arXiv subjects

Pranay Tankala

Publications and source records attributed to Pranay Tankala.

12 recordsLinked to original sources

arXiv2026

Differentially Private Verification of Distribution Properties

A recent line of work initiated by Chiesa and Gur and further developed by Herman and Rothblum investigates the sample and communication complexity of verifying properties of distributions with the assistance of a powerful, knowledgeable, but untrusted prover. In this work, we initiate the study of differentially private distribution property verification. After all, if we do not trust the prover to help us with verification, why should we trust it with our sensitive sample? We map a landscape of differentially private verification of properties of distributions. In the non-private case it is known that one-round private-coin protocols can have substantially lower complexity than public-coin (AM) protocols. In contrast, the possibility for improvement in differentially private interactive proofs depends on the privacy parameter regime and model. Drawing on connections between privacy and replicability and privacy amplification techniques in the literature we show: 1. There exists a reduction from any one-round $(\varepsilon,\delta)$-differentially private private-coin protocol to a differentially private AM protocol for the parameter regime $\varepsilon = O(1/\sqrt{s})$ and $\delta= O(1/s^{5/2})$ with the same privacy and sample and communication complexities. In the local model, this is relaxed to $\varepsilon = O(1/\sqrt{\log s})$ 2. However, when the privacy guarantee is very relaxed ($\varepsilon \in \Omega(\log s)$), private coins indeed reduce sample and communication complexities. We also obtain a computationally efficient Merlin-Arthur proof for privately testing whether samples are drawn from a product distribution and prove that its sample complexity is optimal up to a $polylog N$ factor by reducing uniformity testing to independence testing with Boolean attributes and appealing to known lower bounds on sample complexity for private uniformity testing.

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arXiv2026

The Importance of Being Smoothly Calibrated

Recent work has highlighted the centrality of smooth calibration [Kakade and Foster, 2008] as a robust measure of calibration error. We generalize, unify, and extend previous results on smooth calibration, both as a robust calibration measure, and as a step towards omniprediction, which enables predictions with low regret for downstream decision makers seeking to optimize some proper loss unknown to the predictor. We present a new omniprediction guarantee for smoothly calibrated predictors, for the class of all bounded proper losses. We smooth the predictor by adding some noise to it, and compete against smoothed versions of any benchmark predictor on the space, where we add some noise to the predictor and then post-process it arbitrarily. The omniprediction error is bounded by the smooth calibration error of the predictor and the earth mover's distance from the benchmark. We exhibit instances showing that this dependence cannot, in general, be improved. We show how this unifies and extends prior results [Foster and Vohra, 1998; Hartline, Wu, and Yang, 2025] on omniprediction from smooth calibration. We present a crisp new characterization of smooth calibration in terms of the earth mover's distance to the closest perfectly calibrated joint distribution of predictions and labels. This also yields a simpler proof of the relation to the lower distance to calibration from [Blasiok, Gopalan, Hu, and Nakkiran, 2023]. We use this to show that the upper distance to calibration cannot be estimated within a quadratic factor with sample complexity independent of the support size of the predictions. This is in contrast to the distance to calibration, where the corresponding problem was known to be information-theoretically impossible: no finite number of samples suffice [Blasiok, Gopalan, Hu, and Nakkiran, 2023].

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arXiv2025

Efficient Calibration for Decision Making

A decision-theoretic characterization of perfect calibration is that an agent seeking to minimize a proper loss in expectation cannot improve their outcome by post-processing a perfectly calibrated predictor. Hu and Wu (FOCS'24) use this to define an approximate calibration measure called calibration decision loss ($\mathsf{CDL}$), which measures the maximal improvement achievable by any post-processing over any proper loss. Unfortunately, $\mathsf{CDL}$ turns out to be intractable to even weakly approximate in the offline setting, given black-box access to the predictions and labels. We suggest circumventing this by restricting attention to structured families of post-processing functions $K$. We define the calibration decision loss relative to $K$, denoted $\mathsf{CDL}_K$ where we consider all proper losses but restrict post-processings to a structured family $K$. We develop a comprehensive theory of when $\mathsf{CDL}_K$ is information-theoretically and computationally tractable, and use it to prove both upper and lower bounds for natural classes $K$. In addition to introducing new definitions and algorithmic techniques to the theory of calibration for decision making, our results give rigorous guarantees for some widely used recalibration procedures in machine learning.

