arXiv subjects

Mingda Qiao

Publications and source records attributed to Mingda Qiao.

At least 19 recordsLinked to original sources

arXiv2026

Testing Unate Distributions

We initiate the study of *unate distributions* over $\{\pm1\}^n$ -- a natural analogue of unate Boolean functions -- by considering two basic testing problems that parallel well-studied questions for monotone distributions: - Uniformity Testing of Unate Distributions: We show that $\widetilde{\Theta}(n^{3/2})$ samples are sufficient and necessary, in contrast to the $\widetilde{\Theta}(n)$ sample complexity of the analogous problem for monotone distributions (Rubinfeld and Servedio, STOC 2005; Adamaszek, Czumaj, and Sohler, SODA 2010). - Unateness Testing of Arbitrary Distributions: We give a tester that uses $\widetilde{O}(n^{3/2})$ conditional samples in the subcube conditional model. On the other hand, every tester that draws conditional samples in a similar fashion, namely from $O(1)$-dimensional subcubes, must have an $\widetilde{\Omega}(n^{2/3})$ complexity. In the same model, the complexity of monotonicity testing was recently shown to be $\widetilde{\Theta}(n)$ (Chakrabarty et al., STOC 2025). Our algorithms for both problems significantly outperform the naive approach of reducing to the monotone case, which would incur $\Omega(n^2)$ sample complexity. Our uniformity tester relies on a subroutine that "weakly" learns the hidden orientations of a unate distribution, together with a new correlation bound for these estimates. Both tools may be of independent interest in studying monotonicity and unateness over $\{\pm1\}^n$.

cs.DS↗

arXiv2026

Computational and Statistical Hardness of Calibration Distance

The distance from calibration, introduced by B{\l}asiok, Gopalan, Hu, and Nakkiran (STOC 2023), has recently emerged as a central measure of miscalibration for probabilistic predictors. We study the fundamental problems of computing and estimating this quantity, given either an exact description of the data distribution or only sample access to it. We give an efficient algorithm that exactly computes the calibration distance when the distribution has a uniform marginal and noiseless labels, which improves the $O(1/\sqrt{|\mathcal{X}|})$ additive approximation of Qiao and Zheng (COLT 2024) for this special case. Perhaps surprisingly, the problem becomes $\mathsf{NP}$-hard when either of the two assumptions is removed. We extend our algorithm to a polynomial-time approximation scheme for the general case. For the estimation problem, we show that $\Theta(1/\epsilon^3)$ samples are sufficient and necessary for the empirical calibration distance to be upper bounded by the true distance plus $\epsilon$. In contrast, a polynomial dependence on the domain size -- incurred by the learning-based baseline -- is unavoidable for two-sided estimation. Our positive results are based on simple sparsifications of both the distribution and the target predictor, which significantly reduce the search space for computation and lead to stronger concentration for the estimation problem. To prove the hardness results, we introduce new techniques for certifying lower bounds on the calibration distance -- a problem that is hard in general due to its $\textsf{co-NP}$-completeness.

cs.DS↗

arXiv2025

Limitations of Membership Queries in Testable Learning

Membership queries (MQ) often yield speedups for learning tasks, particularly in the distribution-specific setting. We show that in the \emph{testable learning} model of Rubinfeld and Vasilyan [RV23], membership queries cannot decrease the time complexity of testable learning algorithms beyond the complexity of sample-only distribution-specific learning. In the testable learning model, the learner must output a hypothesis whenever the data distribution satisfies a desired property, and if it outputs a hypothesis, the hypothesis must be near-optimal. We give a general reduction from sample-based \emph{refutation} of boolean concept classes, as presented in [Vadhan17, KL18], to testable learning with queries (TL-Q). This yields lower bounds for TL-Q via the reduction from learning to refutation given in [KL18]. The result is that, relative to a concept class and a distribution family, no $m$-sample TL-Q algorithm can be super-polynomially more time-efficient than the best $m$-sample PAC learner. Finally, we define a class of ``statistical'' MQ algorithms that encompasses many known distribution-specific MQ learners, such as those based on influence estimation or subcube-conditional statistical queries. We show that TL-Q algorithms in this class imply efficient statistical-query refutation and learning algorithms. Thus, combined with known SQ dimension lower bounds, our results imply that these efficient membership query learners cannot be made testable.

