arXiv subjects

Yeshwanth Cherapanamjeri

Publications and source records attributed to Yeshwanth Cherapanamjeri.

26 records · Page 2Linked to original sources

arXiv2020

On Adaptive Distance Estimation

We provide a static data structure for distance estimation which supports {\it adaptive} queries. Concretely, given a dataset $X = \{x_i\}_{i = 1}^n$ of $n$ points in $\mathbb{R}^d$ and $0 < p \leq 2$, we construct a randomized data structure with low memory consumption and query time which, when later given any query point $q \in \mathbb{R}^d$, outputs a $(1+ε)$-approximation of $\lVert q - x_i \rVert_p$ with high probability for all $i\in[n]$. The main novelty is our data structure's correctness guarantee holds even when the sequence of queries can be chosen adaptively: an adversary is allowed to choose the $j$th query point $q_j$ in a way that depends on the answers reported by the data structure for $q_1,\ldots,q_{j-1}$. Previous randomized Monte Carlo methods do not provide error guarantees in the setting of adaptively chosen queries. Our memory consumption is $\tilde O((n+d)d/ε^2)$, slightly more than the $O(nd)$ required to store $X$ in memory explicitly, but with the benefit that our time to answer queries is only $\tilde O(ε^{-2}(n + d))$, much faster than the naive $Θ(nd)$ time obtained from a linear scan in the case of $n$ and $d$ very large. Here $\tilde O$ hides $\log(nd/ε)$ factors. We discuss applications to nearest neighbor search and nonparametric estimation. Our method is simple and likely to be applicable to other domains: we describe a generic approach for transforming randomized Monte Carlo data structures which do not support adaptive queries to ones that do, and show that for the problem at hand, it can be applied to standard nonadaptive solutions to $\ell_p$ norm estimation with negligible overhead in query time and a factor $d$ overhead in memory.

cs.DS↗

arXiv2020

Optimal Mean Estimation without a Variance

We study the problem of heavy-tailed mean estimation in settings where the variance of the data-generating distribution does not exist. Concretely, given a sample $\mathbf{X} = \{X_i\}_{i = 1}^n$ from a distribution $\mathcal{D}$ over $\mathbb{R}^d$ with mean $μ$ which satisfies the following \emph{weak-moment} assumption for some ${α\in [0, 1]}$: \begin{equation*} \forall \|v\| = 1: \mathbb{E}_{X \thicksim \mathcal{D}}[\lvert \langle X - μ, v\rangle \rvert^{1 + α}] \leq 1, \end{equation*} and given a target failure probability, $δ$, our goal is to design an estimator which attains the smallest possible confidence interval as a function of $n,d,δ$. For the specific case of $α= 1$, foundational work of Lugosi and Mendelson exhibits an estimator achieving subgaussian confidence intervals, and subsequent work has led to computationally efficient versions of this estimator. Here, we study the case of general $α$, and establish the following information-theoretic lower bound on the optimal attainable confidence interval: \begin{equation*} Ω\left(\sqrt{\frac{d}{n}} + \left(\frac{d}{n}\right)^{\fracα{(1 + α)}} + \left(\frac{\log 1 / δ}{n}\right)^{\fracα{(1 + α)}}\right). \end{equation*} Moreover, we devise a computationally-efficient estimator which achieves this lower bound.

math.ST↗

arXiv2020

Optimal Robust Linear Regression in Nearly Linear Time

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + ε$ (with $X \in \mathbb{R}^d$ and $ε$ independent), in which an $η$ fraction of the samples have been adversarially corrupted. We propose estimators for this problem under two settings: (i) $X$ is L4-L2 hypercontractive, $\mathbb{E} [XX^\top]$ has bounded condition number and $ε$ has bounded variance and (ii) $X$ is sub-Gaussian with identity second moment and $ε$ is sub-Gaussian. In both settings, our estimators: (a) Achieve optimal sample complexities and recovery guarantees up to log factors and (b) Run in near linear time ($\tilde{O}(nd / η^6)$). Prior to our work, polynomial time algorithms achieving near optimal sample complexities were only known in the setting where $X$ is Gaussian with identity covariance and $ε$ is Gaussian, and no linear time estimators were known for robust linear regression in any setting. Our estimators and their analysis leverage recent developments in the construction of faster algorithms for robust mean estimation to improve runtimes, and refined concentration of measure arguments alongside Gaussian rounding techniques to improve statistical sample complexities.

