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Arya Mazumdar

Publications and source records attributed to Arya Mazumdar.

At least 19 recordsLinked to original sources
arXiv2026

Minimax Optimal Estimator and Improved Error Rate for the MLE in Logistic Regression with Gaussian Design

We study finite-sample parameter estimation in logistic regression with Gaussian design, where the goal is to estimate $\mathbf{\theta}^*\in \mathbb{R}^d$ with $R=\|\mathbf{\theta}^*\|_2\ge 1$ from i.i.d. samples $\{(\mathbf{x}_i,y_i)\}_{i=1}^n,$ $\mathbf{x}_i \sim N(0,\mathbf{I}_d)$, $y_i\mid \mathbf{x}_i \sim \mathrm{Bernoulli}((1+\exp(-\mathbf{x}_i^\top \mathbf{\theta}^*))^{-1})$. In this paper, we provide the first minimax optimal estimator, and improve on the best known finite-sample error rate for the maximum likelihood estimator (MLE). These two accomplishments are due to a minimax optimal estimator for the parameter norm $R$. First, we establish the minimax lower bound $\Omega(\sqrt{R^3/n})$ for norm estimation. We then improve the best known norm estimation error rate of the MLE, i.e., $O(\sqrt{R^3d/n})$ from Chardon, Lerasle and Mourtada (2024), to $\tilde{O}(\sqrt{R^3/n}+R^2d/n)$. The additional term, $R^2d/n$, appears to be the intrinsic bias of the MLE, as evidenced by the high-dimensional asymptotic theory of Zhao, Sur and Candes (2022) and numerical examples. We show that, however, this additional term is not information-theoretically necessary. To this end, we construct an efficient debiased norm estimator that achieves the error rate $O(\sqrt{R^3/n})$ and is therefore minimax optimal. Combining this with the optimal direction estimator given by the MLE, we establish the minimax optimal rate $\Theta(\sqrt{Rd/n}+\sqrt{R^3/n})$ for estimating $\mathbf{\theta}^*$, as well as the improved finite-sample error rate $\tilde{O}(\sqrt{Rd/n}+\sqrt{R^3/n}+R^2d/n)$ for the MLE. Numerical experiments demonstrate that the proposed minimax optimal estimators outperform the MLE.

math.ST↗
arXiv2026

On the Role of Normalization in Binary Iterative Hard Thresholding for 1-bit Compressed Sensing

Binary Iterative Hard Thresholding (BIHT) is a simple, yet effective, greedy method for recovering a sparse vector from one-bit sign measurements. In its original form, BIHT performs a ``gradient-descent'' step, followed by hard thresholding. A convergence analysis of this algorithm was left open in the introductory work of [Jac+11] and has remained unresolved for over a decade, with subsequent sharp analyses studying a normalized variant instead, that additionally projects every iterate onto the unit sphere. This paper resolves that gap and characterizes when per-iteration normalization is algorithmically necessary. In the noiseless setting, we prove a universal, sample-optimal convergence theorem for the original BIHT algorithm. Specifically, with $\widetilde O(s/ε)$ measurements, a deterministic finite-time iterate has directional error at most $ε$, simultaneously for every $s$-sparse unit vector. This matches the optimal sample dependence achieved by normalized BIHT in prior work. Thus, in the noiseless regime, per-iterate normalization is unnecessary for optimal recovery. Under sign corruptions, we prove a sharp separation. If at most a $τ$ fraction of signs are flipped adversarially, then BIHT, without per-iterate normalization, still reaches the robust error floor at an early iterate with a matching $\widetilde O(s/ε)$ sample complexity rate as its normalized variant. This recovery, however, is not stable. We prove a scalar lower bound showing that any nontrivial corruption pattern, even one that involves only one flipped sign together with one clean sign, forces the iterates to oscillate indefinitely. Consequently, no general last-iterate convergence theorem can hold for BIHT under sign corruptions, while its normalized surrogate provably escapes this instance.

cs.IT↗
arXiv2026

Near-Optimal Lower Bounds on One-Bit Compressed Sensing of Approximately Sparse Signals

