4,784 research outputs found
On the Hardness of Signaling
There has been a recent surge of interest in the role of information in
strategic interactions. Much of this work seeks to understand how the realized
equilibrium of a game is influenced by uncertainty in the environment and the
information available to players in the game. Lurking beneath this literature
is a fundamental, yet largely unexplored, algorithmic question: how should a
"market maker" who is privy to additional information, and equipped with a
specified objective, inform the players in the game? This is an informational
analogue of the mechanism design question, and views the information structure
of a game as a mathematical object to be designed, rather than an exogenous
variable.
We initiate a complexity-theoretic examination of the design of optimal
information structures in general Bayesian games, a task often referred to as
signaling. We focus on one of the simplest instantiations of the signaling
question: Bayesian zero-sum games, and a principal who must choose an
information structure maximizing the equilibrium payoff of one of the players.
In this setting, we show that optimal signaling is computationally intractable,
and in some cases hard to approximate, assuming that it is hard to recover a
planted clique from an Erdos-Renyi random graph. This is despite the fact that
equilibria in these games are computable in polynomial time, and therefore
suggests that the hardness of optimal signaling is a distinct phenomenon from
the hardness of equilibrium computation. Necessitated by the non-local nature
of information structures, en-route to our results we prove an "amplification
lemma" for the planted clique problem which may be of independent interest
Sum-of-squares lower bounds for planted clique
Finding cliques in random graphs and the closely related "planted" clique
variant, where a clique of size k is planted in a random G(n, 1/2) graph, have
been the focus of substantial study in algorithm design. Despite much effort,
the best known polynomial-time algorithms only solve the problem for k ~
sqrt(n).
In this paper we study the complexity of the planted clique problem under
algorithms from the Sum-of-squares hierarchy. We prove the first average case
lower bound for this model: for almost all graphs in G(n,1/2), r rounds of the
SOS hierarchy cannot find a planted k-clique unless k > n^{1/2r} (up to
logarithmic factors). Thus, for any constant number of rounds planted cliques
of size n^{o(1)} cannot be found by this powerful class of algorithms. This is
shown via an integrability gap for the natural formulation of maximum clique
problem on random graphs for SOS and Lasserre hierarchies, which in turn follow
from degree lower bounds for the Positivestellensatz proof system.
We follow the usual recipe for such proofs. First, we introduce a natural
"dual certificate" (also known as a "vector-solution" or "pseudo-expectation")
for the given system of polynomial equations representing the problem for every
fixed input graph. Then we show that the matrix associated with this dual
certificate is PSD (positive semi-definite) with high probability over the
choice of the input graph.This requires the use of certain tools. One is the
theory of association schemes, and in particular the eigenspaces and
eigenvalues of the Johnson scheme. Another is a combinatorial method we develop
to compute (via traces) norm bounds for certain random matrices whose entries
are highly dependent; we hope this method will be useful elsewhere
Improved Sum-of-Squares Lower Bounds for Hidden Clique and Hidden Submatrix Problems
Given a large data matrix , we consider the
problem of determining whether its entries are i.i.d. with some known marginal
distribution , or instead contains a principal submatrix
whose entries have marginal distribution . As a special case, the hidden (or planted) clique problem
requires to find a planted clique in an otherwise uniformly random graph.
Assuming unbounded computational resources, this hypothesis testing problem
is statistically solvable provided for a suitable
constant . However, despite substantial effort, no polynomial time algorithm
is known that succeeds with high probability when .
Recently Meka and Wigderson \cite{meka2013association}, proposed a method to
establish lower bounds within the Sum of Squares (SOS) semidefinite hierarchy.
Here we consider the degree- SOS relaxation, and study the construction of
\cite{meka2013association} to prove that SOS fails unless . An argument presented by Barak implies that this lower bound
cannot be substantially improved unless the witness construction is changed in
the proof. Our proof uses the moments method to bound the spectrum of a certain
random association scheme, i.e. a symmetric random matrix whose rows and
columns are indexed by the edges of an Erd\"os-Renyi random graph.Comment: 40 pages, 1 table, conferenc
Optimal detection of sparse principal components in high dimension
We perform a finite sample analysis of the detection levels for sparse
principal components of a high-dimensional covariance matrix. Our minimax
optimal test is based on a sparse eigenvalue statistic. Alas, computing this
test is known to be NP-complete in general, and we describe a computationally
efficient alternative test using convex relaxations. Our relaxation is also
proved to detect sparse principal components at near optimal detection levels,
and it performs well on simulated datasets. Moreover, using polynomial time
reductions from theoretical computer science, we bring significant evidence
that our results cannot be improved, thus revealing an inherent trade off
between statistical and computational performance.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1127 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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