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We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from s distributions, p_1, p_2, …, p_s, we design testers for the following problems: (1) Uniformity Testing: Testing whether all the p_i’s are uniform or ε-far from being uniform in ℓ_1-distance (2) Identity Testing: Testing whether all the p_i’s are equal to an explicitly given distribution q or ε-far from q in ℓ_1-distance, and (3) Closeness Testing: Testing whether all the p_i’s are equal to a distribution q which we have sample access to, or ε-far from q in ℓ_1-distance. By assuming an additional natural condition about the source distributions, we provide sample optimal testers for all of these problems. 

We consider the classical problem of selling a single item to a single bidder whose value for the item is drawn from a regular distribution F, in a "data-poor'' regime where Fis not known to the seller, and very few samples from Fare available. Prior work [Dhangwatnotai et al '10] has shown that one sample from Fcan be used to attain a 1/2-factor approximation to the optimal revenue, but it has been challenging to improve this guarantee when more samples from Fare provided, even when two samples from Fare provided. In this case, the best approximation known to date is 0.509, achieved by the Empirical Revenue Maximizing (ERM) mechanism Babaioff et al. '18]. We improve this guarantee to 0.558, and provide a lower bound of 0.65. Our results are based on a general framework, based on factor-revealing Semidefinite Programming relaxations aiming to capture as tight as possible a superset of product measures of regular distributions, the challenge being that neither regularity constraints nor product measures are convex constraints. The framework is general and can be applied in more abstract settings to evaluate the performance of a policy chosen using independent samples from a distribution and applied on a fresh sample from that same distribution. 

Generative neural networks have been empirically found very promising in providing effective structural priors for compressed sensing, since they can be trained to span low-dimensional data manifolds in high-dimensional signal spaces. Despite the non-convexity of the resulting optimization problem, it has also been shown theoretically that, for neural networks with random Gaussian weights, a signal in the range of the network can be efficiently, approximately recovered from a few noisy measurements. However, a major bottleneck of these theoretical guarantees is a network expansivity condition: that each layer of the neural network must be larger than the previous by a logarithmic factor. Our main contribution is to break this strong expansivity assumption, showing that constant expansivity suffices to get efficient recovery algorithms, besides it also being information-theoretically necessary. To overcome the theoretical bottleneck in existing approaches we prove a novel uniform concentration theorem for random functions that might not be Lipschitz but satisfy a relaxed notion which we call "pseudo-Lipschitzness." Using this theorem we can show that a matrix concentration inequality known as the Weight Distribution Condition (WDC), which was previously only known to hold for Gaussian matrices with logarithmic aspect ratio, in fact holds for constant aspect ratios too. Since the WDC is a fundamental matrix concentration inequality in the heart of all existing theoretical guarantees on this problem, our tighter bound immediately yields improvements in all known results in the literature on compressed sensing with deep generative priors, including one-bit recovery, phase retrieval, low-rank matrix recovery, and more. 

We identify the first static credible mechanism for multi-item additive auctions that achieves a constant factor of the optimal revenue. This is one instance of a more general framework for designing two-part tariff auctions, adapting the duality framework of Cai et al [CDW16]. Given a (not necessarily incentive compatible) auction format A satisfying certain technical conditions, our framework augments the auction with a personalized entry fee for each bidder, which must be paid before the auction can be accessed. These entry fees depend only on the prior distribution of bidder types, and in particular are independent of realized bids. Our framework can be used with many common auction formats, such as simultaneous first-price, simultaneous second-price, and simultaneous all-pay auctions. If all-pay auctions are used, we prove that the resulting mechanism is credible in the sense that the auctioneer cannot benefit by deviating from the stated mechanism after observing agent bids. If second-price auctions are used, we obtain a truthful O(1)-approximate mechanism with fixed entry fees that are amenable to tuning via online learning techniques. Our results for first price and all-pay are the first revenue guarantees of non-truthful mechanisms in multi-dimensional environments; an open question in the literature [RST17]. 

Constructing a spanning tree of a graph is one of the most basic tasks in graph theory. We consider a relaxed version of this problem in the setting of local algorithms. The relaxation is that the constructed subgraph is a sparse spanning subgraph containing at most (1+ϵ)n edges (where n is the number of vertices and ϵ is a given approximation/sparsity parameter). In the local setting, the goal is to quickly determine whether a given edge e belongs to such a subgraph, without constructing the whole subgraph, but rather by inspecting (querying) the local neighborhood of e. The challenge is to maintain consistency. That is, to provide answers concerning different edges according to the same spanning subgraph. We first show that for general bounded-degree graphs, the query complexity of any such algorithm must be Ω(n−−√). This lower bound holds for constant-degree graphs that have high expansion. Next we design an algorithm for (bounded-degree) graphs with high expansion, obtaining a result that roughly matches the lower bound. We then turn to study graphs that exclude a fixed minor (and are hence non-expanding). We design an algorithm for such graphs, which may have an unbounded maximum degree. The query complexity of this algorithm is poly(1/ϵ,h) (independent of n and the maximum degree), where h is the number of vertices in the excluded minor. Though our two algorithms are designed for very different types of graphs (and have very different complexities), on a high-level there are several similarities, and we highlight both the similarities and the differences. 

