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Santosh Vempala

Publications and source records attributed to Santosh Vempala.

50 records · Page 3Linked to original sources

A Cubic Algorithm for Computing Gaussian Volume

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is $O^*(n^3)$ while the complexity of sampling is $O^*(n^3)$ for the first sample and $O^*(n^2)$ for every subsequent sample. These bounds improve on the corresponding state-of-the-art by a factor of $n$. Our improvement comes from several aspects: better isoperimetry, smoother annealing, avoiding transformation to isotropic position and the use of the "speedy walk" in the analysis.

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Many Sparse Cuts via Higher Eigenvalues

Cheeger's fundamental inequality states that any edge-weighted graph has a vertex subset $S$ such that its expansion (a.k.a. conductance) is bounded as follows: \[ ϕ(S) \defeq \frac{w(S,\bar{S})}{\min \set{w(S), w(\bar{S})}} \leq 2\sqrt{λ_2} \] where $w$ is the total edge weight of a subset or a cut and $λ_2$ is the second smallest eigenvalue of the normalized Laplacian of the graph. Here we prove the following natural generalization: for any integer $k \in [n]$, there exist $ck$ disjoint subsets $S_1, ..., S_{ck}$, such that \[ \max_i ϕ(S_i) \leq C \sqrt{λ_{k} \log k} \] where $λ_i$ is the $i^{th}$ smallest eigenvalue of the normalized Laplacian and $c<1,C>0$ are suitable absolute constants. Our proof is via a polynomial-time algorithm to find such subsets, consisting of a spectral projection and a randomized rounding. As a consequence, we get the same upper bound for the small set expansion problem, namely for any $k$, there is a subset $S$ whose weight is at most a $\bigO(1/k)$ fraction of the total weight and $ϕ(S) \le C \sqrt{λ_k \log k}$. Both results are the best possible up to constant factors. The underlying algorithmic problem, namely finding $k$ subsets such that the maximum expansion is minimized, besides extending sparse cuts to more than one subset, appears to be a natural clustering problem in its own right.

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Deterministic Construction of an Approximate M-Ellipsoid and its Application to Derandomizing Lattice Algorithms

We give a deterministic O(log n)^n algorithm for the {\em Shortest Vector Problem (SVP)} of a lattice under {\em any} norm, improving on the previous best deterministic bound of n^O(n) for general norms and nearly matching the bound of 2^O(n) for the standard Euclidean norm established by Micciancio and Voulgaris (STOC 2010). Our algorithm can be viewed as a derandomization of the AKS randomized sieve algorithm, which can be used to solve SVP for any norm in 2^O(n) time with high probability. We use the technique of covering a convex body by ellipsoids, as introduced for lattice problems in (Dadush et al., FOCS 2011). Our main contribution is a deterministic approximation of an M-ellipsoid of any convex body. We achieve this via a convex programming formulation of the optimal ellipsoid with the objective function being an n-dimensional integral that we show can be approximated deterministically, a technique that appears to be of independent interest.

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Enumerative Lattice Algorithms in Any Norm via M-Ellipsoid Coverings

We give a novel algorithm for enumerating lattice points in any convex body, and give applications to several classic lattice problems, including the Shortest and Closest Vector Problems (SVP and CVP, respectively) and Integer Programming (IP). Our enumeration technique relies on a classical concept from asymptotic convex geometry known as the M-ellipsoid, and uses as a crucial subroutine the recent algorithm of Micciancio and Voulgaris (STOC 2010) for lattice problems in the l_2 norm. As a main technical contribution, which may be of independent interest, we build on the techniques of Klartag (Geometric and Functional Analysis, 2006) to give an expected 2^O(n)-time algorithm for computing an M-ellipsoid for any n-dimensional convex body. As applications, we give deterministic 2^{O(n)}-time and -space algorithms for solving exact SVP, and exact CVP when the target point is sufficiently close to the lattice, on n-dimensional lattices in any (semi-)norm given an M-ellipsoid of the unit ball. In many norms of interest, including all l_p norms, an M-ellipsoid is computable in deterministic poly(n) time, in which case these algorithms are fully deterministic. Here our approach may be seen as a derandomization of the "AKS sieve" for exact SVP and CVP (Ajtai, Kumar, and Sivakumar; STOC 2001 and CCC 2002). As a further application of our SVP algorithm, we derive an expected O(f*(n))^n-time algorithm for Integer Programming, where f*(n) denotes the optimal bound in the so-called "flatness theorem," which satisfies f*(n) = O(n^{4/3} \polylog(n)) and is conjectured to be f*(n)=Θ(n). Our runtime improves upon the previous best of O(n^{2})^{n} by Hildebrand and Koppe (2010).

