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Using precise random matrix theory tools and the Kac–Rice formula, we provide sharp O(1) asymptotics for the average number of deep minima of the ( p, k) spiked tensor model. These sharp estimates allow us to prove that, when the signal-to-noise ratio is large enough, the expected number of deep minima is asymptotically finite as N tends to infinity and to establish the occurrence of topological trivialization by showing that this number vanishes when the strength of the signal-to-noise ratio diverges. We also derive an explicit formula for the value of the absolute minimum (the limiting ground state energy) on the N-dimensional sphere, similar to the recent work of Jagannath, Lopatto, and Miolane [Ann. Appl. Probab. 4, 1910–1933 (2020)].more » « less
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Ben Arous, Gerard; Wein, Alexander S; Zadik, Ilias (, Proceedings of Thirty Third Conference on Learning Theory)Abernethy, Jacob; Agarwal, Shivani (Ed.)We study a variant of the sparse PCA (principal component analysis) problem in the “hard” regime, where the inference task is possible yet no polynomial-time algorithm is known to exist. Prior work, based on the low-degree likelihood ratio, has conjectured a precise expression for the best possible (sub-exponential) runtime throughout the hard regime. Following instead a statistical physics inspired point of view, we show bounds on the depth of free energy wells for various Gibbs measures naturally associated to the problem. These free energy wells imply hitting time lower bounds that corroborate the low-degree conjecture: we show that a class of natural MCMC (Markov chain Monte Carlo) methods (with worst-case initialization) cannot solve sparse PCA with less than the conjectured runtime. These lower bounds apply to a wide range of values for two tuning parameters: temperature and sparsity misparametrization. Finally, we prove that the Overlap Gap Property (OGP), a structural property that implies failure of certain local search algorithms, holds in a significant part of the hard regime.more » « less
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