A Slightly Improved Bound for the KLS Constant
We refine the recent breakthrough technique of Klartag and Lehec to obtain an improved polylogarithmic bound for the KLS constant.
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arXiv subjects
Arun Jambulapati
Publications and source records attributed to Arun Jambulapati.
Chaining, Group Leverage Score Overestimates, and Fast Spectral Hypergraph Sparsification
We present an algorithm that given any $n$-vertex, $m$-edge, rank $r$ hypergraph constructs a spectral sparsifier with $O(n \varepsilon^{-2} \log n \log r)$ hyperedges in nearly-linear $\widetilde{O}(mr)$ time. This improves in both size and efficiency over a line of work (Bansal-Svensson-Trevisan 2019, Kapralov-Krauthgamer-Tardos-Yoshida 2021) for which the previous best size was $O(\min\{n \varepsilon^{-4} \log^3 n,nr^3 \varepsilon^{-2} \log n\})$ and runtime was $\widetilde{O}(mr + n^{O(1)})$. Independent Result: In an independent work, Lee (Lee 2022) also shows how to compute a spectral hypergraph sparsifier with $O(n \varepsilon^{-2} \log n \log r)$ hyperedges.
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RECAPP: Crafting a More Efficient Catalyst for Convex Optimization
The accelerated proximal point algorithm (APPA), also known as "Catalyst", is a well-established reduction from convex optimization to approximate proximal point computation (i.e., regularized minimization). This reduction is conceptually elegant and yields strong convergence rate guarantees. However, these rates feature an extraneous logarithmic term arising from the need to compute each proximal point to high accuracy. In this work, we propose a novel Relaxed Error Criterion for Accelerated Proximal Point (RECAPP) that eliminates the need for high accuracy subproblem solutions. We apply RECAPP to two canonical problems: finite-sum and max-structured minimization. For finite-sum problems, we match the best known complexity, previously obtained by carefully-designed problem-specific algorithms. For minimizing $\max_y f(x,y)$ where $f$ is convex in $x$ and strongly-concave in $y$, we improve on the best known (Catalyst-based) bound by a logarithmic factor.
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Regularized Box-Simplex Games and Dynamic Decremental Bipartite Matching
Box-simplex games are a family of bilinear minimax objectives which encapsulate graph-structured problems such as maximum flow [She17], optimal transport [JST19], and bipartite matching [AJJ+22]. We develop efficient near-linear time, high-accuracy solvers for regularized variants of these games. Beyond the immediate applications of such solvers for computing Sinkhorn distances, a prominent tool in machine learning, we show that these solvers can be used to obtain improved running times for maintaining a (fractional) $ε$-approximate maximum matching in a dynamic decremental bipartite graph against an adaptive adversary. We give a generic framework which reduces this dynamic matching problem to solving regularized graph-structured optimization problems to high accuracy. Through our reduction framework, our regularized box-simplex game solver implies a new algorithm for dynamic decremental bipartite matching in total time $\tilde{O}(m \cdot ε^{-3})$, from an initial graph with $m$ edges and $n$ nodes. We further show how to use recent advances in flow optimization [CKL+22] to improve our runtime to $m^{1 + o(1)} \cdot ε^{-2}$, thereby demonstrating the versatility of our reduction-based approach. These results improve upon the previous best runtime of $\tilde{O}(m \cdot ε^{-4})$ [BGS20] and illustrate the utility of using regularized optimization problem solvers for designing dynamic algorithms.
