arXiv subjects

Rasmus Kyng

Publications and source records attributed to Rasmus Kyng.

At least 37 records · Page 2Linked to original sources

arXiv2023

Fast Algorithms for $\ell_p$-Regression

The $\ell_p$-norm regression problem is a classic problem in optimization with wide ranging applications in machine learning and theoretical computer science. The goal is to compute $x^{\star} =\arg\min_{Ax=b}\|x\|_p^p$, where $x^{\star}\in \mathbb{R}^n, A\in \mathbb{R}^{d\times n},b \in \mathbb{R}^d$ and $d\leq n$. Efficient high-accuracy algorithms for the problem have been challenging both in theory and practice and the state of the art algorithms require $poly(p)\cdot n^{\frac{1}{2}-\frac{1}{p}}$ linear system solves for $p\geq 2$. In this paper, we provide new algorithms for $\ell_p$-regression (and a more general formulation of the problem) that obtain a high-accuracy solution in $O(p n^{\frac{(p-2)}{(3p-2)}})$ linear system solves. We further propose a new inverse maintenance procedure that speeds-up our algorithm to $\widetilde{O}(n^ω)$ total runtime, where $O(n^ω)$ denotes the running time for multiplying $n \times n$ matrices. Additionally, we give the first Iteratively Reweighted Least Squares (IRLS) algorithm that is guaranteed to converge to an optimum in a few iterations. Our IRLS algorithm has shown exceptional practical performance, beating the currently available implementations in MATLAB/CVX by 10-50x.

cs.DS↗

arXiv2023

A Deterministic Almost-Linear Time Algorithm for Minimum-Cost Flow

We give a deterministic $m^{1+o(1)}$ time algorithm that computes exact maximum flows and minimum-cost flows on directed graphs with $m$ edges and polynomially bounded integral demands, costs, and capacities. As a consequence, we obtain the first running time improvement for deterministic algorithms that compute maximum-flow in graphs with polynomial bounded capacities since the work of Goldberg-Rao [J.ACM '98]. Our algorithm builds on the framework of Chen-Kyng-Liu-Peng-Gutenberg-Sachdeva [FOCS '22] that computes an optimal flow by computing a sequence of $m^{1+o(1)}$-approximate undirected minimum-ratio cycles. We develop a deterministic dynamic graph data-structure to compute such a sequence of minimum-ratio cycles in an amortized $m^{o(1)}$ time per edge update. Our key technical contributions are deterministic analogues of the vertex sparsification and edge sparsification components of the data-structure from Chen et al. For the vertex sparsification component, we give a method to avoid the randomness in Chen et al. which involved sampling random trees to recurse on. For the edge sparsification component, we design a deterministic algorithm that maintains an embedding of a dynamic graph into a sparse spanner. We also show how our dynamic spanner can be applied to give a deterministic data structure that maintains a fully dynamic low-stretch spanning tree on graphs with polynomially bounded edge lengths, with subpolynomial average stretch and subpolynomial amortized time per edge update.

cs.DS↗

arXiv2023

Robust and Practical Solution of Laplacian Equations by Approximate Elimination

We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient (PCG) to solve the system of linear equations. Our preconditioner is a variant of the Approximate Cholesky factorization of Kyng and Sachdeva (FOCS 2016). Our factorization approach is simple: we eliminate matrix rows/columns one at a time and update the remaining matrix using sampling to approximate the outcome of complete Cholesky factorization. Unlike earlier approaches, our sampling always maintains a connectivity in the remaining non-zero structure. Our algorithm comes with a tuning parameter that upper bounds the number of samples made per original entry. We implement our algorithm in Julia, providing two versions, AC and AC2, that respectively use 1 and 2 samples per original entry. We compare their single-threaded performance to that of current state-of-the-art solvers Combinatorial Multigrid (CMG), BoomerAMG-preconditioned Krylov solvers from HyPre and PETSc, Lean Algebraic Multigrid (LAMG), and MATLAB's with Incomplete Cholesky Factorization (ICC). Our evaluation uses a broad class of problems, including all large SDDM matrices from the SuiteSparse collection and diverse programmatically generated instances. Our experiments suggest that our algorithm attains a level of robustness and reliability not seen before in SDDM solvers, while retaining good performance across all instances. Our code and data are public, and we provide a tutorial on how to replicate our tests. We hope that others will adopt this suite of tests as a benchmark, which we refer to as SDDM2023. Our solver code is available at: https://github.com/danspielman/Laplacians.jl/ Our benchmarking data and tutorial are available at: https://rjkyng.github.io/SDDM2023/