cs.LG↗

arXiv2025

Sample-Adaptivity Tradeoff in On-Demand Sampling

We study the tradeoff between sample complexity and round complexity in on-demand sampling, where the learning algorithm adaptively samples from $k$ distributions over a limited number of rounds. In the realizable setting of Multi-Distribution Learning (MDL), we show that the optimal sample complexity of an $r$-round algorithm scales approximately as $dk^{\Theta(1/r)} / \epsilon$. For the general agnostic case, we present an algorithm that achieves near-optimal sample complexity of $\widetilde O((d + k) / \epsilon^2)$ within $\widetilde O(\sqrt{k})$ rounds. Of independent interest, we introduce a new framework, Optimization via On-Demand Sampling (OODS), which abstracts the sample-adaptivity tradeoff and captures most existing MDL algorithms. We establish nearly tight bounds on the round complexity in the OODS setting. The upper bounds directly yield the $\widetilde O(\sqrt{k})$-round algorithm for agnostic MDL, while the lower bounds imply that achieving sub-polynomial round complexity would require fundamentally new techniques that bypass the inherent hardness of OODS.

cs.LG↗

arXiv2025

No Price Tags? No Problem: Query Strategies for Unpriced Information

The classic *priced query model*, introduced by Charikar et al. (STOC 2000), captures the task of computing a known function on an unknown input when each input variable can only be revealed by paying an associated cost. The goal is to design a query strategy that determines the function's value while minimizing the total cost incurred. However, all prior work in this model assumes complete advance knowledge of the query costs -- an assumption that fails in many realistic settings. We introduce a variant of the priced query model that explicitly handles *unknown* variable costs. We prove a separation from the traditional priced query model, showing that uncertainty in variable costs imposes an unavoidable overhead for every query strategy. Despite this, we design strategies that essentially match our lower bound and are competitive with the best cost-aware strategies for arbitrary Boolean functions. Our results build on a recent connection between priced query strategies and the analysis of Boolean functions, and draw techniques from online algorithms.

cs.DS↗

arXiv2025

Online Prediction with Limited Selectivity

Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional assumptions or expert advice, yet these results rely on that the forecaster may predict at any time. We introduce a model of Prediction with Limited Selectivity (PLS) where the forecaster can start the prediction only on a subset of the time horizon. We study the optimal prediction error both on an instance-by-instance basis and via an average-case analysis. We introduce a complexity measure that gives instance-dependent bounds on the optimal error. For a randomly-generated PLS instance, these bounds match with high probability.

cs.LG↗

arXiv2025

Truthfulness of Decision-Theoretic Calibration Measures

Calibration measures quantify how much a forecaster's predictions violates calibration, which requires that forecasts are unbiased conditioning on the forecasted probabilities. Two important desiderata for a calibration measure are its decision-theoretic implications (i.e., downstream decision-makers that best-respond to the forecasts are always no-regret) and its truthfulness (i.e., a forecaster approximately minimizes error by always reporting the true probabilities). Existing measures satisfy at most one of the properties, but not both. We introduce a new calibration measure termed subsampled step calibration, $\mathsf{StepCE}^{\textsf{sub}}$, that is both decision-theoretic and truthful. In particular, on any product distribution, $\mathsf{StepCE}^{\textsf{sub}}$ is truthful up to an $O(1)$ factor whereas prior decision-theoretic calibration measures suffer from an $e^{-\Omega(T)}$-$\Omega(\sqrt{T})$ truthfulness gap. Moreover, in any smoothed setting where the conditional probability of each event is perturbed by a noise of magnitude $c > 0$, $\mathsf{StepCE}^{\textsf{sub}}$ is truthful up to an $O(\sqrt{\log(1/c)})$ factor, while prior decision-theoretic measures have an $e^{-\Omega(T)}$-$\Omega(T^{1/3})$ truthfulness gap. We also prove a general impossibility result for truthful decision-theoretic forecasting: any complete and decision-theoretic calibration measure must be discontinuous and non-truthful in the non-smoothed setting.

cs.LG↗

arXiv2025

Optimal $k$-Secretary with Logarithmic Memory

We study memory-bounded algorithms for the $k$-secretary problem. The algorithm of Kleinberg (SODA 2005) achieves an optimal competitive ratio of $1 - O(1/\sqrt{k})$, yet a straightforward implementation requires $\Omega(k)$ memory. Our main result is a $k$-secretary algorithm that matches the optimal competitive ratio using $O(\log k)$ words of memory. We prove this result by establishing a general reduction from $k$-secretary to (random-order) quantile estimation, the problem of finding the $k$-th largest element in a stream. We show that a quantile estimation algorithm with an $O(k^{\alpha})$ expected error (in terms of the rank) gives a $(1 - O(1/k^{1-\alpha}))$-competitive $k$-secretary algorithm with $O(1)$ extra words. We then introduce a new quantile estimation algorithm that achieves an $O(\sqrt{k})$ expected error bound using $O(\log k)$ memory. Of independent interest, we give a different algorithm that uses $O(\sqrt{k})$ words and finds the $k$-th largest element exactly with high probability, generalizing a result of Munro and Paterson (1980).

