arXiv subjects

Anindya De

Publications and source records attributed to Anindya De.

At least 37 records · Page 2Linked to original sources

arXiv2021

Approximating Sumset Size

Given a subset $A$ of the $n$-dimensional Boolean hypercube $\mathbb{F}_2^n$, the sumset $A+A$ is the set $\{a+a': a, a' \in A\}$ where addition is in $\mathbb{F}_2^n$. Sumsets play an important role in additive combinatorics, where they feature in many central results of the field. The main result of this paper is a sublinear-time algorithm for the problem of sumset size estimation. In more detail, our algorithm is given oracle access to (the indicator function of) an arbitrary $A \subseteq \mathbb{F}_2^n$ and an accuracy parameter $ε> 0$, and with high probability it outputs a value $0 \leq v \leq 1$ that is $\pm ε$-close to $\mathrm{Vol}(A' + A')$ for some perturbation $A' \subseteq A$ of $A$ satisfying $\mathrm{Vol}(A \setminus A') \leq ε.$ It is easy to see that without the relaxation of dealing with $A'$ rather than $A$, any algorithm for estimating $\mathrm{Vol}(A+A)$ to any nontrivial accuracy must make $2^{Ω(n)}$ queries. In contrast, we give an algorithm whose query complexity depends only on $ε$ and is completely independent of the ambient dimension $n$.

cs.DS↗

arXiv2021

Learning a mixture of two subspaces over finite fields

We study the problem of learning a mixture of two subspaces over $\mathbb{F}_2^n$. The goal is to recover the individual subspaces, given samples from a (weighted) mixture of samples drawn uniformly from the two subspaces $A_0$ and $A_1$. This problem is computationally challenging, as it captures the notorious problem of "learning parities with noise" in the degenerate setting when $A_1 \subseteq A_0$. This is in contrast to the analogous problem over the reals that can be solved in polynomial time (Vidal'03). This leads to the following natural question: is Learning Parities with Noise the only computational barrier in obtaining efficient algorithms for learning mixtures of subspaces over $\mathbb{F}_2^n$? The main result of this paper is an affirmative answer to the above question. Namely, we show the following results: 1. When the subspaces $A_0$ and $A_1$ are incomparable, i.e., $A_0$ and $A_1$ are not contained inside each other, then there is a polynomial time algorithm to recover the subspaces $A_0$ and $A_1$. 2. In the case when $A_1$ is a subspace of $A_0$ with a significant gap in the dimension i.e., $dim(A_1) \le αdim(A_0)$ for $α<1$, there is a $n^{O(1/(1-α))}$ time algorithm to recover the subspaces $A_0$ and $A_1$. Thus, our algorithms imply computational tractability of the problem of learning mixtures of two subspaces, except in the degenerate setting captured by learning parities with noise.

cs.DS↗

arXiv2021

Robust testing of low-dimensional functions

A natural problem in high-dimensional inference is to decide if a classifier $f:\mathbb{R}^n \rightarrow \{-1,1\}$ depends on a small number of linear directions of its input data. Call a function $g: \mathbb{R}^n \rightarrow \{-1,1\}$, a linear $k$-junta if it is completely determined by some $k$-dimensional subspace of the input space. A recent work of the authors showed that linear $k$-juntas are testable. Thus there exists an algorithm to distinguish between: 1. $f: \mathbb{R}^n \rightarrow \{-1,1\}$ which is a linear $k$-junta with surface area $s$, 2. $f$ is $ε$-far from any linear $k$-junta with surface area $(1+ε)s$, where the query complexity of the algorithm is independent of the ambient dimension $n$. Following the surge of interest in noise-tolerant property testing, in this paper we prove a noise-tolerant (or robust) version of this result. Namely, we give an algorithm which given any $c>0$, $ε>0$, distinguishes between 1. $f: \mathbb{R}^n \rightarrow \{-1,1\}$ has correlation at least $c$ with some linear $k$-junta with surface area $s$. 2. $f$ has correlation at most $c-ε$ with any linear $k$-junta with surface area at most $s$. The query complexity of our tester is $k^{\mathsf{poly}(s/ε)}$. Using our techniques, we also obtain a fully noise tolerant tester with the same query complexity for any class $\mathcal{C}$ of linear $k$-juntas with surface area bounded by $s$. As a consequence, we obtain a fully noise tolerant tester with query complexity $k^{O(\mathsf{poly}(\log k/ε))}$ for the class of intersection of $k$-halfspaces (for constant $k$) over the Gaussian space. Our query complexity is independent of the ambient dimension $n$. Previously, no non-trivial noise tolerant testers were known even for a single halfspace.

