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1. Optimal Coding Theorems in Time-Bounded Kolmogorov Complexity

   Lu, Zhenjian; Oliveira, Igor C.; Zimand, Marius (January 2022, 49th International Colloquium on Automata, Languages, and Programming (ICALP 2022))

   Mikołaj Bojańczyk and Emanuela Merelli and David P. Woodruff (Ed.)

   The classical coding theorem in Kolmogorov complexity states that if an n-bit string x is sampled with probability δ by an algorithm with prefix-free domain then K(x) ≤ log(1/δ) + O(1). In a recent work, Lu and Oliveira [31] established an unconditional time-bounded version of this result, by showing that if x can be efficiently sampled with probability δ then rKt(x) = O(log(1/δ)) + O(log n), where rKt denotes the randomized analogue of Levin’s Kt complexity. Unfortunately, this result is often insufficient when transferring applications of the classical coding theorem to the time-bounded setting, as it achieves a O(log(1/δ)) bound instead of the information-theoretic optimal log(1/δ). Motivated by this discrepancy, we investigate optimal coding theorems in the time-bounded setting. Our main contributions can be summarised as follows. • Efficient coding theorem for rKt with a factor of 2. Addressing a question from [31], we show that if x can be efficiently sampled with probability at least δ then rKt(x) ≤ (2 + o(1)) · log(1/δ) +O(log n). As in previous work, our coding theorem is efficient in the sense that it provides a polynomial-time probabilistic algorithm that, when given x, the code of the sampler, and δ, it outputs, with probability ≥ 0.99, a probabilistic representation of x that certifies this rKt complexity bound. • Optimality under a cryptographic assumption. Under a hypothesis about the security of cryptographic pseudorandom generators, we show that no efficient coding theorem can achieve a bound of the form rKt(x) ≤ (2 − o(1)) · log(1/δ) + poly(log n). Under a weaker assumption, we exhibit a gap between efficient coding theorems and existential coding theorems with near-optimal parameters. • Optimal coding theorem for pKt and unconditional Antunes-Fortnow. We consider pKt complexity [17], a variant of rKt where the randomness is public and the time bound is fixed. We observe the existence of an optimal coding theorem for pKt, and employ this result to establish an unconditional version of a theorem of Antunes and Fortnow [5] which characterizes the worst-case running times of languages that are in average polynomial-time over all P-samplable distributions. 

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2. Outlier robust multivariate polynomial regression

   Arora, Vipul; Bhattacharyya, Arnab; Boban, Mathews; Guruswami, Venkatesan; Kelman, Esty (September 0024, Proceedings of the European Symposium on Algorithms (ESA),)

   We study the problem of robust multivariate polynomial regression: let p\colon\mathbb{R}^n\to\mathbb{R} be an unknown n-variate polynomial of degree at most d in each variable. We are given as input a set of random samples (\mathbf{x}_i,y_i) \in [-1,1]^n \times \mathbb{R} that are noisy versions of (\mathbf{x}_i,p(\mathbf{x}_i)). More precisely, each \mathbf{x}_i is sampled independently from some distribution \chi on [-1,1]^n, and for each i independently, y_i is arbitrary (i.e., an outlier) with probability at most \rho < 1/2, and otherwise satisfies |y_i-p(\mathbf{x}_i)|\leq\sigma. The goal is to output a polynomial \hat{p}, of degree at most d in each variable, within an \ell_\infty-distance of at most O(\sigma) from p. Kane, Karmalkar, and Price [FOCS'17] solved this problem for n=1. We generalize their results to the n-variate setting, showing an algorithm that achieves a sample complexity of O_n(d^n\log d), where the hidden constant depends on n, if \chi is the n-dimensional Chebyshev distribution. The sample complexity is O_n(d^{2n}\log d), if the samples are drawn from the uniform distribution instead. The approximation error is guaranteed to be at most O(\sigma), and the run-time depends on \log(1/\sigma). In the setting where each \mathbf{x}_i and y_i are known up to N bits of precision, the run-time's dependence on N is linear. We also show that our sample complexities are optimal in terms of d^n. Furthermore, we show that it is possible to have the run-time be independent of 1/\sigma, at the cost of a higher sample complexity. 