cs.DS↗

arXiv2024

Leakage-Robust Bayesian Persuasion

This paper introduces leakage-robust Bayesian persuasion. Situated between public Bayesian persuasion [KG11] (and its multi-receiver variants [CCG23, Xu20]) and private Bayesian persuasion [AB19], it considers settings where one or more signals sent privately by a sender to receivers may be leaked. We design leakage-robust Bayesian persuasion schemes and quantify the price of robustness using two formalisms: - The first notion, $k$-worst-case persuasiveness, requires a signaling scheme to remain persuasive whenever each receiver observes at most $k$ leaked signals from other receivers. Relative to optimal private persuasion, the Price of Robust Persuasiveness ($\mathsf{PoRP}_k$) is $\Theta(\min{2^k,n})$ for supermodular sender utilities and $\Theta(k)$ for submodular or XOS sender utilities, where $n$ is the number of receivers. In some instances, $\Theta(\log k)$ leakages are sufficient for the utility of the optimal leakage-robust persuasion to degenerate to that of public persuasion. - The second notion, expected downstream utility robustness, relaxes the persuasiveness requirement and instead analyzes sender's utility when receivers best respond to their observations. We quantify the Price of Robust Downstream Utility ($\mathsf{PoRU}$) as the gap between the expected sender utility over the randomness in the leakage pattern as compared to private persuasion. For several natural and structured distributions of leakage patterns, we show that $\mathsf{PoRU}$ improves on $\mathsf{PoRP}$, becoming $\Theta(k)$ or even $\Theta(1)$, where $k$ is the maximum number of leaked signals observable to each receiver across leakage patterns in the distribution. En route to these results, we show that subsampling and masking serve as general-purpose algorithmic paradigms for transforming private persuasion schemes into leakage-robust schemes, with minmax-optimal loss in sender utility.

cs.GT↗

arXiv2024

Truthfulness of Calibration Measures

We initiate the study of the truthfulness of calibration measures in sequential prediction. A calibration measure is said to be truthful if the forecaster (approximately) minimizes the expected penalty by predicting the conditional expectation of the next outcome, given the prior distribution of outcomes. Truthfulness is an important property of calibration measures, ensuring that the forecaster is not incentivized to exploit the system with deliberate poor forecasts. This makes it an essential desideratum for calibration measures, alongside typical requirements, such as soundness and completeness. We conduct a taxonomy of existing calibration measures and their truthfulness. Perhaps surprisingly, we find that all of them are far from being truthful. That is, under existing calibration measures, there are simple distributions on which a polylogarithmic (or even zero) penalty is achievable, while truthful prediction leads to a polynomial penalty. Our main contribution is the introduction of a new calibration measure termed the Subsampled Smooth Calibration Error (SSCE) under which truthful prediction is optimal up to a constant multiplicative factor.

cs.LG↗

arXiv2024

On the Distance from Calibration in Sequential Prediction

We study a sequential binary prediction setting where the forecaster is evaluated in terms of the calibration distance, which is defined as the $L_1$ distance between the predicted values and the set of predictions that are perfectly calibrated in hindsight. This is analogous to a calibration measure recently proposed by Błasiok, Gopalan, Hu and Nakkiran (STOC 2023) for the offline setting. The calibration distance is a natural and intuitive measure of deviation from perfect calibration, and satisfies a Lipschitz continuity property which does not hold for many popular calibration measures, such as the $L_1$ calibration error and its variants. We prove that there is a forecasting algorithm that achieves an $O(\sqrt{T})$ calibration distance in expectation on an adversarially chosen sequence of $T$ binary outcomes. At the core of this upper bound is a structural result showing that the calibration distance is accurately approximated by the lower calibration distance, which is a continuous relaxation of the former. We then show that an $O(\sqrt{T})$ lower calibration distance can be achieved via a simple minimax argument and a reduction to online learning on a Lipschitz class. On the lower bound side, an $Ω(T^{1/3})$ calibration distance is shown to be unavoidable, even when the adversary outputs a sequence of independent random bits, and has an additional ability to early stop (i.e., to stop producing random bits and output the same bit in the remaining steps). Interestingly, without this early stopping, the forecaster can achieve a much smaller calibration distance of $\mathrm{polylog}(T)$.