cs.CC↗

arXiv2020

Quantitative Correlation Inequalities via Semigroup Interpolation

Most correlation inequalities for high-dimensional functions in the literature, such as the Fortuin-Kasteleyn-Ginibre (FKG) inequality and the celebrated Gaussian Correlation Inequality of Royen, are qualitative statements which establish that any two functions of a certain type have non-negative correlation. In this work we give a general approach that can be used to bootstrap many qualitative correlation inequalities for functions over product spaces into quantitative statements. The approach combines a new extremal result about power series, proved using complex analysis, with harmonic analysis of functions over product spaces. We instantiate this general approach in several different concrete settings to obtain a range of new and near-optimal quantitative correlation inequalities, including: $\bullet$ A quantitative version of Royen's celebrated Gaussian Correlation Inequality. Royen (2014) confirmed a conjecture, open for 40 years, stating that any two symmetric, convex sets must be non-negatively correlated under any centered Gaussian distribution. We give a lower bound on the correlation in terms of the vector of degree-2 Hermite coefficients of the two convex sets, analogous to the correlation bound for monotone Boolean functions over $\{0,1\}^n$ obtained by Talagrand (1996). $\bullet$ A quantitative version of the well-known FKG inequality for monotone functions over any finite product probability space, generalizing the quantitative correlation bound for monotone Boolean functions over $\{0,1\}^n$ obtained by Talagrand (1996). The only prior generalization of which we are aware is due to Keller (2008, 2009, 2012), which extended Talagrand's result to product distributions over $\{0,1\}^n$. We also give two different quantitative versions of the FKG inequality for monotone functions over the continuous domain $[0,1]^n$, answering a question of Keller (2009).

math.PR↗

arXiv2020

Polynomial-time trace reconstruction in the low deletion rate regime

In the \emph{trace reconstruction problem}, an unknown source string $x \in \{0,1\}^n$ is transmitted through a probabilistic \emph{deletion channel} which independently deletes each bit with some fixed probability $δ$ and concatenates the surviving bits, resulting in a \emph{trace} of $x$. The problem is to reconstruct $x$ given access to independent traces. Trace reconstruction of arbitrary (worst-case) strings is a challenging problem, with the current state of the art for poly$(n)$-time algorithms being the 2004 algorithm of Batu et al. \cite{BKKM04}. This algorithm can reconstruct an arbitrary source string $x \in \{0,1\}^n$ in poly$(n)$ time provided that the deletion rate $δ$ satisfies $δ\leq n^{-(1/2 + \varepsilon)}$ for some $\varepsilon > 0$. In this work we improve on the result of \cite{BKKM04} by giving a poly$(n)$-time algorithm for trace reconstruction for any deletion rate $δ\leq n^{-(1/3 + \varepsilon)}$. Our algorithm works by alternating an alignment-based procedure, which we show effectively reconstructs portions of the source string that are not "highly repetitive", with a novel procedure that efficiently determines the length of highly repetitive subwords of the source string.

cs.DS↗

arXiv2020

Learning Sums of Independent Random Variables with Sparse Collective Support

We study the learnability of sums of independent integer random variables given a bound on the size of the union of their supports. For $\mathcal{A} \subset \mathbf{Z}_{+}$, a sum of independent random variables with collective support $\mathcal{A}$} (called an $\mathcal{A}$-sum in this paper) is a distribution $\mathbf{S} = \mathbf{X}_1 + \cdots + \mathbf{X}_N$ where the $\mathbf{X}_i$'s are mutually independent (but not necessarily identically distributed) integer random variables with $\cup_i \mathsf{supp}(\mathbf{X}_i) \subseteq \mathcal{A}.$ We give two main algorithmic results for learning such distributions: 1. For the case $| \mathcal{A} | = 3$, we give an algorithm for learning $\mathcal{A}$-sums to accuracy $ε$ that uses $\mathsf{poly}(1/ε)$ samples and runs in time $\mathsf{poly}(1/ε)$, independent of $N$ and of the elements of $\mathcal{A}$. 2. For an arbitrary constant $k \geq 4$, if $\mathcal{A} = \{ a_1,...,a_k\}$ with $0 \leq a_1 < ... < a_k$, we give an algorithm that uses $\mathsf{poly}(1/ε) \cdot \log \log a_k$ samples (independent of $N$) and runs in time $\mathsf{poly}(1/ε, \log a_k).$ We prove an essentially matching lower bound: if $|\mathcal{A}| = 4$, then any algorithm must use $Ω(\log \log a_4) $ samples even for learning to constant accuracy. We also give similar-in-spirit (but quantitatively very different) algorithmic results, and essentially matching lower bounds, for the case in which $\mathcal{A}$ is not known to the learner.

