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Daniel M. Kane

Publications and source records attributed to Daniel M. Kane.

At least 19 recordsLinked to original sources

Beyond Multi-Index Models: Learning Intersections of Degree-2 PTFs

We give an algorithm for PAC learning intersections of $k$ degree-2 polynomial threshold functions over $R^d$ under a Gaussian distribution. Our algorithm achieves classification error $ε$ using $d^{O(k)}2^{O_k(\log^3(1/ε))}$ time and samples, improving over the $d^{O(k^2/ε^2)}$ running time of the polynomial regression approach. To our knowledge, our result is the first to obtain a dimension exponent independent of the accuracy parameter, even for $k=2$. We complement our algorithmic result with an SQ lower bound showing that the complexity dependence of $d^{Ω(k)}$ is unavoidable. Lifting the input to polynomial features turns the target into an intersection of $k$ halfspaces. This suggests using the first two labeled moments for subspace recovery. In the lifted space, however, these moments can reveal nothing. Our starting point is a Gaussian comparison theorem showing that, for sufficiently regular defining quadratics, the labeled moments needed for subspace recovery are approximately preserved. To handle arbitrary defining quadratics, we establish a new structural result showing that every direction with significant resampling influence can be detected through degree-$O(k)$ moments. These results yield an initial $d^{O(k)}2^{\mathrm{poly}_k(1/ε)}$-time learner using adaptive restrictions. To improve the exponential dependence on $1/ε$, we develop a two-stage dimension-reduction approach that avoids the costly adaptive partitioning. After identifying a subspace containing all directions with large influence, we use generalized regularity and Gaussian comparison to recover the remaining relevant quadratic features through a new derivative-based moment operator. The recovered features support an intersection close to the target. Combining them with robust hinge-loss minimization gives our quasipolynomial-time learner.

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Gaussian Partitioning for Reliable Learning of Multi-Index Models

We introduce Gaussian partitioning, an algorithmic primitive for distributions smooth with respect to a Gaussian. It partitions space into polyhedral regions so that almost all mass lies in thin strips restricting a few orthogonal directions. Within each strip, the conditional distribution approximately matches low-degree Gaussian moments in the unrestricted directions. Our construction builds on logconcave partitioning of Diakonikolas, Kane, and Ma (FOCS 2026). Under input marginals smooth with respect to the standard Gaussian, we obtain agnostic learners with error $(1+c)\mathrm{opt}+ε$ for broad classes of Boolean multi-index models, including functions of halfspaces, low-dimensional convex concepts, and low-dimensional polynomial threshold functions. For functions of $k$ halfspaces, both agnostic and testable agnostic learners achieve this error with dimension dependence $d^{\mathrm{poly}(k/c)}$, improving the previous exponential dependence on $k/c$ in the agnostic exponent. For learning from positive examples with imperfect unlabeled data (PUI), we give algorithms and Statistical Query (SQ) lower bounds that qualitatively characterize complexity through Gaussian moment matching. For fixed smoothness and positive-mass parameters, we learn intersections of $k$ halfspaces with dimension dependence $d^{O(\log(k/ε))}$ and matching SQ lower bounds, improving the previous $d^{\mathrm{poly}(1/ε)}$ upper bound even for one halfspace. A general reduction from agnostic reliable learning to PUI yields negative reliable learners for these intersections with the same dimension dependence, for fixed smoothness. Finally, for PQ learning and testable learning with distribution shift, we prove qualitatively optimal SQ lower bounds of $d^{Ω(1/ε^2)}$, even for intersections of two halfspaces with Gaussian training data and arbitrary test distributions.

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Robust Learning of Multi-Index Models under Logconcave Distributions via Weak Partial Learners

We develop a new algorithmic framework for learning Boolean concept classes under logconcave distributions. Our framework applies to broad families of multi-index models and yields significantly faster robust learners than were previously known in these settings. It extends to partial classification and testable learning. Consequently, we obtain improved learners for several fundamental concept classes, including functions of halfspaces and multiclass linear classifiers, under logconcave marginals. Our starting point is a new boosting framework based on weak partial learners. Classical boosting approaches require often-intractable distribution-free weak learners or yield weak approximation guarantees. We show instead that weak learners for partial classification, where labels may be undefined on part of the domain, suffice for strong agnostic learning. The key challenge is that boosting requires a weak learner that succeeds under conditioned distributions that are not guaranteed to be logconcave. To address this, we develop a recursive moment-based partitioning procedure: given a logconcave distribution $X$ and a conditional version $X'$, we partition the space into polynomially many convex regions so that, on most regions, the low-degree moments of $X$ and $X'$ approximately agree. On each good region, a well-behaved multi-index model correlates with a low-degree polynomial, giving a weak hypothesis. Combining these hypotheses yields the required weak learner. A key ingredient of our approach is an efficient method for detecting moment discrepancy. Specifically, we show how to find a low-dimensional subspace that captures any non-trivial discrepancy between $X$ and $X'$, if one exists. Our approach combines spectral analysis of moment tensors with recent progress on isoperimetry for logconcave measures. This discrepancy-finding procedure may be of independent interest.