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Optimal Methods for Higher-Order Smooth Monotone Variational Inequalities
In this work, we present new simple and optimal algorithms for solving the variational inequality (VI) problem for $p^{th}$-order smooth, monotone operators -- a problem that generalizes convex optimization and saddle-point problems. Recent works (Bullins and Lai (2020), Lin and Jordan (2021), Jiang and Mokhtari (2022)) present methods that achieve a rate of $\tilde{O}(ε^{-2/(p+1)})$ for $p\geq 1$, extending results by (Nemirovski (2004)) and (Monteiro and Svaiter (2012)) for $p=1,2$. A drawback to these approaches, however, is their reliance on a line search scheme. We provide the first $p^{\textrm{th}}$-order method that achieves a rate of $O(ε^{-2/(p+1)}).$ Our method does not rely on a line search routine, thereby improving upon previous rates by a logarithmic factor. Building on the Mirror Prox method of Nemirovski (2004), our algorithm works even in the constrained, non-Euclidean setting. Furthermore, we prove the optimality of our algorithm by constructing matching lower bounds. These are the first lower bounds for smooth MVIs beyond convex optimization for $p > 1$. This establishes a separation between solving smooth MVIs and smooth convex optimization, and settles the oracle complexity of solving $p^{\textrm{th}}$-order smooth MVIs.
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Faster Maxflow via Improved Dynamic Spectral Vertex Sparsifiers
We make several advances broadly related to the maintenance of electrical flows in weighted graphs undergoing dynamic resistance updates, including: 1. More efficient dynamic spectral vertex sparsification, achieved by faster length estimation of random walks in weighted graphs using Morris counters [Morris 1978, Nelson-Yu 2020]. 2. A direct reduction from detecting edges with large energy in dynamic electric flows to dynamic spectral vertex sparsifiers. 3. A procedure for turning algorithms for estimating a sequence of vectors under updates from an oblivious adversary to one that tolerates adaptive adversaries via the Gaussian-mechanism from differential privacy. Combining these pieces with modifications to prior robust interior point frameworks gives an algorithm that on graphs with $m$ edges computes a mincost flow with edge costs and capacities in $[1, U]$ in time $\widetilde{O}(m^{3/2-1/58} \log^2 U)$. In prior and independent work, [Axiotis-Mądry-Vladu FOCS 2021] also obtained an improved algorithm for sparse mincost flows on capacitated graphs. Our algorithm implies a $\widetilde{O}(m^{3/2-1/58} \log U)$ time maxflow algorithm, improving over the $\widetilde{O}(m^{3/2-1/328}\log U)$ time maxflow algorithm of [Gao-Liu-Peng FOCS 2021].
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Improved Iteration Complexities for Overconstrained $p$-Norm Regression
In this paper we obtain improved iteration complexities for solving $\ell_p$ regression. We provide methods which given any full-rank $\mathbf{A} \in \mathbb{R}^{n \times d}$ with $n \geq d$, $b \in \mathbb{R}^n$, and $p \geq 2$ solve $\min_{x \in \mathbb{R}^d} \left\|\mathbf{A} x - b\right\|_p$ to high precision in time dominated by that of solving $\widetilde{O}_p(d^{\frac{p-2}{3p-2}})$ linear systems in $\mathbf{A}^\top \mathbf{D} \mathbf{A}$ for positive diagonal matrices $\mathbf{D}$. This improves upon the previous best iteration complexity of $\widetilde{O}_p(n^{\frac{p-2}{3p-2}})$ (Adil, Kyng, Peng, Sachdeva 2019). As a corollary, we obtain an $\widetilde{O}(d^{1/3}ε^{-2/3})$ iteration complexity for approximate $\ell_\infty$ regression. Further, for $q \in (1, 2]$ and dual norm $q = p/(p-1)$ we provide an algorithm that solves $\ell_q$ regression in $\widetilde{O}(d^{\frac{p-2}{2p-2}})$ iterations. To obtain this result we analyze row reweightings (closely inspired by $\ell_p$-norm Lewis weights) which allow a closer connection between $\ell_2$ and $\ell_p$ regression. We provide adaptations of two different iterative optimization frameworks which leverage this connection and yield our results. The first framework is based on iterative refinement and multiplicative weights based width reduction and the second framework is based on highly smooth acceleration. Both approaches yield $\widetilde{O}_p(d^{\frac{p-2}{3p-2}})$ iteration methods but the second has a polynomial dependence on $p$ (as opposed to the exponential dependence of the first algorithm) and provides a new alternative to the previous state-of-the-art methods for $\ell_p$ regression for large $p$.