math.NA↗

arXiv2023

Maintaining Expander Decompositions via Sparse Cuts

In this article, we show that the algorithm of maintaining expander decompositions in graphs undergoing edge deletions directly by removing sparse cuts repeatedly can be made efficient. Formally, for an $m$-edge undirected graph $G$, we say a cut $(S, \overline{S})$ is $ϕ$-sparse if $|E_G(S, \overline{S})| < ϕ\cdot \min\{vol_G(S), vol_G(\overline{S})\}$. A $ϕ$-expander decomposition of $G$ is a partition of $V$ into sets $X_1, X_2, \ldots, X_k$ such that each cluster $G[X_i]$ contains no $ϕ$-sparse cut (meaning it is a $ϕ$-expander) with $\tilde{O}(ϕm)$ edges crossing between clusters. A natural way to compute a $ϕ$-expander decomposition is to decompose clusters by $ϕ$-sparse cuts until no such cut is contained in any cluster. We show that even in graphs undergoing edge deletions, a slight relaxation of this meta-algorithm can be implemented efficiently with amortized update time $m^{o(1)}/ϕ^2$. Our approach naturally extends to maintaining directed $ϕ$-expander decompositions and $ϕ$-expander hierarchies and thus gives a unifying framework while having simpler proofs than previous state-of-the-art work. In all settings, our algorithm matches the run-times of previous algorithms up to subpolynomial factors. Moreover, our algorithm provides stronger guarantees for $ϕ$-expander decompositions. For example, for graphs undergoing edge deletions, our approach is the first to maintain a dynamic expander decomposition where each updated decomposition is a refinement of the previous decomposition, and our approach is the first to guarantee a sublinear $ϕm^{1+o(1)}$ bound on the total number of edges that cross between clusters across the entire sequence of dynamic updates.

cs.DS↗

arXiv2022

Faster Sparse Matrix Inversion and Rank Computation in Finite Fields

We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same running time for the computation of the rank and nullspace of a sparse matrix over a finite field. This improvement relies on two key techniques. First, we adopt the decomposition of an arbitrary matrix into block Krylov and Hankel matrices from Eberly et al. (ISSAC 2007). Second, we show how to recover the explicit inverse of a block Hankel matrix using low displacement rank techniques for structured matrices and fast rectangular matrix multiplication algorithms. We generalize our inversion method to block structured matrices with other displacement operators and strengthen the best known upper bounds for explicit inversion of block Toeplitz-like and block Hankel-like matrices, as well as for explicit inversion of block Vandermonde-like matrices with structured blocks. As a further application, we improve the complexity of several algorithms in topological data analysis and in finite group theory.

cs.DS↗

arXiv2022

A Simple Framework for Finding Balanced Sparse Cuts via APSP

We present a very simple and intuitive algorithm to find balanced sparse cuts in a graph via shortest-paths. Our algorithm combines a new multiplicative-weights framework for solving unit-weight multi-commodity flows with standard ball growing arguments. Using Dijkstra's algorithm for computing the shortest paths afresh every time gives a very simple algorithm that runs in time $\widetilde{O}(m^2/ϕ)$ and finds an $\widetilde{O}(ϕ)$-sparse balanced cut, when the given graph has a $ϕ$-sparse balanced cut. Combining our algorithm with known deterministic data-structures for answering approximate All Pairs Shortest Paths (APSP) queries under increasing edge weights (decremental setting), we obtain a simple deterministic algorithm that finds $m^{o(1)}ϕ$-sparse balanced cuts in $m^{1+o(1)}/ϕ$ time. Our deterministic almost-linear time algorithm matches the state-of-the-art in randomized and deterministic settings up to subpolynomial factors, while being significantly simpler to understand and analyze, especially compared to the only almost-linear time deterministic algorithm, a recent breakthrough by Chuzhoy-Gao-Li-Nanongkai-Peng-Saranurak (FOCS 2020).

