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Lenka Zdeborova

Publications and source records attributed to Lenka Zdeborova.

At least 19 recordsLinked to original sources

Computational Thresholds in Multi-Modal Learning via the Spiked Matrix-Tensor Model

We study the recovery of multiple high-dimensional signals from two noisy, correlated modalities: a spiked matrix and a spiked tensor sharing a common low-rank structure. This setting generalizes classical spiked matrix and tensor models, unveiling intricate interactions between inference channels and surprising algorithmic behaviors. Notably, while the spiked tensor model is typically intractable at low signal-to-noise ratios, its correlation with the matrix enables efficient recovery via Bayesian Approximate Message Passing, inducing staircase-like phase transitions reminiscent of neural network phenomena. In contrast, empirical risk minimization for joint learning fails: the tensor component obstructs effective matrix recovery, and joint optimization significantly degrades performance, highlighting the limitations of naive multi-modal learning. We show that a simple Sequential Curriculum Learning strategy-first recovering the matrix, then leveraging it to guide tensor recovery-resolves this bottleneck and achieves optimal weak recovery thresholds. This strategy, implementable with spectral methods, emphasizes the critical role of structural correlation and learning order in multi-modal high-dimensional inference.

stat.ML

Asymptotics of SGD in Sequence-Single Index Models and Single-Layer Attention Networks

We study the dynamics of stochastic gradient descent (SGD) for a class of sequence models termed Sequence Single-Index (SSI) models, where the target depends on a single direction in input space applied to a sequence of tokens. This setting generalizes classical single-index models to the sequential domain, encompassing simplified one-layer attention architectures. We derive a closed-form expression for the population loss in terms of a pair of sufficient statistics capturing semantic and positional alignment, and characterize the induced high-dimensional SGD dynamics for these coordinates. Our analysis reveals two distinct training phases: escape from uninformative initialization and alignment with the target subspace, and demonstrates how the sequence length and positional encoding influence convergence speed and learning trajectories. These results provide a rigorous and interpretable foundation for understanding how sequential structure in data can be beneficial for learning with attention-based models.

stat.ML

Rigorous dynamical mean field theory for stochastic gradient descent methods

We prove closed-form equations for the exact high-dimensional asymptotics of a family of first order gradient-based methods, learning an estimator (e.g. M-estimator, shallow neural network, ...) from observations on Gaussian data with empirical risk minimization. This includes widely used algorithms such as stochastic gradient descent (SGD) or Nesterov acceleration. The obtained equations match those resulting from the discretization of dynamical mean-field theory (DMFT) equations from statistical physics when applied to gradient flow. Our proof method allows us to give an explicit description of how memory kernels build up in the effective dynamics, and to include non-separable update functions, allowing datasets with non-identity covariance matrices. Finally, we provide numerical implementations of the equations for SGD with generic extensive batch-size and with constant learning rates.

math-ph

Thresholds of descending algorithms in inference problems

We review recent works on analyzing the dynamics of gradient-based algorithms in a prototypical statistical inference problem. Using methods and insights from the physics of glassy systems, these works showed how to understand quantitatively and qualitatively the performance of gradient-based algorithms. Here we review the key results and their interpretation in non-technical terms accessible to a wide audience of physicists in the context of related works.

cs.LG

Typology of phase transitions in Bayesian inference problems

Many inference problems, notably the stochastic block model (SBM) that generates a random graph with a hidden community structure, undergo phase transitions as a function of the signal-to-noise ratio, and can exhibit hard phases in which optimal inference is information-theoretically possible but computationally challenging. In this paper we refine this description by emphasizing the existence of more generic phase diagrams with a hybrid-hard phase in which it is computationally easy to reach a non-trivial inference accuracy, but computationally hard to match the information theoretically optimal one. We support this discussion by quantitative expansions of the functional cavity equations that describe inference problems on sparse graphs. These expansions shed light on the existence of hybrid-hard phases, for a large class of planted constraint satisfaction problems, and on the question of the tightness of the Kesten-Stigum (KS) bound for the associated tree reconstruction problem. Our results show that the instability of the trivial fixed point is not a generic evidence for the Bayes-optimality of the message passing algorithms. We clarify in particular the status of the symmetric SBM with 4 communities and of the tree reconstruction of the associated Potts model: in the assortative (ferromagnetic) case the KS bound is always tight, whereas in the disassortative (antiferromagnetic) case we exhibit an explicit criterion involving the degree distribution that separates a large degree regime where the KS bound is tight and a low degree regime where it is not. We also investigate the SBM with 2 communities of different sizes, a.k.a. the asymmetric Ising model, and describe quantitatively its computational gap as a function of its asymmetry, and a version of the SBM with 2 groups of communities. We complement this study with numerical simulations of the Belief Propagation algorithm.