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3. Fast, Sample-Efficient, Affine-Invariant Private Mean and Covariance Estimation for Subgaussian Distributions

   Brown, G.; Hopkins, S.; Smith, A. (July 2023, The Thirty Sixth Annual Conference on Learning Theory (COLT))

   We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given n samples from a (sub-)Gaussian distribution with unknown mean μ and covariance Σ, our (ϵ,δ)-differentially private estimator produces μ~ such that ∥μ−μ~∥Σ≤α as long as n≳dα2+dlog1/δ√αϵ+dlog1/δϵ. The Mahalanobis error metric ∥μ−μ^∥Σ measures the distance between μ^ and μ relative to Σ; it characterizes the error of the sample mean. Our algorithm runs in time O~(ndω−1+nd/\eps), where ω<2.38 is the matrix multiplication exponent.We adapt an exponential-time approach of Brown, Gaboardi, Smith, Ullman, and Zakynthinou (2021), giving efficient variants of stable mean and covariance estimation subroutines that also improve the sample complexity to the nearly optimal bound above.Our stable covariance estimator can be turned to private covariance estimation for unrestricted subgaussian distributions. With n≳d3/2 samples, our estimate is accurate in spectral norm. This is the first such algorithm using n=o(d2) samples, answering an open question posed by Alabi et al. (2022). With n≳d2 samples, our estimate is accurate in Frobenius norm. This leads to a fast, nearly optimal algorithm for private learning of unrestricted Gaussian distributions in TV distance.Duchi, Haque, and Kuditipudi (2023) obtained similar results independently and concurrently. 

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4. Sample Complexity of Distinguishing Cause from Effect

   Acharya, Jayadev; Bhadane, Sourbh; Bhattacharyya, Arnab; Kandasamy, Saravanan; Sun, Ziteng (April 2023, Proceedings of Machine Learning Research)

   Ruiz, Francisco; Dy, Jennifer; van de Meent, Jan-Willem (Ed.)

   We study the sample complexity of causal structure learning on a two-variable system with observational and experimental data. Specifically, for two variables X and Y, we consider the classical scenario where either X causes Y , Y causes X, or there is an unmeasured confounder between X and Y. We show that if X and Y are over a finite domain of size k and are significantly correlated, the minimum number of interventional samples needed is sublinear in k. We give a tight characterization of the tradeoff between observational and interventional data when the number of observational samples is sufficiently large. We build upon techniques for closeness testing and for non-parametric density estimation in different regimes of observational data. Our hardness results are based on carefully constructing causal models whose marginal and interventional distributions form hard instances of canonical results on property testing. 

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5. Sample-Optimal Identity Testing with High Probability

   Diakonikolas, Ilias; Gouleakis, Themis; Peebles, John; Price, Eric (July 2018, 45th International Colloquium on Automata, Languages, and Automata)

   We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution p over n elements, an explicitly given distribution q, and parameters 0< epsilon, delta < 1, we wish to distinguish, with probability at least 1-delta, whether the distributions are identical versus epsilon-far in total variation distance. Most prior work focused on the case that delta = Omega(1), for which the sample complexity of identity testing is known to be Theta(sqrt{n}/epsilon^2). Given such an algorithm, one can achieve arbitrarily small values of delta via black-box amplification, which multiplies the required number of samples by Theta(log(1/delta)). We show that black-box amplification is suboptimal for any delta = o(1), and give a new identity tester that achieves the optimal sample complexity. Our new upper and lower bounds show that the optimal sample complexity of identity testing is Theta((1/epsilon^2) (sqrt{n log(1/delta)} + log(1/delta))) for any n, epsilon, and delta. For the special case of uniformity testing, where the given distribution is the uniform distribution U_n over the domain, our new tester is surprisingly simple: to test whether p = U_n versus d_{TV} (p, U_n) >= epsilon, we simply threshold d_{TV}({p^}, U_n), where {p^} is the empirical probability distribution. The fact that this simple "plug-in" estimator is sample-optimal is surprising, even in the constant delta case. Indeed, it was believed that such a tester would not attain sublinear sample complexity even for constant values of epsilon and delta. An important contribution of this work lies in the analysis techniques that we introduce in this context. First, we exploit an underlying strong convexity property to bound from below the expectation gap in the completeness and soundness cases. Second, we give a new, fast method for obtaining provably correct empirical estimates of the true worst-case failure probability for a broad class of uniformity testing statistics over all possible input distributions - including all previously studied statistics for this problem. We believe that our novel analysis techniques will be useful for other distribution testing problems as well. 

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