cs.DS↗

arXiv2022

Derandomizing Directed Random Walks in Almost-Linear Time

In this article, we present the first deterministic directed Laplacian L systems solver that runs in time almost-linear in the number of non-zero entries of L. Previous reductions imply the first deterministic almost-linear time algorithms for computing various fundamental quantities on directed graphs including stationary distributions, personalized PageRank, hitting times and escape probabilities. We obtain these results by introducing partial symmetrization, a new technique that makes the Laplacian of an Eulerian directed graph ``less directed'' in a useful sense, which may be of independent interest. The usefulness of this technique comes from two key observations: Firstly, the partially symmetrized Laplacian preconditions the original Eulerian Laplacian well in Richardson iteration, enabling us to construct a solver for the original matrix from a solver for the partially symmetrized one. Secondly, the undirected structure in the partially symmetrized Laplacian makes it possible to sparsify the matrix very crudely, i.e. with large spectral error, and still show that Richardson iterations convergence when using the sparsified matrix as a preconditioner. This allows us to develop deterministic sparsification tools for the partially symmetrized Laplacian. Together with previous reductions from directed Laplacians to Eulerian Laplacians, our technique results in the first deterministic almost-linear time algorithm for solving linear equations in directed Laplacians. To emphasize the generality of our new technique, we show that two prominent existing (randomized) frameworks for solving linear equations in Eulerian Laplacians can be derandomized in this way: the squaring-based framework of Cohen, Kelner, Peebles, Peng, Rao, Sidford and Vladu (STOC 2017) and the sparsified Cholesky-based framework of Peng and Song (STOC 2022).

cs.DS↗

arXiv2022

Maximum Flow and Minimum-Cost Flow in Almost-Linear Time

We give an algorithm that computes exact maximum flows and minimum-cost flows on directed graphs with $m$ edges and polynomially bounded integral demands, costs, and capacities in $m^{1+o(1)}$ time. Our algorithm builds the flow through a sequence of $m^{1+o(1)}$ approximate undirected minimum-ratio cycles, each of which is computed and processed in amortized $m^{o(1)}$ time using a new dynamic graph data structure. Our framework extends to algorithms running in $m^{1+o(1)}$ time for computing flows that minimize general edge-separable convex functions to high accuracy. This gives almost-linear time algorithms for several problems including entropy-regularized optimal transport, matrix scaling, $p$-norm flows, and $p$-norm isotonic regression on arbitrary directed acyclic graphs.

cs.DS↗

arXiv2022

Hardness Results for Laplacians of Simplicial Complexes via Sparse-Linear Equation Complete Gadgets

We study linear equations in combinatorial Laplacians of $k$-dimensional simplicial complexes ($k$-complexes), a natural generalization of graph Laplacians. Combinatorial Laplacians play a crucial role in homology and are a central tool in topology. Beyond this, they have various applications in data analysis and physical modeling problems. It is known that nearly-linear time solvers exist for graph Laplacians. However, nearly-linear time solvers for combinatorial Laplacians are only known for restricted classes of complexes. This paper shows that linear equations in combinatorial Laplacians of 2-complexes are as hard to solve as general linear equations. More precisely, for any constant $c \geq 1$, if we can solve linear equations in combinatorial Laplacians of 2-complexes up to high accuracy in time $\tilde{O}((\# \text{ of nonzero coefficients})^c)$, then we can solve general linear equations with polynomially bounded integer coefficients and condition numbers up to high accuracy in time $\tilde{O}((\# \text{ of nonzero coefficients})^c)$. We prove this by a nearly-linear time reduction from general linear equations to combinatorial Laplacians of 2-complexes. Our reduction preserves the sparsity of the problem instances up to poly-logarithmic factors.