cond-mat.dis-nn

Information-theoretic thresholds from the cavity method

Vindicating a sophisticated but non-rigorous physics approach called the cavity method, we establish a formula for the mutual information in statistical inference problems induced by random graphs and we show that the mutual information holds the key to understanding certain important phase transitions in random graph models. We work out several concrete applications of these general results. For instance, we pinpoint the exact condensation phase transition in the Potts antiferromagnet on the random graph, thereby improving prior approximate results [Contucci et al.: Communications in Mathematical Physics 2013]. Further, we prove the conjecture from [Krzakala et al.: PNAS 2007] about the condensation phase transition in the random graph coloring problem for any number $q\geq3$ of colors. Moreover, we prove the conjecture on the information-theoretic threshold in the disassortative stochastic block model [Decelle et al.: Phys. Rev. E 2011]. Additionally, our general result implies the conjectured formula for the mutual information in Low-Density Generator Matrix codes [Montanari: IEEE Transactions on Information Theory 2005].

cs.DM

The large deviations of the whitening process in random constraint satisfaction problems

Random constraint satisfaction problems undergo several phase transitions as the ratio between the number of constraints and the number of variables is varied. When this ratio exceeds the satisfiability threshold no more solutions exist; the satisfiable phase, for less constrained problems, is itself divided in an unclustered regime and a clustered one. In the latter solutions are grouped in clusters of nearby solutions separated in configuration space from solutions of other clusters. In addition the rigidity transition signals the appearance of so-called frozen variables in typical solutions: beyond this threshold most solutions belong to clusters with an extensive number of variables taking the same values in all solutions of the cluster. In this paper we refine the description of this phenomenon by estimating the location of the freezing transition, corresponding to the disappearance of all unfrozen solutions (not only typical ones). We also unveil phase transitions for the existence and uniqueness of locked solutions, in which all variables are frozen. From a technical point of view we characterize atypical solutions with a number of frozen variables different from the typical value via a large deviation study of the dynamics of a stripping process (whitening) that unveils the frozen variables of a solution, building upon recent works on atypical trajectories of the bootstrap percolation dynamics. Our results also bear some relevance from an algorithmic perspective, previous numerical studies having shown that heuristic algorithms of various kinds usually output unfrozen solutions.

cond-mat.dis-nn

Decoding from Pooled Data: Phase Transitions of Message Passing

We consider the problem of decoding a discrete signal of categorical variables from the observation of several histograms of pooled subsets of it. We present an Approximate Message Passing (AMP) algorithm for recovering the signal in the random dense setting where each observed histogram involves a random subset of entries of size proportional to n. We characterize the performance of the algorithm in the asymptotic regime where the number of observations $m$ tends to infinity proportionally to n, by deriving the corresponding State Evolution (SE) equations and studying their dynamics. We initiate the analysis of the multi-dimensional SE dynamics by proving their convergence to a fixed point, along with some further properties of the iterates. The analysis reveals sharp phase transition phenomena where the behavior of AMP changes from exact recovery to weak correlation with the signal as m/n crosses a threshold. We derive formulae for the threshold in some special cases and show that they accurately match experimental behavior.

cs.IT

Decoding from Pooled Data: Sharp Information-Theoretic Bounds

Consider a population consisting of n individuals, each of whom has one of d types (e.g. their blood type, in which case d=4). We are allowed to query this database by specifying a subset of the population, and in response we observe a noiseless histogram (a d-dimensional vector of counts) of types of the pooled individuals. This measurement model arises in practical situations such as pooling of genetic data and may also be motivated by privacy considerations. We are interested in the number of queries one needs to unambiguously determine the type of each individual. In this paper, we study this information-theoretic question under the random, dense setting where in each query, a random subset of individuals of size proportional to n is chosen. This makes the problem a particular example of a random constraint satisfaction problem (CSP) with a "planted" solution. We establish almost matching upper and lower bounds on the minimum number of queries m such that there is no solution other than the planted one with probability tending to 1 as n tends to infinity. Our proof relies on the computation of the exact "annealed free energy" of this model in the thermodynamic limit, which corresponds to the exponential rate of decay of the expected number of solution to this planted CSP. As a by-product of the analysis, we show an identity of independent interest relating the Gaussian integral over the space of Eulerian flows of a graph to its spanning tree polynomial.

math.PR

Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical physics computations, and proven in few specific cases. Here, we show how to rigorously prove the conjectured formula for the symmetric rank-one case. This allows to express the minimal mean-square-error and to characterize the detectability phase transitions in a large set of estimation problems ranging from community detection to sparse PCA. We also show that for a large set of parameters, an iterative algorithm called approximate message-passing is Bayes optimal. There exists, however, a gap between what currently known polynomial algorithms can do and what is expected information theoretically. Additionally, the proof technique has an interest of its own and exploits three essential ingredients: the interpolation method introduced in statistical physics by Guerra, the analysis of the approximate message-passing algorithm and the theory of spatial coupling and threshold saturation in coding. Our approach is generic and applicable to other open problems in statistical estimation where heuristic statistical physics predictions are available.

cs.IT

Phase Transitions in Sparse PCA

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error and the one achieved by AMP in the limit of large sizes. For a special case of rank one and large enough density of non-zeros Deshpande and Montanari [1] proved that AMP is asymptotically optimal. We show that both for low density and for large rank the problem undergoes a series of phase transitions suggesting existence of a region of parameters where estimation is information theoretically possible, but AMP (and presumably every other polynomial algorithm) fails. The analysis of the large rank limit is particularly instructive.