This paper provides the first near-optimal lower bounds for one-bit compressed sensing of approximately sparse signals lying in a scaled $\ell_1$ ball, which is a commonly adopted relaxation of the exactly $k$-sparse assumption. In prior works, the best known upper bounds on uniform Euclidean error are of order $\widetilde{O}((k/m)^{1/3})$, where $m$ is the number of measurements. Under sub-Gaussian matrices, we establish nearly matching lower bounds for both the canonical one-bit compressed sensing model and the uniformly dithered model. Our argument is to first embed a small Euclidean ball into the signal set, which is straightforward for the dithered model but relies on a lifting map for the canonical model, and then construct two signals in this small ball that are separated in Euclidean distance by at least $(k/m)^{1/3}$ (up to logarithmic factor) but are indistinguishable from the binary measurements. Moreover, our argument extends to approximately sparse signals that live in a properly scaled $\ell_q$ ball $(q\in [0,1])$, yielding a lower bound $\widetildeΩ((k/m)^{\frac{2-q}{2+q}})$ that smoothly bridges the cases of exact sparsity ($q=0$) and $\ell_1$ sparsity ($q=1$). Finally, we discuss the extensions of our lower bounds to sub-Weibull matrices, adversarial bit flipping, matrix recovery, and characterize the transition to the non-sparse case.

cs.IT↗
arXiv2026

Clustering with Non-adaptive Subset Queries

Recovering the underlying $k$-clustering of a set $U$ of $n$ points by asking pair-wise same-cluster queries has garnered significant interest in the past few years. Given a query $S \subset U$, $|S|=2$, the oracle returns "yes" if the points are in the same cluster and "no" otherwise. For adaptive algorithms, the query complexity is known to be $Θ(nk)$, while non-adaptive algorithms are extremely limited: even for $k=3$, such algorithms require $Ω(n^2)$ queries, matching the trivial upper bound. However, non-adaptivity is highly desirable since it allows queries to be asked in parallel. To break the quadratic barrier for non-adaptive queries, we study a natural generalization of this problem to subset queries for $|S|>2$, where the oracle returns the number of clusters intersecting $S$. Previous work obtained an $O(n)$ query adaptive algorithm, but the realm of non-adaptive algorithms remained completely unknown. In this paper, we give the first non-adaptive algorithms for clustering with subset queries. Our main result is a non-adaptive algorithm making $O(n \log k \cdot (\log k + \log\log n)^2)$ queries, improving to $O(n \log \log n)$ when $k$ is constant. In addition to non-adaptivity, we make other practical considerations, such as enforcing a bound, $s$, on the query size. We show $Ω(\max(n^2/s^2,n))$ queries are necessary and obtain algorithms making $\smash{\widetilde{O}(n^2k/s^2)}$ queries for any $s \leq \sqrt{n}$ and $\smash{\widetilde{O}(n^2/s)}$ queries for any $s \leq n$. Finally, we obtain improved upper bounds when the clusters are roughly balanced, and when the algorithm is allowed two rounds of adaptivity.

cs.DS↗
arXiv2026

Actively Learning Halfspaces without Synthetic Data

In the classic point location problem, one is given an arbitrary dataset $X \subset \mathbb{R}^d$ of $n$ points with query access to an unknown halfspace $f : \mathbb{R}^d \to \{0,1\}$, and the goal is to learn the label of every point in $X$. This problem is extremely well-studied and a nearly-optimal $\widetilde{O}(d \log n)$ query algorithm is known due to Hopkins-Kane-Lovett-Mahajan (FOCS 2020). However, their algorithm is granted the power to query arbitrary points outside of $X$ (point synthesis), and in fact without this power there is an $Ω(n)$ query lower bound due to Dasgupta (NeurIPS 2004). In this work our goal is to design efficient algorithms for learning halfspaces without point synthesis. To circumvent the $Ω(n)$ lower bound, we consider learning halfspaces whose normal vectors come from a set of size $D$, and show tight bounds of $Θ(D + \log n)$. As a corollary, we obtain an optimal $O(d + \log n)$ query deterministic learner for axis-aligned halfspaces, closing a previous gap of $O(d \log n)$ vs. $Ω(d + \log n)$. In fact, our algorithm solves the more general problem of learning a Boolean function $f$ over $n$ elements which is monotone under at least one of $D$ provided orderings. Our technical insight is to exploit the structure in these orderings to perform a binary search in parallel rather than considering each ordering sequentially, and we believe our approach may be of broader interest. Furthermore, we use our exact learning algorithm to obtain nearly optimal algorithms for PAC-learning. We show that $O(\min(D + \log(1/\varepsilon), 1/\varepsilon) \cdot \log D)$ queries suffice to learn $f$ within error $\varepsilon$, even in a setting when $f$ can be adversarially corrupted on a $c\varepsilon$-fraction of points, for a sufficiently small constant $c$. This bound is optimal up to a $\log D$ factor, including in the realizable setting.