cs.DS↗

arXiv2020

Polynomial-time trace reconstruction in the smoothed complexity model

In the \emph{trace reconstruction problem}, an unknown source string $x \in \{0,1\}^n$ is sent through a probabilistic \emph{deletion channel} which independently deletes each bit with probability $δ$ and concatenates the surviving bits, yielding a \emph{trace} of $x$. The problem is to reconstruct $x$ given independent traces. This problem has received much attention in recent years both in the worst-case setting where $x$ may be an arbitrary string in $\{0,1\}^n$ \cite{DOS17,NazarovPeres17,HHP18,HL18,Chase19} and in the average-case setting where $x$ is drawn uniformly at random from $\{0,1\}^n$ \cite{PeresZhai17,HPP18,HL18,Chase19}. This paper studies trace reconstruction in the \emph{smoothed analysis} setting, in which a ``worst-case'' string $x^{\worst}$ is chosen arbitrarily from $\{0,1\}^n$, and then a perturbed version $\bx$ of $x^{\worst}$ is formed by independently replacing each coordinate by a uniform random bit with probability $σ$. The problem is to reconstruct $\bx$ given independent traces from it. Our main result is an algorithm which, for any constant perturbation rate $0<σ< 1$ and any constant deletion rate $0 < δ< 1$, uses $\poly(n)$ running time and traces and succeeds with high probability in reconstructing the string $\bx$. This stands in contrast with the worst-case version of the problem, for which $\text{exp}(O(n^{1/3}))$ is the best known time and sample complexity \cite{DOS17,NazarovPeres17}. Our approach is based on reconstructing $\bx$ from the multiset of its short subwords and is quite different from previous algorithms for either the worst-case or average-case versions of the problem. The heart of our work is a new $\poly(n)$-time procedure for reconstructing the multiset of all $O(\log n)$-length subwords of any source string $x\in \{0,1\}^n$ given access to traces of $x$.

cs.DS↗

arXiv2020

Reconstructing weighted voting schemes from partial information about their power indices

A number of recent works [Goldberg 2006; O'Donnell and Servedio 2011; De, Diakonikolas, and Servedio 2017; De, Diakonikolas, Feldman, and Servedio 2014] have considered the problem of approximately reconstructing an unknown weighted voting scheme given information about various sorts of ``power indices'' that characterize the level of control that individual voters have over the final outcome. In the language of theoretical computer science, this is the problem of approximating an unknown linear threshold function (LTF) over $\{-1, 1\}^n$ given some numerical measure (such as the function's $n$ ``Chow parameters,'' a.k.a. its degree-1 Fourier coefficients, or the vector of its $n$ Shapley indices) of how much each of the $n$ individual input variables affects the outcome of the function. In this paper we consider the problem of reconstructing an LTF given only partial information about its Chow parameters or Shapley indices; i.e. we are given only the Chow parameters or the Shapley indices corresponding to a subset $S \subseteq [n]$ of the $n$ input variables. A natural goal in this partial information setting is to find an LTF whose Chow parameters or Shapley indices corresponding to indices in $S$ accurately match the given Chow parameters or Shapley indices of the unknown LTF. We refer to this as the Partial Inverse Power Index Problem. Our main results are a polynomial time algorithm for the ($\varepsilon$-approximate) Chow Parameters Partial Inverse Power Index Problem and a quasi-polynomial time algorithm for the ($\varepsilon$-approximate) Shapley Indices Partial Inverse Power Index Problem.

cs.GT↗

arXiv2020

An Efficient PTAS for Stochastic Load Balancing with Poisson Jobs

We give the first polynomial-time approximation scheme (PTAS) for the stochastic load balancing problem when the job sizes follow Poisson distributions. This improves upon the 2-approximation algorithm due to Goel and Indyk (FOCS'99). Moreover, our approximation scheme is an efficient PTAS that has a running time double exponential in $1/ε$ but nearly-linear in $n$, where $n$ is the number of jobs and $ε$ is the target error. Previously, a PTAS (not efficient) was only known for jobs that obey exponential distributions (Goel and Indyk, FOCS'99). Our algorithm relies on several probabilistic ingredients including some (seemingly) new results on scaling and the so-called "focusing effect" of maximum of Poisson random variables which might be of independent interest.

