Approximate Sparsity Pattern Recovery: Information-Theoretic Lower Bounds

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown that if the measurement rate and per-sample signal-to-noise ratio (SNR) are finite constants independent of the length of the vector, then the optimal sparsity pattern estimate will have a constant fraction of errors. Lower bounds on the measurement rate needed to attain a desired fraction of errors are given in terms of the SNR and various key parameters of the unknown vector. The tightness of the bounds in a scaling sense, as a function of the SNR and the fraction of errors, is established by comparison with existing achievable bounds. Near optimality is shown for a wide variety of practically motivated signal models

An Information-Theoretic Analysis of Thompson Sampling

We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partial feedback. This analysis inherits the simplicity and elegance of information theory and leads to regret bounds that scale with the entropy of the optimal-action distribution. This strengthens preexisting results and yields new insight into how information improves performance

On Sampling from the Gibbs Distribution with Random Maximum A-Posteriori Perturbations

In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low dimensional perturbations and solving the corresponding MAP assignments. Our approach also leads to new ways to derive lower bounds on partition functions. We demonstrate empirically that our method excels in the typical "high signal - high coupling" regime. The setting results in ragged energy landscapes that are challenging for alternative approaches to sampling and/or lower bounds

Matrix Completion via Max-Norm Constrained Optimization

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly when the underlying sampling scheme is non-uniform. In this paper we propose and analyze a max-norm constrained empirical risk minimization method for noisy matrix completion under a general sampling model. The optimal rate of convergence is established under the Frobenius norm loss in the context of approximately low-rank matrix reconstruction. It is shown that the max-norm constrained method is minimax rate-optimal and yields a unified and robust approximate recovery guarantee, with respect to the sampling distributions. The computational effectiveness of this method is also discussed, based on first-order algorithms for solving convex optimizations involving max-norm regularization.Comment: 33 page

Lower Bounds for Oblivious Near-Neighbor Search

We prove an $\Omega(d \lg n/ (\lg\lg n)^2)$ lower bound on the dynamic cell-probe complexity of statistically $\mathit{oblivious}$ approximate-near-neighbor search ($\mathsf{ANN}$) over the $d$-dimensional Hamming cube. For the natural setting of $d = \Theta(\log n)$, our result implies an $\tilde{\Omega}(\lg^2 n)$ lower bound, which is a quadratic improvement over the highest (non-oblivious) cell-probe lower bound for $\mathsf{ANN}$. This is the first super-logarithmic $\mathit{unconditional}$ lower bound for $\mathsf{ANN}$ against general (non black-box) data structures. We also show that any oblivious $\mathit{static}$ data structure for decomposable search problems (like $\mathsf{ANN}$) can be obliviously dynamized with $O(\log n)$ overhead in update and query time, strengthening a classic result of Bentley and Saxe (Algorithmica, 1980).Comment: 28 page