cs.CC↗

arXiv2022

Two-Commodity Flow is Equivalent to Linear Programming under Nearly-Linear Time Reductions

We give a nearly-linear time reduction that encodes any linear program as a 2-commodity flow problem with only a small blow-up in size. Under mild assumptions similar to those employed by modern fast solvers for linear programs, our reduction causes only a polylogarithmic multiplicative increase in the size of the program and runs in nearly-linear time. Our reduction applies to high-accuracy approximation algorithms and exact algorithms. Given an approximate solution to the 2-commodity flow problem, we can extract a solution to the linear program in linear time with only a polynomial factor increase in the error. This implies that any algorithm that solves the 2-commodity flow problem can solve linear programs in essentially the same time. Given a directed graph with edge capacities and two source-sink pairs, the goal of the 2-commodity flow problem is to maximize the sum of the flows routed between the two source-sink pairs subject to edge capacities and flow conservation. A 2-commodity flow can be directly written as a linear program, and thus we establish a nearly-tight equivalence between these two classes of problems. Our proof follows the outline of Itai's polynomial-time reduction of a linear program to a 2-commodity flow problem (JACM'78). Itai's reduction shows that exactly solving 2-commodity flow and exactly solving linear programming are polynomial-time equivalent. We improve Itai's reduction to nearly preserve the problem representation size in each step. In addition, we establish an error bound for approximately solving each intermediate problem in the reduction, and show that the accumulated error is polynomially bounded. We remark that our reduction does not run in strongly polynomial time and that it is open whether 2-commodity flow and linear programming are equivalent in strongly polynomial time.

cs.CC↗

arXiv2022

Scalar and Matrix Chernoff Bounds from $\ell_{\infty}$-Independence

We present new scalar and matrix Chernoff-style concentration bounds for a broad class of probability distributions over the binary hypercube $\{0,1\}^n$. Motivated by recent tools developed for the study of mixing times of Markov chains on discrete distributions, we say that a distribution is $\ell_\infty$-independent when the infinity norm of its influence matrix $\mathcal{I}$ is bounded by a constant. We show that any distribution which is $\ell_\infty$-independent satisfies a matrix Chernoff bound that matches the matrix Chernoff bound for independent random variables due to Tropp. Our matrix Chernoff bound is a broad generalization and strengthening of the matrix Chernoff bound of Kyng and Song (FOCS'18). Using our bound, we can conclude as a corollary that a union of $O(\log|V|)$ random spanning trees gives a spectral graph sparsifier of a graph with $|V|$ vertices with high probability, matching results for independent edge sampling, and matching lower bounds from Kyng and Song.

cs.DM↗

arXiv2021

Incremental SSSP for Sparse Digraphs Beyond the Hopset Barrier

Given a directed, weighted graph $G=(V,E)$ undergoing edge insertions, the incremental single-source shortest paths (SSSP) problem asks for the maintenance of approximate distances from a dedicated source $s$ while optimizing the total time required to process the insertion sequence of $m$ edges. Recently, Gutenberg, Williams and Wein [STOC'20] introduced a deterministic $\tilde{O}(n^2)$ algorithm for this problem, achieving near linear time for very dense graphs. For sparse graphs, Chechik and Zhang [SODA'21] recently presented a deterministic $\tilde{O}(m^{5/3})$ algorithm, and an adaptive randomized algorithm with run-time $\tilde{O}(m\sqrt{n} + m^{7/5})$. This algorithm is remarkable for two reasons: 1) in very spare graphs it reaches the directed hopset barrier of $\tildeΩ(n^{3/2})$ that applied to all previous approaches for partially-dynamic SSSP [STOC'14, SODA'20, FOCS'20] \emph{and} 2) it does not resort to a directed hopset technique itself. In this article we introduce \emph{propagation synchronization}, a new technique for controlling the error build-up on paths throughout batches of insertions. This leads us to a significant improvement of the approach in [SODA'21] yielding a \emph{deterministic} $\tilde{O}(m^{3/2})$ algorithm for the problem. By a very careful combination of our new technique with the sampling approach from [SODA'21], we further obtain an adaptive randomized algorithm with total update time $\tilde{O}(m^{4/3})$. This is the first partially-dynamic SSSP algorithm in sparse graphs to bypass the notorious directed hopset barrier which is often seen as the fundamental challenge towards achieving truly near-linear time algorithms.