cs.DS↗

arXiv2019

Testing noisy linear functions for sparsity

We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x + \mathrm{noise}$. What is the complexity of deciding whether the target vector $w$ is (approximately) $k$-sparse? The recovery analogue of this problem --- given the promise that $w$ is sparse, find or approximate the vector $w$ --- is the famous sparse recovery problem, with a rich body of work in signal processing, statistics, and computer science. We study the decision version of this problem (i.e.~deciding whether the unknown $w$ is $k$-sparse) from the vantage point of property testing. Our focus is on answering the following high-level question: when is it possible to efficiently test whether the unknown target vector $w$ is sparse versus far-from-sparse using a number of samples which is completely independent of the dimension $n$? We consider the natural setting in which $x$ is drawn from a i.i.d.~product distribution $\mathcal{D}$ over $\mathbb{R}^n$ and the $\mathrm{noise}$ process is independent of the input $x$. As our main result, we give a general algorithm which solves the above-described testing problem using a number of samples which is completely independent of the ambient dimension $n$, as long as $\mathcal{D}$ is not a Gaussian. In fact, our algorithm is fully noise tolerant, in the sense that for an arbitrary $w$, it approximately computes the distance of $w$ to the closest $k$-sparse vector. To complement this algorithmic result, we show that weakening any of our condition makes it information-theoretically impossible for any algorithm to solve the testing problem with fewer than essentially $\log n$ samples.

cs.CC↗

arXiv2019

Kruskal-Katona for convex sets, with applications

The well-known Kruskal-Katona theorem in combinatorics says that (under mild conditions) every monotone Boolean function $f: \{0,1\}^n \to \{0,1\}$ has a nontrivial "density increment." This means that the fraction of inputs of Hamming weight $k+1$ for which $f=1$ is significantly larger than the fraction of inputs of Hamming weight $k$ for which $f=1.$ We prove an analogous statement for convex sets. Informally, our main result says that (under mild conditions) every convex set $K \subset \mathbb{R}^n$ has a nontrivial density increment. This means that the fraction of the radius-$r$ sphere that lies within $K$ is significantly larger than the fraction of the radius-$r'$ sphere that lies within $K$, for $r'$ suitably larger than $r$. For centrally symmetric convex sets we show that our density increment result is essentially optimal. As a consequence of our Kruskal-Katona type theorem, we obtain the first efficient weak learning algorithm for convex sets under the Gaussian distribution. We show that any convex set can be weak learned to advantage $Ω(1/n)$ in $\mathsf{poly}(n)$ time under any Gaussian distribution and that any centrally symmetric convex set can be weak learned to advantage $Ω(1/\sqrt{n})$ in $\mathsf{poly}(n)$ time. We also give an information-theoretic lower bound showing that the latter advantage is essentially optimal for $\mathsf{poly}(n)$ time weak learning algorithms. As another consequence of our Kruskal-Katona theorem, we give the first nontrivial Gaussian noise stability bounds for convex sets at high noise rates. Our results extend the known correspondence between monotone Boolean functions over $ \{0,1\}^n$ and convex bodies in Gaussian space.

cs.CC↗

arXiv2019

Reconstruction under outliers for Fourier-sparse functions

We consider the problem of learning an unknown $f$ with a sparse Fourier spectrum in the presence of outlier noise. In particular, the algorithm has access to a noisy oracle for (an unknown) $f$ such that (i) the Fourier spectrum of $f$ is $k$-sparse; (ii) at any query point $x$, the oracle returns $y$ such that with probability $1-ρ$, $|y-f(x)| \le ε$. However, with probability $ρ$, the error $y-f(x)$ can be arbitrarily large. We study Fourier sparse functions over both the discrete cube $\{0,1\}^n$ and the torus $[0,1)$ and for both these domains, we design efficient algorithms which can tolerate any $ρ<1/2$ fraction of outliers. We note that the analogous problem for low-degree polynomials has recently been studied in several works~[AK03, GZ16, KKP17] and similar algorithmic guarantees are known in that setting. While our main results pertain to the case where the location of the outliers, i.e., $x$ such that $|y-f(x)|>ε$ is randomly distributed, we also study the case where the outliers are adversarially located. In particular, we show that over the torus, assuming that the Fourier transform satisfies a certain \emph{granularity} condition, there is a sample efficient algorithm to tolerate $ρ=Ω(1)$ fraction of outliers and further, that this is not possible without such a granularity condition. Finally, while not the principal thrust, our techniques also allow us non-trivially improve on learning low-degree functions $f$ on the hypercube in the presence of adversarial outlier noise. Our techniques combine a diverse array of tools from compressive sensing, sparse Fourier transform, chaining arguments and complex analysis.