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Algorithms for Implicit Hitting Set Problems

A hitting set for a collection of sets is a set that has a non-empty intersection with each set in the collection; the hitting set problem is to find a hitting set of minimum cardinality. Motivated by instances of the hitting set problem where the number of sets to be hit is large, we introduce the notion of implicit hitting set problems. In an implicit hitting set problem the collection of sets to be hit is typically too large to list explicitly; instead, an oracle is provided which, given a set H, either determines that H is a hitting set or returns a set that H does not hit. We show a number of examples of classic implicit hitting set problems, and give a generic algorithm for solving such problems optimally. The main contribution of this paper is to show that this framework is valuable in developing approximation algorithms. We illustrate this methodology by presenting a simple on-line algorithm for the minimum feedback vertex set problem on random graphs. In particular our algorithm gives a feedback vertex set of size n-(1/p)\log{np}(1-o(1)) with probability at least 3/4 for the random graph G_{n,p} (the smallest feedback vertex set is of size n-(2/p)\log{np}(1+o(1))). We also consider a planted model for the feedback vertex set in directed random graphs. Here we show that a hitting set for a polynomial-sized subset of cycles is a hitting set for the planted random graph and this allows us to exactly recover the planted feedback vertex set.

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A Deterministic Polynomial-time Approximation Scheme for Counting Knapsack Solutions

Given n elements with nonnegative integer weights w1,..., wn and an integer capacity C, we consider the counting version of the classic knapsack problem: find the number of distinct subsets whose weights add up to at most the given capacity. We give a deterministic algorithm that estimates the number of solutions to within relative error 1+-eps in time polynomial in n and 1/eps (fully polynomial approximation scheme). More precisely, our algorithm takes time O(n^3 (1/eps) log (n/eps)). Our algorithm is based on dynamic programming. Previously, randomized polynomial time approximation schemes were known first by Morris and Sinclair via Markov chain Monte Carlo techniques, and subsequently by Dyer via dynamic programming and rejection sampling.

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The Limit of Convexity Based Isoperimetry: Sampling Harmonic-Concave Functions

Logconcave functions represent the current frontier of efficient algorithms for sampling, optimization and integration in R^n. Efficient sampling algorithms to sample according to a probability density (to which the other two problems can be reduced) relies on good isoperimetry which is known to hold for arbitrary logconcave densities. In this paper, we extend this frontier in two ways: first, we characterize convexity-like conditions that imply good isoperimetry, i.e., what condition on function values along every line guarantees good isoperimetry? The answer turns out to be the set of (1/(n-1))-harmonic concave functions in R^n; we also prove that this is the best possible characterization along every line, of functions having good isoperimetry. Next, we give the first efficient algorithm for sampling according to such functions with complexity depending on a smoothness parameter. Further, noting that the multivariate Cauchy density is an important distribution in this class, we exploit certain properties of the Cauchy density to give an efficient sampling algorithm based on random walks with a mixing time that matches the current best bounds known for sampling logconcave functions.

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Random Tensors and Planted Cliques

The r-parity tensor of a graph is a generalization of the adjacency matrix, where the tensor's entries denote the parity of the number of edges in subgraphs induced by r distinct vertices. For r=2, it is the adjacency matrix with 1's for edges and -1's for nonedges. It is well-known that the 2-norm of the adjacency matrix of a random graph is O(\sqrt{n}). Here we show that the 2-norm of the r-parity tensor is at most f(r)\sqrt{n}\log^{O(r)}n, answering a question of Frieze and Kannan who proved this for r=3. As a consequence, we get a tight connection between the planted clique problem and the problem of finding a vector that approximates the 2-norm of the r-parity tensor of a random graph. Our proof method is based on an inductive application of concentration of measure.