cs.DS↗

arXiv2021

On the Oracle Complexity of Higher-Order Smooth Non-Convex Finite-Sum Optimization

We prove lower bounds for higher-order methods in smooth non-convex finite-sum optimization. Our contribution is threefold: We first show that a deterministic algorithm cannot profit from the finite-sum structure of the objective, and that simulating a pth-order regularized method on the whole function by constructing exact gradient information is optimal up to constant factors. We further show lower bounds for randomized algorithms and compare them with the best known upper bounds. To address some gaps between the bounds, we propose a new second-order smoothness assumption that can be seen as an analogue of the first-order mean-squared smoothness assumption. We prove that it is sufficient to ensure state-of-the-art convergence guarantees, while allowing for a sharper lower bound.

math.OC↗

arXiv2021

Almost-linear-time Weighted $\ell_p$-norm Solvers in Slightly Dense Graphs via Sparsification

We give almost-linear-time algorithms for constructing sparsifiers with $n\ poly(\log n)$ edges that approximately preserve weighted $(\ell^{2}_2 + \ell^{p}_p)$ flow or voltage objectives on graphs. For flow objectives, this is the first sparsifier construction for such mixed objectives beyond unit $\ell_p$ weights, and is based on expander decompositions. For voltage objectives, we give the first sparsifier construction for these objectives, which we build using graph spanners and leverage score sampling. Together with the iterative refinement framework of [Adil et al, SODA 2019], and a new multiplicative-weights based constant-approximation algorithm for mixed-objective flows or voltages, we show how to find $(1+2^{-\text{poly}(\log n)})$ approximations for weighted $\ell_p$-norm minimizing flows or voltages in $p(m^{1+o(1)} + n^{4/3 + o(1)})$ time for $p=ω(1),$ which is almost-linear for graphs that are slightly dense ($m \ge n^{4/3 + o(1)}$).

cs.DS↗

arXiv2020

Four Deviations Suffice for Rank 1 Matrices

We prove a matrix discrepancy bound that strengthens the famous Kadison-Singer result of Marcus, Spielman, and Srivastava. Consider any independent scalar random variables $ξ_1, \ldots, ξ_n$ with finite support, e.g. $\{ \pm 1 \}$ or $\{ 0,1 \}$-valued random variables, or some combination thereof. Let $u_1, \dots, u_n \in \mathbb{C}^m$ and $$ σ^2 = \left\| \sum_{i=1}^n \text{Var}[ ξ_i ] (u_i u_i^{*})^2 \right\|. $$ Then there exists a choice of outcomes $\varepsilon_1,\ldots,\varepsilon_n$ in the support of $ξ_1, \ldots, ξ_n$ s.t. $$ \left \|\sum_{i=1}^n \mathbb{E} [ ξ_i] u_i u_i^* - \sum_{i=1}^n \varepsilon_i u_i u_i^* \right \| \leq 4 σ. $$ A simple consequence of our result is an improvement of a Lyapunov-type theorem of Akemann and Weaver.

math.CO↗

arXiv2019

Flows in Almost Linear Time via Adaptive Preconditioning

We present algorithms for solving a large class of flow and regression problems on unit weighted graphs to $(1 + 1 / poly(n))$ accuracy in almost-linear time. These problems include $\ell_p$-norm minimizing flow for $p$ large ($p \in [ω(1), o(\log^{2/3} n) ]$), and their duals, $\ell_p$-norm semi-supervised learning for $p$ close to $1$. As $p$ tends to infinity, $\ell_p$-norm flow and its dual tend to max-flow and min-cut respectively. Using this connection and our algorithms, we give an alternate approach for approximating undirected max-flow, and the first almost-linear time approximations of discretizations of total variation minimization objectives. This algorithm demonstrates that many tools previous viewed as limited to linear systems are in fact applicable to a much wider range of convex objectives. It is based on the the routing-based solver for Laplacian linear systems by Spielman and Teng (STOC '04, SIMAX '14), but require several new tools: adaptive non-linear preconditioning, tree-routing based ultra-sparsification for mixed $\ell_2$ and $\ell_p$ norm objectives, and decomposing graphs into uniform expanders.

