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Vladimir A. Kobzar

Publications and source records attributed to Vladimir A. Kobzar.

7 recordsLinked to original sources

The Komlós conjecture for complex discrepancy

The Komlós conjecture is a classic problem in discrepancy theory; it asks whether an absolute constant $K$ exists such that given any $n$ vectors $a_1,\ldots,a_n$ inside the $m$-dimensional Euclidean ball, regardless of how large $m,n$ are, there is always a selection of signs $\varepsilon_1,\ldots,\varepsilon_n$ guaranteeing $$\|\varepsilon_1a_1+\ldots+\varepsilon_na_n\|_\infty \leq K.$$ We show that if the $\varepsilon_i$'s are allowed to take not just the values of $\pm 1$ but any unit modulus complex number, which we refer to as complex discrepancy, then the above inequality holds for a finite, explicit constant $K_{\mathbb{C}}$. Here, the $\ell^\infty$ norm of the resulting vector in $\mathbb{C}^m$ is the largest modulus of its entries, and thus the complex discrepancy of real vectors is equivalent to their rank-$2$ vector discrepancy. This quantity provides an upper bound (modulo uniform constant prefactor) on Gaussian discrepancy -- a discrepancy measure introduced by Chewi, Gerber, Rigollet and Turner. Thus, we also resolve the Komlós conjecture for Gaussian discrepancy. Our paper builds upon the recent work of Bansal and Jiang on the Beck-Fiala and Komlós conjectures, which we approach from the formalism of Burkholder and the Bellman function method from probability and harmonic analysis. Our work was in part motivated by the realization that the complex discrepancy of the columns of any unitary matrix is equal to 1, a fact that follows from a straightforward calculation based on Idel and Wolf's generalization of the Sinkhorn normal form for unitary matrices.

math.CO↗

Online Komlós converges to mean curvature flow

We determine the asymptotics of a game inspired by classic vector balancing problems in combinatorial discrepancy theory. In this game, which we call the online Komlós game, two players, Paul and Carol, update the state vector $y$ in $\mathbb{R}^m$, initially placed at $0$. At each round, Paul chooses freely a set of $n$ vectors in the Euclidean unit ball, and Carol chooses, for each such vector, whether to leave it unchanged or reverse its sign. The resulting vectors are all added to $y$, and the game proceeds to a new round. After $T$ rounds, the game ends, and the $\ell_\infty$ norm of the state vector $y$ is determined. Paul's objective throughout the game is to maximize this norm, and Carol's objective is to minimize it. As $T$ gets large, we establish that the leading order term of the value of this game is $\sqrt{T/2τ}$, where $τ$ is the extinction time of the unit cube in $\mathbb{R}^m$ under a curvature-based flow characterized by the values of $m$ and $n$. When $n\geq m-1$, this flow is the mean curvature flow, and we show that $1/\sqrt{2τ} =Θ(\sqrt{\log m})$. Our results build upon the work of Kohn and Serfaty on deterministic games and mean curvature flow, combined with Banaszczyk's $\ell^2$ analogue of the Beck-Fiala theorem. As the large $T$ limit of the online Komlós game amounts to a localization of the classic Komlós problem, we hope this work can shed light on this and other vector balancing problems. Our results generalize to the version of the online Komlós game with the final value given by an arbitrary norm in $\mathbb{R}^m$.

math.CO↗

Neural collapse in the orthoplex regime

When training a neural network for classification, the feature vectors of the training set are known to collapse to the vertices of a regular simplex, provided the dimension $d$ of the feature space and the number $n$ of classes satisfies $n\leq d+1$. This phenomenon is known as neural collapse. For other applications like language models, one instead takes $n\gg d$. Here, the neural collapse phenomenon still occurs, but with different emergent geometric figures. We characterize these geometric figures in the orthoplex regime where $d+2\leq n\leq 2d$. The techniques in our analysis primarily involve Radon's theorem and convexity.

cs.LG↗

Revisiting Block-Diagonal SDP Relaxations for the Clique Number of the Paley Graphs

This work addresses the block-diagonal semidefinite program (SDP) relaxations for the clique number of the Paley graphs. The size of the maximal clique (clique number) of a graph is a classic NP-complete problem; a Paley graph is a deterministic graph where two vertices are connected if their difference is a quadratic residue (square) in a finite field with the number of elements given by certain primes and prime powers. Improving the upper bound for the Paley graph clique number for prime powers that are non-squares is an open problem in combinatorics. Moreover, since quadratic residues exhibit pseudorandom properties, Paley graphs are related to the construction of deterministic restricted isometries, an open problem in compressed sensing. Recent work provides numerical evidence that the current upper bounds can be improved by the sum-of-squares (SOS) relaxations. In particular, the bounds given by the SOS relaxations of degree 4 (SOS-4) have been empirically observed to be growing at an order smaller than square root of the prime. However, computations of SOS-4 appear to be intractable with respect to large graphs. Gvozdenovic et al. introduced a more computationally efficient block-diagonal hierarchy of SDPs and computed the values of these SDPs of degrees 2 (L2) for the Paley graph clique numbers associated with primes p less or equal to 809, which bound from above the corresponding SOS-4 relaxations. We compute the values of the L2 relaxations for p's between 821 and 997. Our results provide some numerical evidence that these relaxations, and therefore also the SOS-4 relaxations, may be scaling at an order smaller than the square root of p. However, due to the size of the SDPs, we have not been able to compute L2 relaxations for p's greater than 997. Therefore, our scaling estimate is not conclusive and presents an interesting open problem for further study.

cs.DS↗

A PDE-Based Analysis of the Symmetric Two-Armed Bernoulli Bandit

This work addresses a version of the two-armed Bernoulli bandit problem where the sum of the means of the arms is one (the symmetric two-armed Bernoulli bandit). In a regime where the gap between these means goes to zero as the number of prediction periods approaches infinity, i.e., the difficulty of detecting the gap increases as the sample size increases, we obtain the leading order terms of the minmax optimal regret and pseudoregret for this problem by associating each of them with a solution of a linear heat equation. Our results improve upon the previously known results; specifically, we explicitly compute these leading order terms in three different scaling regimes for the gap. Additionally, we obtain new non-asymptotic bounds for any given time horizon. Although optimal player strategies are not known for more general bandit problems, there is significant interest in considering how regret accumulates under specific player strategies, even when they are not known to be optimal. We expect that the methods of this paper should be useful in settings of that type.

cs.LG↗

New Potential-Based Bounds for Prediction with Expert Advice

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret) as the problem of finding better sub- and supersolutions of certain partial differential equations (PDEs). These sub- and supersolutions serve as the potentials for player and adversary strategies, which lead to the corresponding bounds. To get explicit bounds, we use closed-form solutions of specific PDEs. Our bounds hold for any given number of experts and horizon; in certain regimes (which we identify) they improve upon the previous state of the art. For two and three experts, our bounds provide the optimal leading order term.

cs.LG↗

New Potential-Based Bounds for the Geometric-Stopping Version of Prediction with Expert Advice

This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has been recently developed using verification arguments from optimal control theory. This paper extends this framework to the random (geometric) stopping version. To obtain explicit bounds, we construct potentials for the geometric version from potentials used for the fixed horizon version of the problem. This construction leads to new explicit lower and upper bounds associated with specific adversary and player strategies. While there are several known lower bounds in the fixed horizon setting, our lower bounds appear to be the first such results in the geometric stopping setting with an arbitrary number of experts. Our framework also leads in some cases to improved upper bounds. For two and three experts, our bounds are optimal to leading order.

cs.LG↗