cs.DS↗
arXiv2026

Finite-Sample Performance of Gradient Descent in Logistic Regression with Gaussian Design

We consider the parameter estimation problem in logistic regression with Gaussian design: the estimation of a fixed unknown parameter $θ^*\in \mathbb{R}^d$ ($\|θ^*\|_2\ge 1$) from $n$ i.i.d. samples $\{(x_i,y_i)\}_{i=1}^n$, where $x_i\sim N(0,I_d)$ and $y_i|x_i \sim {\rm Bernoulli}(1/(1+\exp(-x_i^\top θ^*)))$. Our main aim is to characterize the finite-sample estimation performance and convergence behavior of gradient descent (GD) on the maximum likelihood objective (i.e., the logistic loss). Under small $O(1)$ stepsize and $0$ initialization, we show that GD linearly converges to a small neighborhood of $θ^*$ achieving an $\ell_2$ error of order $O(\sqrt{\|θ^*\|_2^5d/n})$. This substantially goes beyond existing theoretical results that lack non-asymptotic estimation error rate and exhibit much slower parameter convergence. We also establish a faster local linear convergence to the same statistical error under a large $Θ(\|θ^*\|_2)$ stepsize. The main technical component is to show that the gradient of the logistic loss satisfies a certain approximate invertibility condition (AIC). To that end, we uniformly control the deviation of the gradient from its population counterpart by covering and peeling arguments, and then show that the population GD is a contraction by a delicate analysis based on the eigenvalues of population Hessian matrices. Finally, we build upon the recent work Matsumoto and Mazumdar (2025) and devise a novel efficient estimator that attains a sharper rate in high dimensions. This indicates that the existing non-asymptotic guarantees exhibit sub-optimal dependence on $\|θ^*\|_2$, and that in many regimes $Θ(\sqrt{\|θ^*\|_2d/n})$ is the tight estimation error rate. Numerical examples are provided to corroborate our theoretical results.

stat.ML↗
arXiv2026

Flatness and Generalization: Learning Multi-Index Models with Homogeneous Neural Networks

A common heuristic used to explain the generalization of first-order gradient methods on non-convex neural networks is that "flat interpolators generalize well" (Hochreiter and Schmidhuber, 1994; Keskar et al., 2017), where flatness can be measured by the trace of the Hessian of the empirical loss. However, Dinh et al. 2017) showed that, using symmetry of the network that can change flatness while keeping the population and empirical losses unchanged, any interpolator can be made sharper or flatter. This result makes the earlier heuristic statement vacuous. In this paper, we show that for learning an unknown multi-index model with $2$-layer non-convex homogeneous neural networks, there is a connection between flatness and generalization, despite the existence of symmetries. This connection pertains to the "flattest" interpolators, i.e., the interpolators that have orderwise minimum flatness among all interpolators. First, we show that there exists a natural class of non-generalizing interpolators whose flatness cannot be made closer to the flattest possible, even using symmetries. Second, we show that for data generated by a sum of single-index models, if the approximation error and label noise are low, any flattest interpolator achieves small population loss, i.e., the flattest interpolators always generalize. This establishes a direct link between flatness and generalization which applies to a large class of activations and realistic data distributions.

stat.ML↗
arXiv2026

Improving Selective Classification with Pairwise Queries for Binary Classification