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Adaptive Robust Confidence Sets in High Dimensions

We study adaptive confidence sets for mean vectors of multivariate Gaussians with identity covariance under Huber contamination when the contamination proportion is unknown. We show that an information-theoretically optimal adaptive confidence set can be constructed by simultaneously quantifying uncertainty across all one-dimensional projections. The resulting confidence set achieves the optimal diameter and reveals a substantial adaptation cost compared with the minimax estimation error. Although statistically optimal, this construction is computationally infeasible. We establish a Statistical Query (SQ) lower bound showing that achieving diameter $O(m^{-1/2})$ requires either exponentially many queries or query tolerance $d^{-Ω(m)}$. Thus, in contrast to robust mean estimation, adaptation to the unknown contamination proportion incurs both a statistical cost and a computational barrier within the SQ framework. Finally, we give a low-degree moment-matching algorithm that constructs an adaptive confidence set using $d^{O(m)}$ samples and time. Its diameter bound contains an additional $O(m^{-1/2})$ term beyond the information-theoretic rate, matching the dependence on $m$ in the SQ lower bound. Together, these results characterize the statistical limits of adaptive robust confidence sets under Huber contamination and quantify a computational barrier within the SQ framework.

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Symmetric Distributions from Shallow Circuits

We characterize the symmetric distributions that can be (approximately) generated by shallow Boolean circuits. More precisely, let $f\colon \{0,1\}^m \to \{0,1\}^n$ be a Boolean function where each output bit depends on at most $d$ input bits. Suppose the output distribution of $f$ evaluated on uniformly random input bits is close in total variation distance to a symmetric distribution $\mathcal{D}$ over $\{0,1\}^n$. Then $\mathcal{D}$ must be close to a mixture of the uniform distribution over $n$-bit strings of even Hamming weight, the uniform distribution over $n$-bit strings of odd Hamming weight, and $γ$-biased product distributions for $γ$ an integer multiple of $2^{-d}$. Moreover, the mixing weights are determined by low-degree, sparse $\mathbb{F}_2$-polynomials. This extends the previous classification for generating symmetric distributions that are also uniform over their support.

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Hard-to-Sample Distributions from Robust Extractors

We provide a unified method for constructing explicit distributions which are difficult for restricted models of computation to generate. Our constructions are based on a new notion of robust extractors, which are extractors that remain sound even when a small number of points violate the min-entropy constraint. Using such objects, we show that for a broad range of sampling models (e.g., low-depth circuits, small-space sources, etc.), every output of the model has distance $1 - o(1)$ from our target distribution, qualitatively recovering essentially all previously known hardness results. Our work extends that of Viola (SICOMP '14), who developed an earlier unified framework based on traditional extractors to rule out sampling with very small error. As a further application of our technique, we leverage a recent extractor construction of Chattopadhyay, Goodman, and Gurumukhani (ITCS '24) to present the first explicit distribution with distance $1 - o(1)$ from the output of any low-degree $\mathbb{F}_2$-polynomial source. We note that a similar bound was obtained concurrently and independently by Khodabandeh and Shinkar (ECCC '26). We also describe a potential avenue toward proving a similar hardness result for $\mathsf{AC^0}[\oplus]$ circuits.

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On the Advantage of Adaptivity for Sampling with Cell Probes

We construct an explicit distribution $\mathbf{D}$ over $\{0,1\}^N$ that exhibits an essentially optimal separation between adaptive and non-adaptive cell-probe sampling. The distribution can be sampled exactly when each output bit is allowed two adaptive probes to an arbitrarily long sequence of independent uniform symbols from $[N]$. In contrast, any non-adaptive sampler requires $\widetildeΩ(N)$ non-adaptive cell probes to generate a distribution with total variation distance less than $1-o(1)$ from $\mathbf{D}$. This provides a $2$-vs-$\widetildeΩ(N)$ separation for sampling with adaptive versus non-adaptive cell probes, improving upon the $2$-vs-$\widetildeΩ(\log N)$ separation of Yu and Zhan (ITCS '24) and the $(\log N)^{O(1)}$-vs-$N^{Ω(1)}$ separation of Alekseev, Göös, Myasnikov, Riazanov, and Sokolov (STOC '26).