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Thin Partitions: Isoperimetric Inequalities and Sampling Algorithms for some Nonconvex Families

Star-shaped bodies are an important nonconvex generalization of convex bodies (e.g., linear programming with violations). Here we present an efficient algorithm for sampling a given star-shaped body. The complexity of the algorithm grows polynomially in the dimension and inverse polynomially in the fraction of the volume taken up by the kernel of the star-shaped body. The analysis is based on a new isoperimetric inequality. Our main technical contribution is a tool for proving such inequalities when the domain is not convex. As a consequence, we obtain a polynomial algorithm for computing the volume of such a set as well. In contrast, linear optimization over star-shaped sets is NP-hard.

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Logconcave Random Graphs

We propose the following model of a random graph on n vertices. Let F be a distribution in R_+^{n(n-1)/2} with a coordinate for every pair i$ with 1 \le i,j \le n. Then G_{F,p} is the distribution on graphs with n vertices obtained by picking a random point X from F and defining a graph on n vertices whose edges are pairs ij for which X_{ij} \le p. The standard Erdős-Rényi model is the special case when F is uniform on the 0-1 unit cube. We examine basic properties such as the connectivity threshold for quite general distributions. We also consider cases where the X_{ij} are the edge weights in some random instance of a combinatorial optimization problem. By choosing suitable distributions, we can capture random graphs with interesting properties such as triangle-free random graphs and weighted random graphs with bounded total weight.

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Expanders via Random Spanning Trees

Motivated by the problem of routing reliably and scalably in a graph, we introduce the notion of a splicer, the union of spanning trees of a graph. We prove that for any bounded-degree n-vertex graph, the union of two random spanning trees approximates the expansion of every cut of the graph to within a factor of O(log n). For the random graph G_{n,p}, for p> c log{n}/n, two spanning trees give an expander. This is suggested by the case of the complete graph, where we prove that two random spanning trees give an expander. The construction of the splicer is elementary -- each spanning tree can be produced independently using an algorithm by Aldous and Broder: a random walk in the graph with edges leading to previously unvisited vertices included in the tree. A second important application of splicers is to graph sparsification where the goal is to approximate every cut (and more generally the quadratic form of the Laplacian) using only a small subgraph of the original graph. Benczur-Karger as well as Spielman-Srivastava have shown sparsifiers with O(n log n/eps^2)$ edges that achieve approximation within factors 1+eps and 1-eps. Their methods, based on independent sampling of edges, need Omega(n log n) edges to get any approximation (else the subgraph could be disconnected) and leave open the question of linear-size sparsifiers. Splicers address this question for random graphs by providing sparsifiers of size O(n) that approximate every cut to within a factor of O(log n).

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Dispersion of Mass and the Complexity of Randomized Geometric Algorithms

How much can randomness help computation? Motivated by this general question and by volume computation, one of the few instances where randomness provably helps, we analyze a notion of dispersion and connect it to asymptotic convex geometry. We obtain a nearly quadratic lower bound on the complexity of randomized volume algorithms for convex bodies in R^n (the current best algorithm has complexity roughly n^4, conjectured to be n^3). Our main tools, dispersion of random determinants and dispersion of the length of a random point from a convex body, are of independent interest and applicable more generally; in particular, the latter is closely related to the variance hypothesis from convex geometry. This geometric dispersion also leads to lower bounds for matrix problems and property testing.

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Adaptive Simulated Annealing: A Near-optimal Connection between Sampling and Counting

We present a near-optimal reduction from approximately counting the cardinality of a discrete set to approximately sampling elements of the set. An important application of our work is to approximating the partition function $Z$ of a discrete system, such as the Ising model, matchings or colorings of a graph. The typical approach to estimating the partition function $Z(β^*)$ at some desired inverse temperature $β^*$ is to define a sequence, which we call a {\em cooling schedule}, $β_0=0<β_1<...<β_\ell=β^*$ where Z(0) is trivial to compute and the ratios $Z(β_{i+1})/Z(β_i)$ are easy to estimate by sampling from the distribution corresponding to $Z(β_i)$. Previous approaches required a cooling schedule of length $O^*(\ln{A})$ where $A=Z(0)$, thereby ensuring that each ratio $Z(β_{i+1})/Z(β_i)$ is bounded. We present a cooling schedule of length $\ell=O^*(\sqrt{\ln{A}})$. For well-studied problems such as estimating the partition function of the Ising model, or approximating the number of colorings or matchings of a graph, our cooling schedule is of length $O^*(\sqrt{n})$, which implies an overall savings of $O^*(n)$ in the running time of the approximate counting algorithm (since roughly $\ell$ samples are needed to estimate each ratio).

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