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arXiv2025

Efficient and Private Property Testing via Indistinguishability

Given a small random sample of $n$-bit strings labeled by an unknown Boolean function, which properties of this function can be tested computationally efficiently? We show an equivalence between properties that are efficiently testable from few samples and properties with structured symmetry, which depend only on the function's average values on an efficiently computable partition of the domain. Without the efficiency constraint, a similar characterization in terms of unstructured symmetry was obtained by Blais and Yoshida (2019). We also give a function testing analogue of the classic characterization of testable graph properties in terms of regular partitions, as well as a sublinear time and differentially private algorithm to compute concise summaries of such partitions of graphs. Finally, we tighten a recent characterization of the computational indistinguishability of product distributions, which encompasses the related task of efficiently testing which of two candidate functions labeled the observed samples. Essential to our proofs is the following observation of independent interest: Every randomized Boolean function, no matter how complex, admits a supersimulator: a randomized polynomial-size circuit whose output on random inputs cannot be efficiently distinguished from reality with constant advantage, even by polynomially larger distinguishers. This surprising fact is implicit in a theorem of Dwork et al. (2021) in the context of algorithmic fairness, but its complexity-theoretic implications were not previously explored. We give a new proof of this lemma using an iteration technique from the graph regularity literature, and we observe that a subtle quantifier switch allows it to powerfully circumvent known barriers to improving the landmark complexity-theoretic regularity lemma of Trevisan, Tulsiani, and Vadhan (2009).

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arXiv2025

Supersimulators

We prove that every randomized Boolean function admits a supersimulator: a randomized polynomial-size circuit whose output on random inputs cannot be efficiently distinguished from reality with constant advantage, even by polynomially larger distinguishers. Our result builds on the landmark complexity-theoretic regularity lemma of Trevisan, Tulsiani and Vadhan (2009), which, in contrast, provides a simulator that fools smaller distinguishers. We circumvent lower bounds for the simulator size by letting the distinguisher size bound vary with the target function, while remaining below an absolute upper bound independent of the target function. This dependence on the target function arises naturally from our use of an iteration technique originating in the graph regularity literature. The simulators provided by the regularity lemma and recent refinements thereof, known as multiaccurate and multicalibrated predictors, respectively, as per Hebert-Johnson et al. (2018), have previously been shown to have myriad applications in complexity theory, cryptography, learning theory, and beyond. We first show that a recent multicalibration-based characterization of the computational indistinguishability of product distributions actually requires only (calibrated) multiaccuracy. We then show that supersimulators yield an even tighter result in this application domain, closing a complexity gap present in prior versions of the characterization.

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arXiv2024

From Fairness to Infinity: Outcome-Indistinguishable (Omni)Prediction in Evolving Graphs

Professional networks provide invaluable entree to opportunity through referrals and introductions. A rich literature shows they also serve to entrench and even exacerbate a status quo of privilege and disadvantage. Hiring platforms, equipped with the ability to nudge link formation, provide a tantalizing opening for beneficial structural change. We anticipate that key to this prospect will be the ability to estimate the likelihood of edge formation in an evolving graph. Outcome-indistinguishable prediction algorithms ensure that the modeled world is indistinguishable from the real world by a family of statistical tests. Omnipredictors ensure that predictions can be post-processed to yield loss minimization competitive with respect to a benchmark class of predictors for many losses simultaneously, with appropriate post-processing. We begin by observing that, by combining a slightly modified form of the online K29 star algorithm of Vovk (2007) with basic facts from the theory of reproducing kernel Hilbert spaces, one can derive simple and efficient online algorithms satisfying outcome indistinguishability and omniprediction, with guarantees that improve upon, or are complementary to, those currently known. This is of independent interest. We apply these techniques to evolving graphs, obtaining online outcome-indistinguishable omnipredictors for rich -- possibly infinite -- sets of distinguishers that capture properties of pairs of nodes, and their neighborhoods. This yields, inter alia, multicalibrated predictions of edge formation with respect to pairs of demographic groups, and the ability to simultaneously optimize loss as measured by a variety of social welfare functions.

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arXiv2024

Differentially Private Learning Beyond the Classical Dimensionality Regime

We initiate the study of differentially private learning in the proportional dimensionality regime, in which the number of data samples $n$ and problem dimension $d$ approach infinity at rates proportional to one another, meaning that $d/n\to\delta$ as $n\to\infty$ for an arbitrary, given constant $\delta\in(0,\infty)$. This setting is significantly more challenging than that of all prior theoretical work in high-dimensional differentially private learning, which, despite the name, has assumed that $\delta = 0$ or is sufficiently small for problems of sample complexity $O(d)$, a regime typically considered "low-dimensional" or "classical" by modern standards in high-dimensional statistics. We provide sharp theoretical estimates of the error of several well-studied differentially private algorithms for robust linear regression and logistic regression, including output perturbation, objective perturbation, and noisy stochastic gradient descent, in the proportional dimensionality regime. The $1+o(1)$ factor precision of our error estimates enables a far more nuanced understanding of the price of privacy of these algorithms than that afforded by existing, coarser analyses, which are essentially vacuous in the regime we consider. Using our estimates, we discover a previously unobserved "double descent"-like phenomenon in the training error of objective perturbation for robust linear regression. We also identify settings in which output perturbation outperforms objective perturbation on average, and vice versa, demonstrating that the relative performance of these algorithms is less clear-cut than suggested by prior work. To prove our main theorems, we introduce several probabilistic tools that have not previously been used to analyze differentially private learning algorithms, such as a modern Gaussian comparison inequality and recent universality laws with origins in statistical physics.