cs.DS↗

arXiv2019

Iterative Refinement for $\ell_p$-norm Regression

We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}})$ iterations, where each iteration requires solving an $m \times m$ linear system, $m$ being the dimension of the ambient space. By maintaining an approximate inverse of the linear systems that we solve in each iteration, we give algorithms for solving $\ell_{p}$-regression to $1 / \text{poly}(n)$ accuracy that run in time $\tilde{O}_p(m^{\max\{ω, 7/3\}}),$ where $ω$ is the matrix multiplication constant. For the current best value of $ω> 2.37$, we can thus solve $\ell_{p}$ regression as fast as $\ell_{2}$ regression, for all constant $p$ bounded away from $1.$ Our algorithms can be combined with fast graph Laplacian linear equation solvers to give minimum $\ell_{p}$-norm flow / voltage solutions to $1 / \text{poly}(n)$ accuracy on an undirected graph with $m$ edges in $\tilde{O}_{p}(m^{1 + \frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{4}{3}})$ time. For sparse graphs and for matrices with similar dimensions, our iteration counts and running times improve on the $p$-norm regression algorithm by [Bubeck-Cohen-Lee-Li STOC`18] and general-purpose convex optimization algorithms. At the core of our algorithms is an iterative refinement scheme for $\ell_{p}$-norms, using the smoothed $\ell_{p}$-norms introduced in the work of Bubeck et al. Given an initial solution, we construct a problem that seeks to minimize a quadratically-smoothed $\ell_{p}$ norm over a subspace, such that a crude solution to this problem allows us to improve the initial solution by a constant factor, leading to algorithms with fast convergence.

cs.DS↗

arXiv2018

Solving Directed Laplacian Systems in Nearly-Linear Time through Sparse LU Factorizations

We show how to solve directed Laplacian systems in nearly-linear time. Given a linear system in an $n \times n$ Eulerian directed Laplacian with $m$ nonzero entries, we show how to compute an $ε$-approximate solution in time $O(m \log^{O(1)} (n) \log (1/ε))$. Through reductions from [Cohen et al. FOCS'16] , this gives the first nearly-linear time algorithms for computing $ε$-approximate solutions to row or column diagonally dominant linear systems (including arbitrary directed Laplacians) and computing $ε$-approximations to various properties of random walks on directed graphs, including stationary distributions, personalized PageRank vectors, hitting times, and escape probabilities. These bounds improve upon the recent almost-linear algorithms of [Cohen et al. STOC'17], which gave an algorithm to solve Eulerian Laplacian systems in time $O((m+n2^{O(\sqrt{\log n \log \log n})})\log^{O(1)}(n ε^{-1}))$. To achieve our results, we provide a structural result that we believe is of independent interest. We show that Laplacians of all strongly connected directed graphs have sparse approximate LU-factorizations. That is, for every such directed Laplacian $ {\mathbf{L}}$, there is a lower triangular matrix $\boldsymbol{\mathit{\mathfrak{L}}}$ and an upper triangular matrix $\boldsymbol{\mathit{\mathfrak{U}}}$, each with at most $\tilde{O}(n)$ nonzero entries, such that their product $\boldsymbol{\mathit{\mathfrak{L}}} \boldsymbol{\mathit{\mathfrak{U}}}$ spectrally approximates $ {\mathbf{L}}$ in an appropriate norm. This claim can be viewed as an analogue of recent work on sparse Cholesky factorizations of Laplacians of undirected graphs. We show how to construct such factorizations in nearly-linear time and prove that, once constructed, they yield nearly-linear time algorithms for solving directed Laplacian systems.

cs.DS↗