207 research outputs found

    The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

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    This paper deals with the computational complexity of conditions which guarantee that the NP-hard problem of finding the sparsest solution to an underdetermined linear system can be solved by efficient algorithms. In the literature, several such conditions have been introduced. The most well-known ones are the mutual coherence, the restricted isometry property (RIP), and the nullspace property (NSP). While evaluating the mutual coherence of a given matrix is easy, it has been suspected for some time that evaluating RIP and NSP is computationally intractable in general. We confirm these conjectures by showing that for a given matrix A and positive integer k, computing the best constants for which the RIP or NSP hold is, in general, NP-hard. These results are based on the fact that determining the spark of a matrix is NP-hard, which is also established in this paper. Furthermore, we also give several complexity statements about problems related to the above concepts.Comment: 13 pages; accepted for publication in IEEE Trans. Inf. Theor

    Certifying the restricted isometry property is hard

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    This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is impossible to efficiently test for RIP provided P \neq NP

    Average-case Hardness of RIP Certification

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    The restricted isometry property (RIP) for design matrices gives guarantees for optimal recovery in sparse linear models. It is of high interest in compressed sensing and statistical learning. This property is particularly important for computationally efficient recovery methods. As a consequence, even though it is in general NP-hard to check that RIP holds, there have been substantial efforts to find tractable proxies for it. These would allow the construction of RIP matrices and the polynomial-time verification of RIP given an arbitrary matrix. We consider the framework of average-case certifiers, that never wrongly declare that a matrix is RIP, while being often correct for random instances. While there are such functions which are tractable in a suboptimal parameter regime, we show that this is a computationally hard task in any better regime. Our results are based on a new, weaker assumption on the problem of detecting dense subgraphs

    Regularity Properties for Sparse Regression

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    Statistical and machine learning theory has developed several conditions ensuring that popular estimators such as the Lasso or the Dantzig selector perform well in high-dimensional sparse regression, including the restricted eigenvalue, compatibility, and q\ell_q sensitivity properties. However, some of the central aspects of these conditions are not well understood. For instance, it is unknown if these conditions can be checked efficiently on any given data set. This is problematic, because they are at the core of the theory of sparse regression. Here we provide a rigorous proof that these conditions are NP-hard to check. This shows that the conditions are computationally infeasible to verify, and raises some questions about their practical applications. However, by taking an average-case perspective instead of the worst-case view of NP-hardness, we show that a particular condition, q\ell_q sensitivity, has certain desirable properties. This condition is weaker and more general than the others. We show that it holds with high probability in models where the parent population is well behaved, and that it is robust to certain data processing steps. These results are desirable, as they provide guidance about when the condition, and more generally the theory of sparse regression, may be relevant in the analysis of high-dimensional correlated observational data.Comment: Manuscript shortened and more motivation added. To appear in Communications in Mathematics and Statistic

    Computational Complexity of Certifying Restricted Isometry Property

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    Given a matrix AA with nn rows, a number k<nk<n, and 0<δ<10<\delta < 1, AA is (k,δ)(k,\delta)-RIP (Restricted Isometry Property) if, for any vector xRnx \in \mathbb{R}^n, with at most kk non-zero co-ordinates, (1δ)x2Ax2(1+δ)x2(1-\delta) \|x\|_2 \leq \|A x\|_2 \leq (1+\delta)\|x\|_2 In many applications, such as compressed sensing and sparse recovery, it is desirable to construct RIP matrices with a large kk and a small δ\delta. Given the efficacy of random constructions in generating useful RIP matrices, the problem of certifying the RIP parameters of a matrix has become important. In this paper, we prove that it is hard to approximate the RIP parameters of a matrix assuming the Small-Set-Expansion-Hypothesis. Specifically, we prove that for any arbitrarily large constant C>0C>0 and any arbitrarily small constant 0<δ<10<\delta<1, there exists some kk such that given a matrix MM, it is SSE-Hard to distinguish the following two cases: - (Highly RIP) MM is (k,δ)(k,\delta)-RIP. - (Far away from RIP) MM is not (k/C,1δ)(k/C, 1-\delta)-RIP. Most of the previous results on the topic of hardness of RIP certification only hold for certification when δ=o(1)\delta=o(1). In practice, it is of interest to understand the complexity of certifying a matrix with δ\delta being close to 21\sqrt{2}-1, as it suffices for many real applications to have matrices with δ=21\delta = \sqrt{2}-1. Our hardness result holds for any constant δ\delta. Specifically, our result proves that even if δ\delta is indeed very small, i.e. the matrix is in fact \emph{strongly RIP}, certifying that the matrix exhibits \emph{weak RIP} itself is SSE-Hard. In order to prove the hardness result, we prove a variant of the Cheeger's Inequality for sparse vectors
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