stat.ML↗

arXiv2019

Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how many samples are needed to do estimation and regression with high accuracy and exponentially-good success probability. For covariance estimation, linear regression, and several other problems, estimators have recently been constructed with sample complexities and rates of error matching what is possible when the underlying distribution is Gaussian, but algorithms for these estimators require exponential time. We narrow the gap between the Gaussian and heavy-tailed settings for polynomial-time estimators with: 1. A polynomial-time estimator which takes $n$ samples from a random vector $X \in R^d$ with covariance $Σ$ and produces $\hatΣ$ such that in spectral norm $\|\hatΣ - Σ\|_2 \leq \tilde{O}(d^{3/4}/\sqrt{n})$ w.p. $1-2^{-d}$. The information-theoretically optimal error bound is $\tilde{O}(\sqrt{d/n})$; previous approaches to polynomial-time algorithms were stuck at $\tilde{O}(d/\sqrt{n})$. 2. A polynomial-time algorithm which takes $n$ samples $(X_i,Y_i)$ where $Y_i = \langle u,X_i \rangle + \varepsilon_i$ and produces $\hat{u}$ such that the loss $\|u - \hat{u}\|^2 \leq O(d/n)$ w.p. $1-2^{-d}$ for any $n \geq d^{3/2} \log(d)^{O(1)}$. This (information-theoretically optimal) error is achieved by inefficient algorithms for any $n \gg d$; previous polynomial-time algorithms suffer loss $Ω(d^2/n)$ and require $n \gg d^2$. Our algorithms use degree-$8$ sum-of-squares semidefinite programs. We offer preliminary evidence that improving these rates of error in polynomial time is not possible in the median of means framework our algorithms employ.

math.ST↗

arXiv2019

Fast Mean Estimation with Sub-Gaussian Rates

We propose an estimator for the mean of a random vector in $\mathbb{R}^d$ that can be computed in time $O(n^4+n^2d)$ for $n$ i.i.d.~samples and that has error bounds matching the sub-Gaussian case. The only assumptions we make about the data distribution are that it has finite mean and covariance; in particular, we make no assumptions about higher-order moments. Like the polynomial time estimator introduced by Hopkins, 2018, which is based on the sum-of-squares hierarchy, our estimator achieves optimal statistical efficiency in this challenging setting, but it has a significantly faster runtime and a simpler analysis.

math.ST↗

arXiv2019

Testing Markov Chains without Hitting

We study the problem of identity testing of markov chains. In this setting, we are given access to a single trajectory from a markov chain with unknown transition matrix $Q$ and the goal is to determine whether $Q = P$ for some known matrix $P$ or $\text{Dist}(P, Q) \geq ε$ where $\text{Dist}$ is suitably defined. In recent work by Daskalakis, Dikkala and Gravin, 2018, it was shown that it is possible to distinguish between the two cases provided the length of the observed trajectory is at least super-linear in the hitting time of $P$ which may be arbitrarily large. In this paper, we propose an algorithm that avoids this dependence on hitting time thus enabling efficient testing of markov chains even in cases where it is infeasible to observe every state in the chain. Our algorithm is based on combining classical ideas from approximation algorithms with techniques for the spectral analysis of markov chains.

math.ST↗

arXiv2017

Thresholding based Efficient Outlier Robust PCA

We consider the problem of outlier robust PCA (OR-PCA) where the goal is to recover principal directions despite the presence of outlier data points. That is, given a data matrix $M^*$, where $(1-α)$ fraction of the points are noisy samples from a low-dimensional subspace while $α$ fraction of the points can be arbitrary outliers, the goal is to recover the subspace accurately. Existing results for \OR-PCA have serious drawbacks: while some results are quite weak in the presence of noise, other results have runtime quadratic in dimension, rendering them impractical for large scale applications. In this work, we provide a novel thresholding based iterative algorithm with per-iteration complexity at most linear in the data size. Moreover, the fraction of outliers, $α$, that our method can handle is tight up to constants while providing nearly optimal computational complexity for a general noise setting. For the special case where the inliers are obtained from a low-dimensional subspace with additive Gaussian noise, we show that a modification of our thresholding based method leads to significant improvement in recovery error (of the subspace) even in the presence of a large fraction of outliers.

cs.LG↗

arXiv2016

Nearly-optimal Robust Matrix Completion

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple projected gradient descent method to estimate the low-rank matrix that alternately performs a projected gradient descent step and cleans up a few of the corrupted entries using hard-thresholding. Our algorithm solves RMC using nearly optimal number of observations as well as nearly optimal number of corruptions. Our result also implies significant improvement over the existing time complexity bounds for the low-rank matrix completion problem. Finally, an application of our result to the robust PCA problem (low-rank+sparse matrix separation) leads to nearly linear time (in matrix dimensions) algorithm for the same; existing state-of-the-art methods require quadratic time. Our empirical results corroborate our theoretical results and show that even for moderate sized problems, our method for robust PCA is an an order of magnitude faster than the existing methods.

cs.LG↗