cs.IT

Adaptive Damping and Mean Removal for the Generalized Approximate Message Passing Algorithm

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d sub-Gaussian $A$, GAMP is characterized by a state evolution whose fixed points, when unique, are optimal. For generic $A$, however, GAMP may diverge. In this paper, we propose adaptive damping and mean-removal strategies that aim to prevent divergence. Numerical results demonstrate significantly enhanced robustness to non-zero-mean, rank-deficient, column-correlated, and ill-conditioned $A$.

cs.IT

Bayesian signal reconstruction for 1-bit compressed sensing

The 1-bit compressed sensing framework enables the recovery of a sparse vector x from the sign information of each entry of its linear transformation. Discarding the amplitude information can significantly reduce the amount of data, which is highly beneficial in practical applications. In this paper, we present a Bayesian approach to signal reconstruction for 1-bit compressed sensing, and analyze its typical performance using statistical mechanics. Utilizing the replica method, we show that the Bayesian approach enables better reconstruction than the L1-norm minimization approach, asymptotically saturating the performance obtained when the non-zero entries positions of the signal are known. We also test a message passing algorithm for signal reconstruction on the basis of belief propagation. The results of numerical experiments are consistent with those of the theoretical analysis.

physics.data-an

Variational Free Energies for Compressed Sensing

We consider the variational free energy approach for compressed sensing. We first show that the naïve mean field approach performs remarkably well when coupled with a noise learning procedure. We also notice that it leads to the same equations as those used for iterative thresholding. We then discuss the Bethe free energy and how it corresponds to the fixed points of the approximate message passing algorithm. In both cases, we test numerically the direct optimization of the free energies as a converging sparse-estimationalgorithm.

cs.IT

Performance of simulated annealing in p-spin glasses

We perform careful numerical simulations of slow Monte-Carlo annealings in the dense 3-body spin glass model and compare with the predictions from different theories: thresholds states, isocomplexity, following state. We conclude that while isocomplexity and following state both provide excellent agreement the numerical data, the influence of threshold states -- that is still the most commonly considered theory -- can be excluded from our data.

cond-mat.dis-nn

Model Selection for Degree-corrected Block Models

The proliferation of models for networks raises challenging problems of model selection: the data are sparse and globally dependent, and models are typically high-dimensional and have large numbers of latent variables. Together, these issues mean that the usual model-selection criteria do not work properly for networks. We illustrate these challenges, and show one way to resolve them, by considering the key network-analysis problem of dividing a graph into communities or blocks of nodes with homogeneous patterns of links to the rest of the network. The standard tool for doing this is the stochastic block model, under which the probability of a link between two nodes is a function solely of the blocks to which they belong. This imposes a homogeneous degree distribution within each block; this can be unrealistic, so degree-corrected block models add a parameter for each node, modulating its over-all degree. The choice between ordinary and degree-corrected block models matters because they make very different inferences about communities. We present the first principled and tractable approach to model selection between standard and degree-corrected block models, based on new large-graph asymptotics for the distribution of log-likelihood ratios under the stochastic block model, finding substantial departures from classical results for sparse graphs. We also develop linear-time approximations for log-likelihoods under both the stochastic block model and the degree-corrected model, using belief propagation. Applications to simulated and real networks show excellent agreement with our approximations. Our results thus both solve the practical problem of deciding on degree correction, and point to a general approach to model selection in network analysis.

cs.SI

The condensation transition in random hypergraph 2-coloring

For many random constraint satisfaction problems such as random satisfiability or random graph or hypergraph coloring, the best current estimates of the threshold for the existence of solutions are based on the first and the second moment method. However, in most cases these techniques do not yield matching upper and lower bounds. Sophisticated but non-rigorous arguments from statistical mechanics have ascribed this discrepancy to the existence of a phase transition called condensation that occurs shortly before the actual threshold for the existence of solutions and that affects the combinatorial nature of the problem (Krzakala, Montanari, Ricci-Tersenghi, Semerjian, Zdeborova: PNAS 2007). In this paper we prove for the first time that a condensation transition exists in a natural random CSP, namely in random hypergraph 2-coloring. Perhaps surprisingly, we find that the second moment method breaks down strictly \emph{before} the condensation transition. Our proof also yields slightly improved bounds on the threshold for random hypergraph 2-colorability. We expect that our techniques can be extended to other, related problems such as random k-SAT or random graph k-coloring.

math.CO

Random subcubes as a toy model for constraint satisfaction problems

We present an exactly solvable random-subcube model inspired by the structure of hard constraint satisfaction and optimization problems. Our model reproduces the structure of the solution space of the random k-satisfiability and k-coloring problems, and undergoes the same phase transitions as these problems. The comparison becomes quantitative in the large-k limit. Distance properties, as well the x-satisfiability threshold, are studied. The model is also generalized to define a continuous energy landscape useful for studying several aspects of glassy dynamics.

cs.CC