In selective classification, a model predicts the labels of data samples where it is confident, and abstains from predicting labels for samples on which it is not confident. The rejected samples are often labeled by an expert, which is expensive. The budget for the expert is best utilized when the model has low error on non-rejected samples. However, the estimate of a model's confidence might be inconsistent with the model's predictions, which can lead to high error on non-rejected points. Such situations can readily occur in in-context binary classification by LLMs. To remedy this, we propose making additional pairwise queries to the same model. These pairwise queries can detect high-error samples and be incorporated into selective classification techniques to reduce the error on non-rejected samples. Theoretically, we establish the conditions under which a simple algorithm using pairwise queries outperforms an inconsistent confidence estimate. We support this insight through extensive experiments for $1$ synthetic and $4$ in-context learning-based real binary classification datasets. In all these cases, we show that our algorithms, using pairwise queries, obtain a better accuracy-cost tradeoff than using only the raw confidence estimates, for instance, the LLM's next-token logits.

cs.LG↗
arXiv2026

Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking

Ensuring fairness in algorithmic ranking systems is a critical challenge with significant societal implications for hiring, recommendations, web search, and data management. Standard methods for aggregating multiple preference orders into a consensus ranking may perpetuate and even amplify the lack of representation of underrepresented groups. To address this, recent research has focused on incorporating fairness constraints to ensure the presence of different groups in the top-$k$ positions of the final aggregate ranking. We study two fairness-aware variants under the well-known Spearman footrule, which corresponds to the $L_1$ distance between rankings. First, we address the practically salient task of computing a fair aggregate top-$k$ ranking -- crucial in settings like recommendations and hiring where selection is primarily based on the top-$k$ results -- and present the first optimal algorithm for this problem. Second, we consider fair (full) rank aggregation over all candidates (not specifically on top-$k$). We already know of a $3$-approximation for this fair rank aggregation variant (Wei et al., SIGMOD'22; Chakraborty et al., NeurIPS'22), whereas an exact algorithm exists for the corresponding unconstrained (unfair) version (Dwork et al., WWW'01). Closing the computational gap between fair and unconstrained rank aggregation has remained a tantalizing open problem. We make significant progress by giving a $2$-approximation algorithm for fair (full) rank aggregation, improving substantially over the previous $3$-approximation. Further, we complement our theoretical contributions with experiments on different real-world datasets, which corroborate our theoretical results and demonstrate strong empirical performance relative to state-of-the-art baselines.

cs.DS↗
arXiv2026

Approximate Distributed Coded Computing: Polynomial Codes and Randomized Sketching

Coded computing is a distributed paradigm that uses coding theory to introduce \textit{redundancy} and overcome bottlenecks in large-scale systems. In the same vein, randomized numerical linear algebra employs probabilistic methods to \textit{compress} and accelerate linear algebraic operations, addressing challenges in high-dimensional data analysis. This article reviews the foundations of both fields and presents distributed schemes that combine techniques from both to speed up optimization and machine learning algorithms, in the presence of slow or non-responsive servers. Along the way, we touch on various related topics and mathematical concepts.

cs.DC↗
arXiv2026

On the Theory of Continual Learning with Gradient Descent for Neural Networks

Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of continual learning in a tractable yet representative setting. Specifically, we analyze one-hidden-layer quadratic neural networks trained by gradient descent on a sequence of XOR-cluster datasets with Gaussian noise, where different tasks correspond to clusters with orthogonal means. Our analysis is based on a tight characterization of gradient descent dynamics for the training loss, which yields explicit bounds on the rate of train-time forgetting as functions of the number of iterations, sample size, number of tasks, and hidden-layer width. We then leverage an algorithmic stability framework to bound the generalization gap, leading to corresponding guarantees on test-time forgetting. Together, our results provide the first closed-form guarantees for forgetting in continual learning with neural networks and show how key problem parameters jointly govern forgetting dynamics. Numerical experiments corroborate our theoretical results.

stat.ML↗
arXiv2026

The Noisy Quantitative Group Testing Problem

In this paper, we study the problem of quantitative group testing (QGT) and analyze the performance of three models: the noiseless model, the additive Gaussian noise model, and the noisy Z-channel model. For each model, we analyze two algorithmic approaches: a linear estimator based on correlation scores, and a least squares estimator (LSE). We derive upper bounds on the number of tests required for exact recovery with vanishing error probability, and complement these results with information-theoretic lower bounds. In the additive Gaussian noise setting, our lower and upper bounds match in order.