cs.LG↗

arXiv2024

Collaborative Learning with Different Labeling Functions

We study a variant of Collaborative PAC Learning, in which we aim to learn an accurate classifier for each of the $n$ data distributions, while minimizing the number of samples drawn from them in total. Unlike in the usual collaborative learning setup, it is not assumed that there exists a single classifier that is simultaneously accurate for all distributions. We show that, when the data distributions satisfy a weaker realizability assumption, which appeared in [Crammer and Mansour, 2012] in the context of multi-task learning, sample-efficient learning is still feasible. We give a learning algorithm based on Empirical Risk Minimization (ERM) on a natural augmentation of the hypothesis class, and the analysis relies on an upper bound on the VC dimension of this augmented class. In terms of the computational efficiency, we show that ERM on the augmented hypothesis class is NP-hard, which gives evidence against the existence of computationally efficient learners in general. On the positive side, for two special cases, we give learners that are both sample- and computationally-efficient.

cs.LG↗

arXiv2024

Platforms for Efficient and Incentive-Aware Collaboration

Collaboration is crucial for reaching collective goals. However, its effectiveness is often undermined by the strategic behavior of individual agents -- a fact that is captured by a high Price of Stability (PoS) in recent literature [Blum et al., 2021]. Implicit in the traditional PoS analysis is the assumption that agents have full knowledge of how their tasks relate to one another. We offer a new perspective on bringing about efficient collaboration among strategic agents using information design. Inspired by the growing importance of collaboration in machine learning (such as platforms for collaborative federated learning and data cooperatives), we propose a framework where the platform has more information about how the agents' tasks relate to each other than the agents themselves. We characterize how and to what degree such platforms can leverage their information advantage to steer strategic agents toward efficient collaboration. Concretely, we consider collaboration networks where each node is a task type held by one agent, and each task benefits from contributions made in their inclusive neighborhood of tasks. This network structure is known to the agents and the platform, but only the platform knows each agent's real location -- from the agents' perspective, their location is determined by a random permutation. We employ private Bayesian persuasion and design two families of persuasive signaling schemes that the platform can use to ensure a small total workload when agents follow the signal. The first family aims to achieve the minmax optimal approximation ratio compared to the optimal collaboration, which is shown to be $\Theta(\sqrt{n})$ for unit-weight graphs, $\Theta(n^{2/3})$ for graphs with constant minimum edge weights, and $O(n^{3/4})$ for general weighted graphs. The second family ensures per-instance strict improvement compared to full information disclosure.

cs.GT↗

arXiv2023

A Combinatorial Approach to Robust PCA

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional subspace $U \subseteq \mathbb{R}^d$, and $s$ randomly chosen coordinates of each data point fall into the control of an adversary. This setting models the scenario of learning from high-dimensional yet structured data that are transmitted through a highly-noisy channel, so that the data points are unlikely to be entirely clean. Our main result is an efficient algorithm that, when $ks^2 = O(d)$, recovers every single data point up to a nearly-optimal $\ell_1$ error of $\tilde O(ks/d)$ in expectation. At the core of our proof is a new analysis of the well-known Basis Pursuit (BP) method for recovering a sparse signal, which is known to succeed under additional assumptions (e.g., incoherence or the restricted isometry property) on the underlying subspace $U$. In contrast, we present a novel approach via studying a natural combinatorial problem and show that, over the randomness in the support of the sparse signal, a high-probability error bound is possible even if the subspace $U$ is arbitrary.

cs.DS↗

arXiv2023

Stronger Calibration Lower Bounds via Sidestepping

We consider an online binary prediction setting where a forecaster observes a sequence of $T$ bits one by one. Before each bit is revealed, the forecaster predicts the probability that the bit is $1$. The forecaster is called well-calibrated if for each $p \in [0, 1]$, among the $n_p$ bits for which the forecaster predicts probability $p$, the actual number of ones, $m_p$, is indeed equal to $p \cdot n_p$. The calibration error, defined as $\sum_p |m_p - p n_p|$, quantifies the extent to which the forecaster deviates from being well-calibrated. It has long been known that an $O(T^{2/3})$ calibration error is achievable even when the bits are chosen adversarially, and possibly based on the previous predictions. However, little is known on the lower bound side, except an $Ω(\sqrt{T})$ bound that follows from the trivial example of independent fair coin flips. In this paper, we prove an $Ω(T^{0.528})$ bound on the calibration error, which is the first super-$\sqrt{T}$ lower bound for this setting to the best of our knowledge. The technical contributions of our work include two lower bound techniques, early stopping and sidestepping, which circumvent the obstacles that have previously hindered strong calibration lower bounds. We also propose an abstraction of the prediction setting, termed the Sign-Preservation game, which may be of independent interest. This game has a much smaller state space than the full prediction setting and allows simpler analyses. The $Ω(T^{0.528})$ lower bound follows from a general reduction theorem that translates lower bounds on the game value of Sign-Preservation into lower bounds on the calibration error.