Generative adversarial networks (GANs) are a widely used framework for learning generative models. Wasserstein GANs (WGANs), one of the most successful variants of GANs, require solving a minmax optimization problem to global optimality, but are in practice successfully trained using stochastic gradient descent-ascent. In this paper, we show that, when the generator is a one-layer network, stochastic gradient descent-ascent converges to a global solution with polynomial time and sample complexity. 

Determinantal point processes (DPPs) are popular probabilistic models of diversity. In this paper, we investigate DPPs from a new perspective: property testing of distributions. Given sample access to an unknown distribution q over the subsets of a ground set, we aim to distinguish whether q is a DPP distribution or ϵ-far from all DPP distributions in ℓ1-distance. In this work, we propose the first algorithm for testing DPPs. Furthermore, we establish a matching lower bound on the sample complexity of DPP testing. This lower bound also extends to showing a new hardness result for the problem of testing the more general class of log-submodular distributions 

We study the sample complexity of learning revenue-optimal multi-item auctions. We obtain the first set of positive results that go beyond the standard but unrealistic setting of item-independence. In particular, we consider settings where bidders' valuations are drawn from correlated distributions that can be captured by Markov Random Fields or Bayesian Networks -- two of the most prominent graphical models. We establish parametrized sample complexity bounds for learning an up-to-ε optimal mechanism in both models, which scale polynomially in the size of the model, i.e.~the number of items and bidders, and only exponential in the natural complexity measure of the model, namely either the largest in-degree (for Bayesian Networks) or the size of the largest hyper-edge (for Markov Random Fields). We obtain our learnability results through a novel and modular framework that involves first proving a robustness theorem. We show that, given only ``approximate distributions'' for bidder valuations, we can learn a mechanism whose revenue is nearly optimal simultaneously for all ``true distributions'' that are close to the ones we were given in Prokhorov distance. Thus, to learn a good mechanism, it suffices to learn approximate distributions. When item values are independent, learning in Prokhorov distance is immediate, hence our framework directly implies the main result of Gonczarowski and Weinberg. When item values are sampled from more general graphical models, we combine our robustness theorem with novel sample complexity results for learning Markov Random Fields or Bayesian Networks in Prokhorov distance, which may be of independent interest. Finally, in the single-item case, our robustness result can be strengthened to hold under an even weaker distribution distance, the Lévy distance. 

In this paper we study the smooth convex-concave saddle point problem. Specifically, we analyze the last iterate convergence properties of the Extragradient (EG) algorithm. It is well known that the ergodic (averaged) iterates of EG converge at a rate of O(1/T) (Nemirovski, 2004). In this paper, we show that the last iterate of EG converges at a rate of O(1/T‾‾√). To the best of our knowledge, this is the first paper to provide a convergence rate guarantee for the last iterate of EG for the smooth convex-concave saddle point problem. Moreover, we show that this rate is tight by proving a lower bound of Ω(1/T‾‾√) for the last iterate. This lower bound therefore shows a quadratic separation of the convergence rates of ergodic and last iterates in smooth convex-concave saddle point problems. 

We design a Local Computation Algorithm (LCA) for the set cover problem. Given a set system where each set has size at most s and each element is contained in at most t sets, the algorithm reports whether a given set is in some fixed set cover whose expected size is O(log s) times the minimum fractional set cover value. Our algorithm requires sO(log s) tO(log s+log log t)) queries. This result improves upon the application of the reduction of [Parnas and Ron, TCS’07] on the result of [Kuhn et al., SODA’06], which leads to a query complexity of (st) O(log s · log t). To obtain this result, we design a parallel set cover algorithm that admits an efficient simulation in the LCA model by using a sparsification technique introduced in [Ghaffari and Uitto, SODA’19] for the maximal independent set problem. The parallel algorithm adds a random subset of the sets to the solution in a style similar to the PRAM algorithm of [Berger et al., FOCS’89]. However, our algorithm differs in the way that it never revokes its decisions, which results in a fewer number of adaptive rounds. This requires a novel approximation analysis which might be of independent interest.