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arXiv2023

From Pseudorandomness to Multi-Group Fairness and Back

We identify and explore connections between the recent literature on multi-group fairness for prediction algorithms and the pseudorandomness notions of leakage-resilience and graph regularity. We frame our investigation using new variants of multicalibration based on statistical distance and closely related to the concept of outcome indistinguishability. Adopting this perspective leads us not only to new, more efficient algorithms for multicalibration, but also to our graph theoretic results and a proof of a novel hardcore lemma for real-valued functions.

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arXiv2022

Privately Estimating a Gaussian: Efficient, Robust and Optimal

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP setting, we give an efficient algorithm that estimates an unknown $d$-dimensional Gaussian distribution up to an arbitrary tiny total variation error using $\widetilde{O}(d^2 \log \kappa)$ samples while tolerating a constant fraction of adversarial outliers. Here, $\kappa$ is the condition number of the target covariance matrix. The sample bound matches best non-private estimators in the dependence on the dimension (up to a polylogarithmic factor). We prove a new lower bound on differentially private covariance estimation to show that the dependence on the condition number $\kappa$ in the above sample bound is also tight. Prior to our work, only identifiability results (yielding inefficient super-polynomial time algorithms) were known for the problem. In the approximate DP setting, we give an efficient algorithm to estimate an unknown Gaussian distribution up to an arbitrarily tiny total variation error using $\widetilde{O}(d^2)$ samples while tolerating a constant fraction of adversarial outliers. Prior to our work, all efficient approximate DP algorithms incurred a super-quadratic sample cost or were not outlier-robust. For the special case of mean estimation, our algorithm achieves the optimal sample complexity of $\widetilde O(d)$, improving on a $\widetilde O(d^{1.5})$ bound from prior work. Our pure DP algorithm relies on a recursive private preconditioning subroutine that utilizes the recent work on private mean estimation [Hopkins et al., 2022]. Our approximate DP algorithms are based on a substantial upgrade of the method of stabilizing convex relaxations introduced in [Kothari et al., 2022].

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arXiv2022

On the convergence of group-sparse autoencoders

Recent approaches in the theoretical analysis of model-based deep learning architectures have studied the convergence of gradient descent in shallow ReLU networks that arise from generative models whose hidden layers are sparse. Motivated by the success of architectures that impose structured forms of sparsity, we introduce and study a group-sparse autoencoder that accounts for a variety of generative models, and utilizes a group-sparse ReLU activation function to force the non-zero units at a given layer to occur in blocks. For clustering models, inputs that result in the same group of active units belong to the same cluster. We proceed to analyze the gradient dynamics of a shallow instance of the proposed autoencoder, trained with data adhering to a group-sparse generative model. In this setting, we theoretically prove the convergence of the network parameters to a neighborhood of the generating matrix. We validate our model through numerical analysis and highlight the superior performance of networks with a group-sparse ReLU compared to networks that utilize traditional ReLUs, both in sparse coding and in parameter recovery tasks. We also provide real data experiments to corroborate the simulated results, and emphasize the clustering capabilities of structured sparsity models.

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arXiv2021

Weighed l1 on the simplex: Compressive sensing meets locality

Sparse manifold learning algorithms combine techniques in manifold learning and sparse optimization to learn features that could be utilized for downstream tasks. The standard setting of compressive sensing can not be immediately applied to this setup. Due to the intrinsic geometric structure of data, dictionary atoms might be redundant and do not satisfy the restricted isometry property or coherence condition. In addition, manifold learning emphasizes learning local geometry which is not reflected in a standard $\ell_1$ minimization problem. We propose weighted $\ell_0$ and weighted $\ell_1$ metrics that encourage representation via neighborhood atoms suited for dictionary based manifold learning. Assuming that the data is generated from Delaunay triangulation, we show the equivalence of weighted $\ell_0$ and weighted $\ell_1$. We discuss an optimization program that learns the dictionaries and sparse coefficients and demonstrate the utility of our regularization on synthetic and real datasets.

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arXiv2020

K-Deep Simplex: Deep Manifold Learning via Local Dictionaries

We propose K-Deep Simplex(KDS) which, given a set of data points, learns a dictionary comprising synthetic landmarks, along with representation coefficients supported on a simplex. KDS employs a local weighted $\ell_1$ penalty that encourages each data point to represent itself as a convex combination of nearby landmarks. We solve the proposed optimization program using alternating minimization and design an efficient, interpretable autoencoder using algorithm unrolling. We theoretically analyze the proposed program by relating the weighted $\ell_1$ penalty in KDS to a weighted $\ell_0$ program. Assuming that the data are generated from a Delaunay triangulation, we prove the equivalence of the weighted $\ell_1$ and weighted $\ell_0$ programs. We further show the stability of the representation coefficients under mild geometrical assumptions. If the representation coefficients are fixed, we prove that the sub-problem of minimizing over the dictionary yields a unique solution. Further, we show that low-dimensional representations can be efficiently obtained from the covariance of the coefficient matrix. Experiments show that the algorithm is highly efficient and performs competitively on synthetic and real data sets.

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