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Linear Regression under Missing or Corrupted Coordinates

We study multivariate linear regression under Gaussian covariates in two settings, where data may be erased or corrupted by an adversary under a coordinate-wise budget. In the incomplete data setting, an adversary may inspect the dataset and delete entries in up to an $η$-fraction of samples per coordinate; a strong form of the Missing Not At Random model. In the corrupted data setting, the adversary instead replaces values arbitrarily, and the corruption locations are unknown to the learner. Despite substantial work on missing data, linear regression under such adversarial missingness remains poorly understood, even information-theoretically. Unlike the clean setting, where estimation error vanishes with more samples, here the optimal error remains a positive function of the problem parameters. Our main contribution is to characterize this error up to constant factors across essentially the entire parameter range. Specifically, we establish novel information-theoretic lower bounds on the achievable error that match the error of (computationally efficient) algorithms. A key implication is that, perhaps surprisingly, the optimal error in the missing data setting matches that in the corruption setting-so knowing the corruption locations offers no general advantage.

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High-Dimensional Gaussian Mean Estimation under Realizable Contamination

We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $ε$-contamination model. In this model an adversary can choose a function $r(x)$ between 0 and $ε$ and each sample $x$ goes missing with probability $r(x)$. Recent work Ma et al., 2024 proposed this model as an intermediate-strength setting between Missing Completely At Random (MCAR) -- where missingness is independent of the data -- and Missing Not At Random (MNAR) -- where missingness may depend arbitrarily on the sample values and can lead to non-identifiability issues. That work established information-theoretic upper and lower bounds for mean estimation in the realizable contamination model. Their proposed estimators incur runtime exponential in the dimension, leaving open the possibility of computationally efficient algorithms in high dimensions. In this work, we establish an information-computation gap in the Statistical Query model (and, as a corollary, for Low-Degree Polynomials and PTF tests), showing that algorithms must either use substantially more samples than information-theoretically necessary or incur exponential runtime. We complement our SQ lower bound with an algorithm whose sample-time tradeoff nearly matches our lower bound. Together, these results qualitatively characterize the complexity of Gaussian mean estimation under $ε$-realizable contamination.

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Robust Regression of General ReLUs with Queries

We study the task of agnostically learning general (as opposed to homogeneous) ReLUs under the Gaussian distribution with respect to the squared loss. In the passive learning setting, recent work gave a computationally efficient algorithm that uses $poly(d,1/ε)$ labeled examples and outputs a hypothesis with error $O(opt)+ε$, where $opt$ is the squared loss of the best fit ReLU. Here we focus on the interactive setting, where the learner has some form of query access to the labels of unlabeled examples. Our main result is the first computationally efficient learner that uses $d polylog(1/ε)+\tilde{O}(\min\{1/p, 1/ε\})$ black-box label queries, where $p$ is the bias of the target function, and achieves error $O(opt)+ε$. We complement our algorithmic result by showing that its query complexity bound is qualitatively near-optimal, even ignoring computational constraints. Finally, we establish that query access is essentially necessary to improve on the label complexity of passive learning. Specifically, for pool-based active learning, any active learner requires $\tildeΩ(d/ε)$ labels, unless it draws a super-polynomial number of unlabeled examples.

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Robust Regression with Adaptive Contamination in Response: Optimal Rates and Computational Barriers

We study robust regression under a contamination model in which covariates are clean while the responses may be corrupted in an adaptive manner. Unlike the classical Huber's contamination model, where both covariates and responses may be contaminated and consistent estimation is impossible when the contamination proportion is a non-vanishing constant, it turns out that the clean-covariate setting admits strictly improved statistical guarantees. Specifically, we show that the additional information in the clean covariates can be carefully exploited to construct an estimator that achieves a better estimation rate than that attainable under Huber contamination. In contrast to the Huber model, this improved rate implies consistency even when the contamination is a constant. A matching minimax lower bound is established using Fano's inequality together with the construction of contamination processes that match $m> 2$ distributions simultaneously, extending the previous two-point lower bound argument in Huber's setting. Despite the improvement over the Huber model from an information-theoretic perspective, we provide formal evidence -- in the form of Statistical Query and Low-Degree Polynomial lower bounds -- that the problem exhibits strong information-computation gaps. Our results strongly suggest that the information-theoretic improvements cannot be achieved by polynomial-time algorithms, revealing a fundamental gap between information-theoretic and computational limits in robust regression with clean covariates.