cs.IT↗
arXiv2026

Effectiveness of Distributed Gradient Descent with Local Steps for Overparameterized Models

In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate communication burden. In this method, gradient steps based on local datasets are taken independently in distributed compute nodes to update the local models, which are then aggregated intermittently. In the interpolation regime, Local-GD can converge to zero training loss. However, with many potential solutions corresponding to zero training loss, it is not known which solution Local-GD converges to. In this work we answer this question by analyzing implicit bias of Local-GD for classification tasks with linearly separable data. For the interpolation regime, our analysis shows that the aggregated global model obtained from Local-GD, with arbitrary number of local steps, converges exactly to the model that would be obtained if all data were in one place (centralized model) ''in direction''. Our result gives the exact rate of convergence to the centralized model with respect to the number of local steps. We also obtain the same implicit bias with a learning rate independent of number of local steps with a modified version of the Local-GD algorithm. Our analysis provides a new view to understand why Local-GD can still perform well with a very large number of local steps even for heterogeneous data. Lastly, we also discuss the extension of our results to Local-SGD and non-separable data.

cs.LG↗
arXiv2026

Collaborative Compressors in Distributed Mean Estimation with Limited Communication Budget

Distributed high dimensional mean estimation is a common aggregation routine used often in distributed optimization methods. Most of these applications call for a communication-constrained setting where vectors, whose mean is to be estimated, have to be compressed before sharing. One could independently encode and decode these to achieve compression, but that overlooks the fact that these vectors are often close to each other. To exploit these similarities, recently Suresh et al., 2022, Jhunjhunwala et al., 2021, Jiang et al, 2023, proposed multiple correlation-aware compression schemes. However, in most cases, the correlations have to be known for these schemes to work. Moreover, a theoretical analysis of graceful degradation of these correlation-aware compression schemes with increasing dissimilarity is limited to only the $\ell_2$-error in the literature. In this paper, we propose four different collaborative compression schemes that agnostically exploit the similarities among vectors in a distributed setting. Our schemes are all simple to implement and computationally efficient, while resulting in big savings in communication. The analysis of our proposed schemes show how the $\ell_2$, $\ell_\infty$ and cosine estimation error varies with the degree of similarity among vectors.

stat.ML↗
arXiv2026

Binary Iterative Hard Thresholding Converges with Optimal Number of Measurements for 1-Bit Compressed Sensing

Compressed sensing has been a very successful high-dimensional signal acquisition and recovery technique that relies on linear operations. However, the actual measurements of signals have to be quantized before storing or processing. 1(One)-bit compressed sensing is a heavily quantized version of compressed sensing, where each linear measurement of a signal is reduced to just one bit: the sign of the measurement. Once enough of such measurements are collected, the recovery problem in 1-bit compressed sensing aims to find the original signal with as much accuracy as possible. The recovery problem is related to the traditional "halfspace-learning" problem in learning theory. For recovery of sparse vectors, a popular reconstruction method from 1-bit measurements is the binary iterative hard thresholding (BIHT) algorithm. The algorithm is a simple projected sub-gradient descent method, and is known to converge well empirically, despite the nonconvexity of the problem. The convergence property of BIHT was not theoretically justified, except with an exorbitantly large number of measurements (i.e., a number of measurement greater than $\max\{k^{10}, 24^{48}, k^{3.5}/ε\}$, where $k$ is the sparsity, $ε$ denotes the approximation error, and even this expression hides other factors). In this paper we show that the BIHT algorithm converges with only $\tilde{O}(\frac{k}ε)$ measurements. Note that, this dependence on $k$ and $ε$ is optimal for any recovery method in 1-bit compressed sensing. With this result, to the best of our knowledge, BIHT is the only practical and efficient (polynomial time) algorithm that requires the optimal number of measurements in all parameters (both $k$ and $ε$). This is also an example of a gradient descent algorithm converging to the correct solution for a nonconvex problem, under suitable structural conditions.

cs.IT↗
arXiv2025

Support Recovery in One-bit Compressed Sensing with Near-Optimal Measurements and Sublinear Time