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Fast and Near-Optimal Diagonal Preconditioning
The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that condition number in a computationally inexpensive way. In this paper, we revisit the decades-old problem of how to best improve $\mathbf{A}$'s condition number by left or right diagonal rescaling. We make progress on this problem in several directions. First, we provide new bounds for the classic heuristic of scaling $\mathbf{A}$ by its diagonal values (a.k.a. Jacobi preconditioning). We prove that this approach reduces $\mathbf{A}$'s condition number to within a quadratic factor of the best possible scaling. Second, we give a solver for structured mixed packing and covering semidefinite programs (MPC SDPs) which computes a constant-factor optimal scaling for $\mathbf{A}$ in $\widetilde{O}(\text{nnz}(\mathbf{A}) \cdot \text{poly}(κ^\star))$ time; this matches the cost of solving the linear system after scaling up to a $\widetilde{O}(\text{poly}(κ^\star))$ factor. Third, we demonstrate that a sufficiently general width-independent MPC SDP solver would imply near-optimal runtimes for the scaling problems we consider, and natural variants concerned with measures of average conditioning. Finally, we highlight connections of our preconditioning techniques to semi-random noise models, as well as applications in reducing risk in several statistical regression models.
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Stochastic Bias-Reduced Gradient Methods
We develop a new primitive for stochastic optimization: a low-bias, low-cost estimator of the minimizer $x_\star$ of any Lipschitz strongly-convex function. In particular, we use a multilevel Monte-Carlo approach due to Blanchet and Glynn to turn any optimal stochastic gradient method into an estimator of $x_\star$ with bias $δ$, variance $O(\log(1/δ))$, and an expected sampling cost of $O(\log(1/δ))$ stochastic gradient evaluations. As an immediate consequence, we obtain cheap and nearly unbiased gradient estimators for the Moreau-Yoshida envelope of any Lipschitz convex function, allowing us to perform dimension-free randomized smoothing. We demonstrate the potential of our estimator through four applications. First, we develop a method for minimizing the maximum of $N$ functions, improving on recent results and matching a lower bound up to logarithmic factors. Second and third, we recover state-of-the-art rates for projection-efficient and gradient-efficient optimization using simple algorithms with a transparent analysis. Finally, we show that an improved version of our estimator would yield a nearly linear-time, optimal-utility, differentially-private non-smooth stochastic optimization method.
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Semi-Streaming Bipartite Matching in Fewer Passes and Optimal Space
We provide $\widetilde{O}(ε^{-1})$-pass semi-streaming algorithms for computing $(1-ε)$-approximate maximum cardinality matchings in bipartite graphs. Our most efficient methods are deterministic and use optimal, $O(n)$, space, improving upon the space complexity of the previous state-of-the-art $\widetilde{O}(ε^{-1})$-pass algorithm of Ahn and Guha. To obtain our results we provide semi-streaming adaptations of more general continuous optimization tools. Further, we leverage these techniques to obtain improvements for streaming variants of approximate linear programming, optimal transport, exact matching, transshipment, and shortest path problems.
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Positive Semidefinite Programming: Mixed, Parallel, and Width-Independent
We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent applications in combinatorial optimization, robust learning, and quantum complexity. The current approximate solvers for positive semidefinite programming can handle only pure packing instances, and technical hurdles prevent their generalization to a wider class of positive instances. For a given multiplicative accuracy of $ε$, our algorithm takes $O(\log^3(ndρ) \cdot ε^{-3})$ parallelizable iterations, where $n$, $d$ are dimensions of the problem and $ρ$ is a width parameter of the instance, generalizing or improving all previous parallel algorithms in the positive linear and semidefinite programming literature. When specialized to pure packing SDPs, our algorithm's iteration complexity is $O(\log^2 (nd) \cdot ε^{-2})$, a slight improvement and derandomization of the state-of-the-art (Allen-Zhu et. al. '16, Peng et. al. '16, Wang et. al. '15). For a wide variety of structured instances commonly found in applications, the iterations of our algorithm run in nearly-linear time. In doing so, we give matrix analytic techniques for overcoming obstacles that have stymied prior approaches to this open problem, as stated in past works (Peng et. al. '16, Mahoney et. al. '16). Crucial to our analysis are a simplification of existing algorithms for mixed positive linear programs, achieved by removing an asymmetry caused by modifying covering constraints, and a suite of matrix inequalities whose proofs are based on analyzing the Schur complements of matrices in a higher dimension. We hope that both our algorithm and techniques open the door to improved solvers for positive semidefinite programming, as well as its applications.