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Sample Complexity Bounds for Robust Mean Estimation with Mean-Shift Contamination

We study the basic task of mean estimation in the presence of mean-shift contamination. In the mean-shift contamination model, an adversary is allowed to replace a small constant fraction of the clean samples by samples drawn from arbitrarily shifted versions of the base distribution. Prior work characterized the sample complexity of this task for the special cases of the Gaussian and Laplace distributions. Specifically, it was shown that consistent estimation is possible in these cases, a property that is provably impossible in Huber's contamination model. An open question posed in earlier work was to determine the sample complexity of mean estimation in the mean-shift contamination model for general base distributions. In this work, we study and essentially resolve this open question. Specifically, we show that, under mild spectral conditions on the characteristic function of the (potentially multivariate) base distribution, there exists a sample-efficient algorithm that estimates the target mean to any desired accuracy. We complement our upper bound with a qualitatively matching sample complexity lower bound. Our techniques make critical use of Fourier analysis, and in particular introduce the notion of a Fourier witness as an essential ingredient of our upper and lower bounds.

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Testable Learning of General Halfspaces under Massart Noise

We study the algorithmic task of testably learning general Massart halfspaces under the Gaussian distribution. In the testable learning setting, the aim is the design of a tester-learner pair satisfying the following properties: (1) if the tester accepts, the learner outputs a hypothesis and a certificate that it achieves near-optimal error, and (2) it is highly unlikely that the tester rejects if the data satisfies the underlying assumptions. Our main result is the first testable learning algorithm for general halfspaces with Massart noise and Gaussian marginals. The complexity of our algorithm is $d^{\mathrm{polylog}(\min\{1/γ, 1/ε\})}$, where $ε$ is the excess error and $γ$ is the bias of the target halfspace, which qualitatively matches the known quasi-polynomial Statistical Query lower bound for the non-testable setting. The analysis of our algorithm hinges on a novel sandwiching polynomial approximation to the sign function with multiplicative error that may be of broader interest.

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Statistical Query Lower Bounds for Smoothed Agnostic Learning

We study the complexity of smoothed agnostic learning, recently introduced by~\cite{CKKMS24}, in which the learner competes with the best classifier in a target class under slight Gaussian perturbations of the inputs. Specifically, we focus on the prototypical task of agnostically learning halfspaces under subgaussian distributions in the smoothed model. The best known upper bound for this problem relies on $L_1$-polynomial regression and has complexity $d^{\tilde{O}(1/σ^2) \log(1/ε)}$, where $σ$ is the smoothing parameter and $ε$ is the excess error. Our main result is a Statistical Query (SQ) lower bound providing formal evidence that this upper bound is close to best possible. In more detail, we show that (even for Gaussian marginals) any SQ algorithm for smoothed agnostic learning of halfspaces requires complexity $d^{Ω(1/σ^{2}+\log(1/ε))}$. This is the first non-trivial lower bound on the complexity of this task and nearly matches the known upper bound. Roughly speaking, we show that applying $L_1$-polynomial regression to a smoothed version of the function is essentially best possible. Our techniques involve finding a moment-matching hard distribution by way of linear programming duality. This dual program corresponds exactly to finding a low-degree approximating polynomial to the smoothed version of the target function (which turns out to be the same condition required for the $L_1$-polynomial regression to work). Our explicit SQ lower bound then comes from proving lower bounds on this approximation degree for the class of halfspaces.