One-bit compressed sensing (1bCS) addresses the recovery of sparse signals from highly quantized measurements, retaining only the sign of each linear measurement. From a data compression perspective, the one-bit measurements form a compact binary representation of sparse signals. The support recovery problem seeks to recover the support of an unknown signal $x\in\mathbb{R}^n$, $\mathrm{supp}(x)$, from $y=\mathrm{sgn}(Ax)$, where $A\in\mathbb{R}^{m\times n}$ is the measurement matrix and $|\mathrm{supp}(x)|\le k\ll n$. Existing methods seek to minimize the number of measurements but often incur $\Omega(n)$ decoding complexity, limiting their applicability to large-scale problems. We propose new 1bCS schemes that achieve sublinear decoding complexity while maintaining near-optimal measurement bounds. For universal support recovery, our framework provides: (i) exact recovery with $m=O(k^2\log(n/k)\log n)$ measurements and decoding complexity $D=O(km)$, and (ii) $\epsilon$-approximate recovery with $m=O(k\epsilon^{-1}\log(n/k)\log n)$ and $D=O(\epsilon^{-1}m)$. For probabilistic exact recovery, we design a scheme with $m=O(k\log k\log n)$ and $D=O(m)$, achieving vanishing error probability. Our schemes leverage ideas from group testing to achieve near-optimal support compression with substantially reduced decoding complexity.

cs.IT↗
arXiv2025

Distributed Hybrid Sketching for $\ell_2$-Embeddings

Linear algebraic operations are ubiquitous in engineering applications, and arise often in a variety of fields including statistical signal processing and machine learning. With contemporary large datasets, to perform linear algebraic methods and regression tasks, it is necessary to resort to both distributed computations as well as data compression. In this paper, we study \textit{distributed} $\ell_2$-subspace embeddings, a common technique used to efficiently perform linear regression. In our setting, data is distributed across multiple computing nodes and a goal is to minimize communication between the nodes and the coordinator in the distributed centralized network, while maintaining the geometry of the dataset. Furthermore, there is also the concern of keeping the data private and secure from potential adversaries. In this work, we address these issues through randomized sketching, where the key idea is to apply distinct sketching matrices on the local datasets. A novelty of this work is that we also consider \textit{hybrid sketching}, \textit{i.e.} a second sketch is applied on the aggregated locally sketched datasets, for enhanced embedding results. One of the main takeaways of this work is that by hybrid sketching, we can interpolate between the trade-offs that arise in off-the-shelf sketching matrices. That is, we can obtain gains in terms of embedding dimension or multiplication time. Our embedding arguments are also justified numerically.

math.NA↗
arXiv2025

Learning sparse generalized linear models with binary outcomes via iterative hard thresholding

In statistics, generalized linear models (GLMs) are widely used for modeling data and can expressively capture potential nonlinear dependence of the model's outcomes on its covariates. Within the broad family of GLMs, those with binary outcomes, which include logistic and probit regressions, are motivated by common tasks such as binary classification with (possibly) non-separable data. In addition, in modern machine learning and statistics, data is often high-dimensional yet has a low intrinsic dimension, making sparsity constraints in models another reasonable consideration. In this work, we propose to use and analyze an iterative hard thresholding (projected gradient descent on the ReLU loss) algorithm, called binary iterative hard thresholding (BIHT), for parameter estimation in sparse GLMs with binary outcomes. We establish that BIHT is statistically efficient and converges to the correct solution for parameter estimation in a general class of sparse binary GLMs. Unlike many other methods for learning GLMs, including maximum likelihood estimation, generalized approximate message passing, and GLM-tron (Kakade et al. 2011; Bahmani et al. 2016), BIHT does not require knowledge of the GLM's link function, offering flexibility and generality in allowing the algorithm to learn arbitrary binary GLMs. As two applications, logistic and probit regression are additionally studied. In this regard, it is shown that in logistic regression, the algorithm is in fact statistically optimal in the sense that the order-wise sample complexity matches (up to logarithmic factors) the lower bound obtained previously. To the best of our knowledge, this is the first work achieving statistical optimality for logistic regression in all noise regimes with a computationally efficient algorithm. Moreover, for probit regression, our sample complexity is on the same order as that obtained for logistic regression.

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