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Robust Regression Revisited: Acceleration and Improved Estimation Rates
We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line of research were based on the robust gradient descent framework of Prasad et. al., a first-order method using biased gradient queries, or the Sever framework of Diakonikolas et. al., an iterative outlier-removal method calling a stationary point finder. We present nearly-linear time algorithms for robust regression problems with improved runtime or estimation guarantees compared to the state-of-the-art. For the general case of smooth GLMs (e.g. logistic regression), we show that the robust gradient descent framework of Prasad et. al. can be accelerated, and show our algorithm extends to optimizing the Moreau envelopes of Lipschitz GLMs (e.g. support vector machines), answering several open questions in the literature. For the well-studied case of robust linear regression, we present an alternative approach obtaining improved estimation rates over prior nearly-linear time algorithms. Interestingly, our method starts with an identifiability proof introduced in the context of the sum-of-squares algorithm of Bakshi and Prasad, which achieved optimal error rates while requiring large polynomial runtime and sample complexity. We reinterpret their proof within the Sever framework and obtain a dramatically faster and more sample-efficient algorithm under fewer distributional assumptions.
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Thinking Inside the Ball: Near-Optimal Minimization of the Maximal Loss
We characterize the complexity of minimizing $\max_{i\in[N]} f_i(x)$ for convex, Lipschitz functions $f_1,\ldots, f_N$. For non-smooth functions, existing methods require $O(Nε^{-2})$ queries to a first-order oracle to compute an $ε$-suboptimal point and $\tilde{O}(Nε^{-1})$ queries if the $f_i$ are $O(1/ε)$-smooth. We develop methods with improved complexity bounds of $\tilde{O}(Nε^{-2/3} + ε^{-8/3})$ in the non-smooth case and $\tilde{O}(Nε^{-2/3} + \sqrt{N}ε^{-1})$ in the $O(1/ε)$-smooth case. Our methods consist of a recently proposed ball optimization oracle acceleration algorithm (which we refine) and a careful implementation of said oracle for the softmax function. We also prove an oracle complexity lower bound scaling as $Ω(Nε^{-2/3})$, showing that our dependence on $N$ is optimal up to polylogarithmic factors.
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Robust Sub-Gaussian Principal Component Analysis and Width-Independent Schatten Packing
We develop two methods for the following fundamental statistical task: given an $ε$-corrupted set of $n$ samples from a $d$-dimensional sub-Gaussian distribution, return an approximate top eigenvector of the covariance matrix. Our first robust PCA algorithm runs in polynomial time, returns a $1 - O(ε\logε^{-1})$-approximate top eigenvector, and is based on a simple iterative filtering approach. Our second, which attains a slightly worse approximation factor, runs in nearly-linear time and sample complexity under a mild spectral gap assumption. These are the first polynomial-time algorithms yielding non-trivial information about the covariance of a corrupted sub-Gaussian distribution without requiring additional algebraic structure of moments. As a key technical tool, we develop the first width-independent solvers for Schatten-$p$ norm packing semidefinite programs, giving a $(1 + ε)$-approximate solution in $O(p\log(\tfrac{nd}ε)ε^{-1})$ input-sparsity time iterations (where $n$, $d$ are problem dimensions).
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Acceleration with a Ball Optimization Oracle
Consider an oracle which takes a point $x$ and returns the minimizer of a convex function $f$ in an $\ell_2$ ball of radius $r$ around $x$. It is straightforward to show that roughly $r^{-1}\log\frac{1}ε$ calls to the oracle suffice to find an $ε$-approximate minimizer of $f$ in an $\ell_2$ unit ball. Perhaps surprisingly, this is not optimal: we design an accelerated algorithm which attains an $ε$-approximate minimizer with roughly $r^{-2/3} \log \frac{1}ε$ oracle queries, and give a matching lower bound. Further, we implement ball optimization oracles for functions with locally stable Hessians using a variant of Newton's method. The resulting algorithm applies to a number of problems of practical and theoretical import, improving upon previous results for logistic and $\ell_\infty$ regression and achieving guarantees comparable to the state-of-the-art for $\ell_p$ regression.