cs.LG↗

arXiv2022

Online Pen Testing

We study a "pen testing" problem, in which we are given $n$ pens with unknown amounts of ink $X_1, X_2, \ldots, X_n$, and we want to choose a pen with the maximum amount of remaining ink in it. The challenge is that we cannot access each $X_i$ directly; we only get to write with the $i$-th pen until either a certain amount of ink is used, or the pen runs out of ink. In both cases, this testing reduces the remaining ink in the pen and thus the utility of selecting it. Despite this significant lack of information, we show that it is possible to approximately maximize our utility up to an $O(\log n)$ factor. Formally, we consider two different setups: the "prophet" setting, in which each $X_i$ is independently drawn from some distribution $\mathcal{D}_i$, and the "secretary" setting, in which $(X_i)_{i=1}^n$ is a random permutation of arbitrary $a_1, a_2, \ldots, a_n$. We derive the optimal competitive ratios in both settings up to constant factors. Our algorithms are surprisingly robust: (1) In the prophet setting, we only require one sample from each $\mathcal{D}_i$, rather than a full description of the distribution; (2) In the secretary setting, the algorithm also succeeds under an arbitrary permutation, if an estimate of the maximum $a_i$ is given. Our techniques include a non-trivial online sampling scheme from a sequence with an unknown length, as well as the construction of a hard, non-uniform distribution over permutations. Both might be of independent interest. We also highlight some immediate open problems and discuss several directions for future research.

cs.DS↗

arXiv2022

A Fourier Approach to Mixture Learning

We revisit the problem of learning mixtures of spherical Gaussians. Given samples from mixture $\frac{1}{k}\sum_{j=1}^{k}\mathcal{N}(μ_j, I_d)$, the goal is to estimate the means $μ_1, μ_2, \ldots, μ_k \in \mathbb{R}^d$ up to a small error. The hardness of this learning problem can be measured by the separation $Δ$ defined as the minimum distance between all pairs of means. Regev and Vijayaraghavan (2017) showed that with $Δ= Ω(\sqrt{\log k})$ separation, the means can be learned using $\mathrm{poly}(k, d)$ samples, whereas super-polynomially many samples are required if $Δ= o(\sqrt{\log k})$ and $d = Ω(\log k)$. This leaves open the low-dimensional regime where $d = o(\log k)$. In this work, we give an algorithm that efficiently learns the means in $d = O(\log k/\log\log k)$ dimensions under separation $d/\sqrt{\log k}$ (modulo doubly logarithmic factors). This separation is strictly smaller than $\sqrt{\log k}$, and is also shown to be necessary. Along with the results of Regev and Vijayaraghavan (2017), our work almost pins down the critical separation threshold at which efficient parameter learning becomes possible for spherical Gaussian mixtures. More generally, our algorithm runs in time $\mathrm{poly}(k)\cdot f(d, Δ, ε)$, and is thus fixed-parameter tractable in parameters $d$, $Δ$ and $ε$. Our approach is based on estimating the Fourier transform of the mixture at carefully chosen frequencies, and both the algorithm and its analysis are simple and elementary. Our positive results can be easily extended to learning mixtures of non-Gaussian distributions, under a mild condition on the Fourier spectrum of the distribution.

cs.LG↗

arXiv2022

Open Problem: Properly learning decision trees in polynomial time?

The authors recently gave an $n^{O(\log\log n)}$ time membership query algorithm for properly learning decision trees under the uniform distribution (Blanc et al., 2021). The previous fastest algorithm for this problem ran in $n^{O(\log n)}$ time, a consequence of Ehrenfeucht and Haussler (1989)'s classic algorithm for the distribution-free setting. In this article we highlight the natural open problem of obtaining a polynomial-time algorithm, discuss possible avenues towards obtaining it, and state intermediate milestones that we believe are of independent interest.

cs.DS↗