cs.DS↗

arXiv2019

Learning from satisfying assignments under continuous distributions

What kinds of functions are learnable from their satisfying assignments? Motivated by this simple question, we extend the framework of De, Diakonikolas, and Servedio [DDS15], which studied the learnability of probability distributions over $\{0,1\}^n$ defined by the set of satisfying assignments to "low-complexity" Boolean functions, to Boolean-valued functions defined over continuous domains. In our learning scenario there is a known "background distribution" $\mathcal{D}$ over $\mathbb{R}^n$ (such as a known normal distribution or a known log-concave distribution) and the learner is given i.i.d. samples drawn from a target distribution $\mathcal{D}_f$, where $\mathcal{D}_f$ is $\mathcal{D}$ restricted to the satisfying assignments of an unknown low-complexity Boolean-valued function $f$. The problem is to learn an approximation $\mathcal{D}'$ of the target distribution $\mathcal{D}_f$ which has small error as measured in total variation distance. We give a range of efficient algorithms and hardness results for this problem, focusing on the case when $f$ is a low-degree polynomial threshold function (PTF). When the background distribution $\mathcal{D}$ is log-concave, we show that this learning problem is efficiently solvable for degree-1 PTFs (i.e.,~linear threshold functions) but not for degree-2 PTFs. In contrast, when $\mathcal{D}$ is a normal distribution, we show that this learning problem is efficiently solvable for degree-2 PTFs but not for degree-4 PTFs. Our hardness results rely on standard assumptions about secure signature schemes.

cs.DS↗

arXiv2019

Junta correlation is testable

The problem of tolerant junta testing is a natural and challenging problem which asks if the property of a function having some specified correlation with a $k$-Junta is testable. In this paper we give an affirmative answer to this question: We show that given distance parameters $\frac{1}{2} >c_u>c_{\ell} \ge 0$, there is a tester which given oracle access to $f:\{-1,1\}^n \rightarrow \{-1,1\}$, with query complexity $ 2^k \cdot \mathsf{poly}(k,1/|c_u-c_{\ell}|)$ and distinguishes between the following cases: $\mathbf{1.}$ The distance of $f$ from any $k$-junta is at least $c_u$; $\mathbf{2.}$ There is a $k$-junta $g$ which has distance at most $c_\ell$ from $f$. This is the first non-trivial tester (i.e., query complexity is independent of $n$) which works for all $1/2 > c_u > c_\ell \ge 0$. The best previously known results by Blais \emph{et~ al.}, required $c_u \ge 16 c_\ell$. In fact, with the same query complexity, we accomplish the stronger goal of identifying the most correlated $k$-junta, up to permutations of the coordinates. We can further improve the query complexity to $\mathsf{poly}(k, 1/|c_u-c_{\ell}|)$ for the (weaker) task of distinguishing between the following cases: $\mathbf{1.}$ The distance of $f$ from any $k'$-junta is at least $c_u$. $\mathbf{2.}$ There is a $k$-junta $g$ which is at a distance at most $c_\ell$ from $f$. Here $k'=O(k^2/|c_u-c_\ell|)$. Our main tools are Fourier analysis based algorithms that simulate oracle access to influential coordinates of functions.

