Faster Spectral Density Estimation and Sparsification in the Nuclear Norm
- URL: http://arxiv.org/abs/2406.07521v1
- Date: Tue, 11 Jun 2024 17:50:20 GMT
- Title: Faster Spectral Density Estimation and Sparsification in the Nuclear Norm
- Authors: Yujia Jin, Ishani Karmarkar, Christopher Musco, Aaron Sidford, Apoorv Vikram Singh,
- Abstract summary: We introduce a new notion of graph sparsification, which we call nuclear sparsification.
We show that our sparsification method also yields the first deterministic algorithm for spectral density estimation.
- Score: 28.368253322669336
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We consider the problem of estimating the spectral density of the normalized adjacency matrix of an $n$-node undirected graph. We provide a randomized algorithm that, with $O(n\epsilon^{-2})$ queries to a degree and neighbor oracle and in $O(n\epsilon^{-3})$ time, estimates the spectrum up to $\epsilon$ accuracy in the Wasserstein-1 metric. This improves on previous state-of-the-art methods, including an $O(n\epsilon^{-7})$ time algorithm from [Braverman et al., STOC 2022] and, for sufficiently small $\epsilon$, a $2^{O(\epsilon^{-1})}$ time method from [Cohen-Steiner et al., KDD 2018]. To achieve this result, we introduce a new notion of graph sparsification, which we call nuclear sparsification. We provide an $O(n\epsilon^{-2})$-query and $O(n\epsilon^{-2})$-time algorithm for computing $O(n\epsilon^{-2})$-sparse nuclear sparsifiers. We show that this bound is optimal in both its sparsity and query complexity, and we separate our results from the related notion of additive spectral sparsification. Of independent interest, we show that our sparsification method also yields the first deterministic algorithm for spectral density estimation that scales linearly with $n$ (sublinear in the representation size of the graph).
Related papers
- Mini-Batch Kernel $k$-means [4.604003661048267]
A single iteration of our algorithm takes $widetildeO(kb2)$ time, significantly faster than the $O(n2)$ time required by the full batch kernel $k$-means.
Experiments demonstrate that our algorithm consistently achieves a 10-100x speedup with minimal loss in quality.
arXiv Detail & Related papers (2024-10-08T10:59:14Z) - Quantum spectral method for gradient and Hessian estimation [4.193480001271463]
Gradient descent is one of the most basic algorithms for solving continuous optimization problems.
We propose a quantum algorithm that returns an $varepsilon$-approximation of its gradient with query complexity $widetildeO (1/varepsilon)$.
We also propose two quantum algorithms for Hessian estimation, aiming to improve quantum analogs of Newton's method.
arXiv Detail & Related papers (2024-07-04T11:03:48Z) - Quantum speedups for linear programming via interior point methods [1.8434042562191815]
We describe a quantum algorithm for solving a linear program with $n$ inequality constraints on $d$ variables.
Our algorithm speeds up the Newton step in the state-of-the-art interior point method of Lee and Sidford.
arXiv Detail & Related papers (2023-11-06T16:00:07Z) - Do you know what q-means? [50.045011844765185]
Clustering is one of the most important tools for analysis of large datasets.
We present an improved version of the "$q$-means" algorithm for clustering.
We also present a "dequantized" algorithm for $varepsilon which runs in $Obig(frack2varepsilon2(sqrtkd + log(Nd))big.
arXiv Detail & Related papers (2023-08-18T17:52:12Z) - Moments, Random Walks, and Limits for Spectrum Approximation [40.43008834125277]
We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $epsilon$ in Wasserstein-1 distance.
No algorithm can compute an $epsilon$-accurate approximation to the spectrum of a normalized graph adjacency matrix with constant probability.
arXiv Detail & Related papers (2023-07-02T05:03:38Z) - Private estimation algorithms for stochastic block models and mixture
models [63.07482515700984]
General tools for designing efficient private estimation algorithms.
First efficient $(epsilon, delta)$-differentially private algorithm for both weak recovery and exact recovery.
arXiv Detail & Related papers (2023-01-11T09:12:28Z) - ReSQueing Parallel and Private Stochastic Convex Optimization [59.53297063174519]
We introduce a new tool for BFG convex optimization (SCO): a Reweighted Query (ReSQue) estimator for the gradient of a function convolved with a (Gaussian) probability density.
We develop algorithms achieving state-of-the-art complexities for SCO in parallel and private settings.
arXiv Detail & Related papers (2023-01-01T18:51:29Z) - Robust Sparse Mean Estimation via Sum of Squares [42.526664955704746]
We study the problem of high-dimensional sparse mean estimation in the presence of an $epsilon$-fraction of adversarial outliers.
Our algorithms follow the Sum-of-Squares based, to algorithms approach.
arXiv Detail & Related papers (2022-06-07T16:49:54Z) - Clustering Mixture Models in Almost-Linear Time via List-Decodable Mean
Estimation [58.24280149662003]
We study the problem of list-decodable mean estimation, where an adversary can corrupt a majority of the dataset.
We develop new algorithms for list-decodable mean estimation, achieving nearly-optimal statistical guarantees.
arXiv Detail & Related papers (2021-06-16T03:34:14Z) - Optimal Robust Linear Regression in Nearly Linear Time [97.11565882347772]
We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = langle X,w* rangle + epsilon$
We propose estimators for this problem under two settings: (i) $X$ is L4-L2 hypercontractive, $mathbbE [XXtop]$ has bounded condition number and $epsilon$ has bounded variance and (ii) $X$ is sub-Gaussian with identity second moment and $epsilon$ is
arXiv Detail & Related papers (2020-07-16T06:44:44Z) - Streaming Complexity of SVMs [110.63976030971106]
We study the space complexity of solving the bias-regularized SVM problem in the streaming model.
We show that for both problems, for dimensions of $frac1lambdaepsilon$, one can obtain streaming algorithms with spacely smaller than $frac1lambdaepsilon$.
arXiv Detail & Related papers (2020-07-07T17:10:00Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.