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Towards Optimal Running Times for Optimal Transport
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $μ, ν\in Δ^n$. Given a cost function $C : [n] \times [n] \to \mathbb{R}_{\geq 0}$ where $C(i,j) \leq 1$ quantifies the penalty of transporting a unit of mass from $i$ to $j$, we show how to compute a coupling $X$ between $r$ and $c$ in time $\widetilde{O}\left(n^2 /ε\right)$ whose expected transportation cost is within an additive $ε$ of optimal. This improves upon the previously best known running time for this problem of $\widetilde{O}\left(\text{min}\left\{ n^{9/4}/ε, n^2/ε^2 \right\}\right)$. We achieve our results by providing reductions from optimal transport to canonical optimization problems for which recent algorithmic efforts have provided nearly-linear time algorithms. Leveraging nearly linear time algorithms for solving packing linear programs and for solving the matrix balancing problem, we obtain two separate proofs of our stated running time. Further, one of our algorithms is easily parallelized and can be implemented with depth $\widetilde{O}(1/ε)$. Moreover, we show that further algorithmic improvements to our result would be surprising in the sense that any improvement would yield an $o(n^{2.5})$ algorithm for \textit{maximum cardinality bipartite matching}, for which currently the only known algorithms for achieving such a result are based on fast-matrix multiplication.
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Parallel Reachability in Almost Linear Work and Square Root Depth
In this paper we provide a parallel algorithm that given any $n$-node $m$-edge directed graph and source vertex $s$ computes all vertices reachable from $s$ with $\tilde{O}(m)$ work and $n^{1/2 + o(1)}$ depth with high probability in $n$ . This algorithm also computes a set of $\tilde{O}(n)$ edges which when added to the graph preserves reachability and ensures that the diameter of the resulting graph is at most $n^{1/2 + o(1)}$. Our result improves upon the previous best known almost linear work reachability algorithm due to Fineman which had depth $\tilde{O}(n^{2/3})$. Further, we show how to leverage this algorithm to achieve improved distributed algorithms for single source reachability in the CONGEST model. In particular, we provide a distributed algorithm that given a $n$-node digraph of undirected hop-diameter $D$ solves the single source reachability problem with $\tilde{O}(n^{1/2} + n^{1/3 + o(1)} D^{2/3})$ rounds of the communication in the CONGEST model with high probability in $n$. Our algorithm is nearly optimal whenever $D = O(n^{1/4 - ε})$ for any constant $ε> 0$ and is the first nearly optimal algorithm for general graphs whose diameter is $Ω(n^δ)$ for any constant $δ$.
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A Direct $\tilde{O}(1/ε)$ Iteration Parallel Algorithm for Optimal Transport
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem to additive $ε$ with $\tilde{O}(1/ε)$ parallel depth, and $\tilde{O}\left(n^2/ε\right)$ work. Barring a breakthrough on a long-standing algorithmic open problem, this is optimal for first-order methods. Blanchet et. al. '18, Quanrud '19 obtained similar runtimes through reductions to positive linear programming and matrix scaling. However, these reduction-based algorithms use complicated subroutines which may be deemed impractical due to requiring solvers for second-order iterations (matrix scaling) or non-parallelizability (positive LP). The fastest practical algorithms run in time $\tilde{O}(\min(n^2 / ε^2, n^{2.5} / ε))$ (Dvurechensky et. al. '18, Lin et. al. '19). We bridge this gap by providing a parallel, first-order, $\tilde{O}(1/ε)$ iteration algorithm without worse dependence on dimension, and provide preliminary experimental evidence that our algorithm may enjoy improved practical performance. We obtain this runtime via a primal-dual extragradient method, motivated by recent theoretical improvements to maximum flow (Sherman '17).
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