cs.CC↗

arXiv2018

Density estimation for shift-invariant multidimensional distributions

We study density estimation for classes of shift-invariant distributions over $\mathbb{R}^d$. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any direction. Shift-invariance relaxes smoothness assumptions commonly used in non-parametric density estimation to allow jump discontinuities. The different classes of distributions that we consider correspond to different rates of tail decay. For each such class we give an efficient algorithm that learns any distribution in the class from independent samples with respect to total variation distance. As a special case of our general result, we show that $d$-dimensional shift-invariant distributions which satisfy an exponential tail bound can be learned to total variation distance error $ε$ using $\tilde{O}_d(1/ ε^{d+2})$ examples and $\tilde{O}_d(1/ ε^{2d+2})$ time. This implies that, for constant $d$, multivariate log-concave distributions can be learned in $\tilde{O}_d(1/ε^{2d+2})$ time using $\tilde{O}_d(1/ε^{d+2})$ samples, answering a question of [Diakonikolas, Kane and Stewart, 2016] All of our results extend to a model of noise-tolerant density estimation using Huber's contamination model, in which the target distribution to be learned is a $(1-ε,ε)$ mixture of some unknown distribution in the class with some other arbitrary and unknown distribution, and the learning algorithm must output a hypothesis distribution with total variation distance error $O(ε)$ from the target distribution. We show that our general results are close to best possible by proving a simple $Ω\left(1/ε^d\right)$ information-theoretic lower bound on sample complexity even for learning bounded distributions that are shift-invariant.

cs.LG↗

arXiv2018

Learning sparse mixtures of rankings from noisy information

We study the problem of learning an unknown mixture of $k$ rankings over $n$ elements, given access to noisy samples drawn from the unknown mixture. We consider a range of different noise models, including natural variants of the "heat kernel" noise framework and the Mallows model. For each of these noise models we give an algorithm which, under mild assumptions, learns the unknown mixture to high accuracy and runs in $n^{O(\log k)}$ time. The best previous algorithms for closely related problems have running times which are exponential in $k$.

cs.LG↗

arXiv2018

Is your function low-dimensional?

We study the problem of testing if a function depends on a small number of linear directions of its input data. We call a function $f$ a linear $k$-junta if it is completely determined by some $k$-dimensional subspace of the input space. In this paper, we study the problem of testing whether a given $n$ variable function $f : \mathbb{R}^n \to \{0,1\}$, is a linear $k$-junta or $ε$-far from all linear $k$-juntas, where the closeness is measured with respect to the Gaussian measure on $\mathbb{R}^n$. Linear $k$-juntas are a common generalization of two fundamental classes from Boolean function analysis (both of which have been studied in property testing) $\textbf{1.}$ $k$- juntas which are functions on the Boolean cube which depend on at most k of the variables and $\textbf{2.}$ intersection of $k$ halfspaces, a fundamental geometric concept class. We show that the class of linear $k$-juntas is not testable, but adding a surface area constraint makes it testable: we give a $\mathsf{poly}(k \cdot s/ε)$-query non-adaptive tester for linear $k$-juntas with surface area at most $s$. We show that the polynomial dependence on $s$ is necessary. Moreover, we show that if the function is a linear $k$-junta with surface area at most $s$, we give a $(s \cdot k)^{O(k)}$-query non-adaptive algorithm to learn the function up to a rotation of the basis. In particular, this implies that we can test the class of intersections of $k$ halfspaces in $\mathbb{R}^n$ with query complexity independent of $n$.

cs.CC↗

arXiv2017

Boolean function analysis meets stochastic optimization: An approximation scheme for stochastic knapsack

The stochastic knapsack problem is the stochastic variant of the classical knapsack problem in which the algorithm designer is given a a knapsack with a given capacity and a collection of items where each item is associated with a profit and a probability distribution on its size. The goal is to select a subset of items with maximum profit and violate the capacity constraint with probability at most $p$ (referred to as the overflow probability). While several approximation algorithms have been developed for this problem, most of these algorithms relax the capacity constraint of the knapsack. In this paper, we design efficient approximation schemes for this problem without relaxing the capacity constraint. (i) Our first result is in the case when item sizes are Bernoulli random variables. In this case, we design a (nearly) fully polynomial time approximation scheme (FPTAS) which only relaxes the overflow probability. (ii) Our second result generalizes the first result to the case when all the item sizes are supported on a (common) set of constant size. (iii) Our third result is in the case when item sizes are so-called "hypercontractive" random variables i.e., random variables whose second and fourth moments are within constant factors of each other. In other words, the kurtosis of the random variable is upper bounded by a constant. Crucially, all of our algorithms meet the capacity constraint exactly, a result which was previously known only when the item sizes were Poisson or Gaussian random variables. Our results rely on new connections between Boolean function analysis and stochastic optimization. We believe that these ideas and techniques may prove to be useful in other stochastic optimization problems as well.

cs.DS↗