs will be of independent interest. We also give a randomized algorithm that rounds a sparse fractional solution to a feasible integral solution to the original problem. To show the approximation guarantee, we utilize recent works on strongly log-concave polynomials and show new relationships between different convex programs studied for the problem. Finally, we use the estimation algorithm and sparsity results to give an efficient deterministic approximation algorithm with an approximation guarantee that depends solely on the dimension $d$.

cs.DS↗

The Power of Factorization Mechanisms in Local and Central Differential Privacy

We give new characterizations of the sample complexity of answering linear queries (statistical queries) in the local and central models of differential privacy: *In the non-interactive local model, we give the first approximate characterization of the sample complexity. Informally our bounds are tight to within polylogarithmic factors in the number of queries and desired accuracy. Our characterization extends to agnostic learning in the local model. *In the central model, we give a characterization of the sample complexity in the high-accuracy regime that is analogous to that of Nikolov, Talwar, and Zhang (STOC 2013), but is both quantitatively tighter and has a dramatically simpler proof. Our lower bounds apply equally to the empirical and population estimation problems. In both cases, our characterizations show that a particular factorization mechanism is approximately optimal, and the optimal sample complexity is bounded from above and below by well studied factorization norms of a matrix associated with the queries.

cs.DS↗

Sticky Brownian Rounding and its Applications to Constraint Satisfaction Problems

Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively studied for more than two decades, resulting in various extensions to the original technique and beautiful algorithms for a wide range of applications. Despite the fact that this approach yields tight approximation guarantees for some problems, e.g., Max-Cut, for many others, e.g., Max-SAT and Max-DiCut, the tight approximation ratio is still unknown. One of the main reasons for this is the fact that very few techniques for rounding semidefinite relaxations are known. In this work, we present a new general and simple method for rounding semi-definite programs, based on Brownian motion. Our approach is inspired by recent results in algorithmic discrepancy theory. We develop and present tools for analyzing our new rounding algorithms, utilizing mathematical machinery from the theory of Brownian motion, complex analysis, and partial differential equations. Focusing on constraint satisfaction problems, we apply our method to several classical problems, including Max-Cut, Max-2SAT, and MaxDiCut, and derive new algorithms that are competitive with the best known results. To illustrate the versatility and general applicability of our approach, we give new approximation algorithms for the Max-Cut problem with side constraints that crucially utilizes measure concentration results for the Sticky Brownian Motion, a feature missing from hyperplane rounding and its generalizations

cs.DS↗

Preconditioning for the Geometric Transportation Problem

In the geometric transportation problem, we are given a collection of points $P$ in $d$-dimensional Euclidean space, and each point is given a supply of $μ(p)$ units of mass, where $μ(p)$ could be a positive or a negative integer, and the total sum of the supplies is $0$. The goal is to find a flow (called a transportation map) that transports $μ(p)$ units from any point $p$ with $μ(p) > 0$, and transports $-μ(p)$ units into any point $p$ with $μ(p) < 0$. Moreover, the flow should minimize the total distance traveled by the transported mass. The optimal value is known as the transportation cost, or the Earth Mover's Distance (from the points with positive supply to those with negative supply). This problem has been widely studied in many fields of computer science: from theoretical work in computational geometry, to applications in computer vision, graphics, and machine learning. In this work we study approximation algorithms for the geometric transportation problem. We give an algorithm which, for any fixed dimension $d$, finds a $(1+\varepsilon)$-approximate transportation map in time nearly-linear in $n$, and polynomial in $\varepsilon^{-1}$ and in the logarithm of the total supply. This is the first approximation scheme for the problem whose running time depends on $n$ as $n\cdot \mathrm{polylog}(n)$. Our techniques combine the generalized preconditioning framework of Sherman, which is grounded in continuous optimization, with simple geometric arguments to first reduce the problem to a minimum cost flow problem on a sparse graph, and then to design a good preconditioner for this latter problem.

cs.DS↗