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Rigorous Implications of the Low-Degree Heuristic

Over the past decade, the low-degree heuristic has been used to estimate the algorithmic thresholds for a wide range of average-case planted vs null distinguishing problems. Such results rely on the hypothesis that if the low-degree moments of the planted and null distributions are sufficiently close, then no efficient (noise-tolerant) algorithm can distinguish between them. This hypothesis is appealing due to the simplicity of calculating the low-degree likelihood ratio (LDLR) -- a quantity that measures the similarity between low-degree moments. However, despite sustained interest in the area, it remains unclear whether low-degree indistinguishability actually rules out any interesting class of algorithms. In this work, we initiate the study and develop technical tools for translating LDLR upper bounds to rigorous lower bounds against concrete algorithms. As a consequence, we prove: for any permutation-invariant distribution $\mathsf{P}$, 1. If $\mathsf{P}$ is over $\{0,1\}^n$ and is low-degree indistinguishable from $U = \mathrm{Unif}(\{0,1\}^n)$, then a noisy version of $\mathsf{P}$ is statistically indistinguishable from $U$. 2. If $\mathsf{P}$ is over $\mathbb{R}^n$ and is low-degree indistinguishable from the standard Gaussian ${N}(0, 1)^n$, then no statistic based on symmetric polynomials of degree at most $O(\log n/\log \log n)$ can distinguish between a noisy version of $\mathsf{P}$ from ${N}(0, 1)^n$. 3. If $\mathsf{P}$ is over $\mathbb{R}^{n\times n}$ and is low-degree indistinguishable from ${N}(0,1)^{n\times n}$, then no constant-sized subgraph statistic can distinguish between a noisy version of $\mathsf{P}$ and ${N}(0, 1)^{n\times n}$.

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PTF Testing Lower Bounds for Non-Gaussian Component Analysis

This work studies information-computation gaps for statistical problems. A common approach for providing evidence of such gaps is to show sample complexity lower bounds (that are stronger than the information-theoretic optimum) against natural models of computation. A popular such model in the literature is the family of low-degree polynomial tests. While these tests are defined in such a way that make them easy to analyze, the class of algorithms that they rule out is somewhat restricted. An important goal in this context has been to obtain lower bounds against the stronger and more natural class of low-degree Polynomial Threshold Function (PTF) tests, i.e., any test that can be expressed as comparing some low-degree polynomial of the data to a threshold. Proving lower bounds against PTF tests has turned out to be challenging. Indeed, we are not aware of any non-trivial PTF testing lower bounds in the literature. In this paper, we establish the first non-trivial PTF testing lower bounds for a range of statistical tasks. Specifically, we prove a near-optimal PTF testing lower bound for Non-Gaussian Component Analysis (NGCA). Our NGCA lower bound implies similar lower bounds for a number of other statistical problems. Our proof leverages a connection to recent work on pseudorandom generators for PTFs and recent techniques developed in that context. At the technical level, we develop several tools of independent interest, including novel structural results for analyzing the behavior of low-degree polynomials restricted to random directions.

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Information-Computation Tradeoffs for Noiseless Linear Regression with Oblivious Contamination

We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.\ samples from a distribution $(x, y)$ on $\mathbb{R}^d \times \mathbb{R}$ with $x \sim \mathcal{N}(0,\mathbf{I}_d)$ and $y = x^\top β+ z$, where $z$ is drawn independently of $x$ from an unknown distribution $E$. Moreover, $z$ satisfies $\mathbb{P}_E[z = 0] = α>0$. The goal is to accurately recover the regressor $β$ to small $\ell_2$-error. Ignoring computational considerations, this problem is known to be solvable using $O(d/α)$ samples. On the other hand, the best known polynomial-time algorithms require $Ω(d/α^2)$ samples. Here we provide formal evidence that the quadratic dependence in $1/α$ is inherent for efficient algorithms. Specifically, we show that any efficient Statistical Query algorithm for this task requires VSTAT complexity at least $\tildeΩ(d^{1/2}/α^2)$.

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Quantum Advantage from Sampling Shallow Circuits: Beyond Hardness of Marginals

We construct a family of distributions $\{\mathcal{D}_n\}_n$ with $\mathcal{D}_n$ over $\{0, 1\}^n$ and a family of depth-$7$ quantum circuits $\{C_n\}_n$ such that $\mathcal{D}_n$ is produced exactly by $C_n$ with the all zeros state as input, yet any constant-depth classical circuit with bounded fan-in gates evaluated on any binary product distribution has total variation distance $1 - e^{-Ω(n)}$ from $\mathcal{D}_n$. Moreover, the quantum circuits we construct are geometrically local and use a relatively standard gate set: Hadamard, controlled-phase, CNOT, and Toffoli gates. All previous separations of this type suffer from some undesirable constraint on the classical circuit model or the quantum circuits witnessing the separation. Our family of distributions is inspired by the Parity Halving Problem of Watts, Kothari, Schaeffer, and Tal (STOC, 2019), which built on the work of Bravyi, Gosset, and König (Science, 2018) to separate shallow quantum and classical circuits for relational problems.

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