1,348 research outputs found

    Polynomial-Time Pseudodeterministic Construction of Primes

    Full text link
    A randomized algorithm for a search problem is *pseudodeterministic* if it produces a fixed canonical solution to the search problem with high probability. In their seminal work on the topic, Gat and Goldwasser posed as their main open problem whether prime numbers can be pseudodeterministically constructed in polynomial time. We provide a positive solution to this question in the infinitely-often regime. In more detail, we give an *unconditional* polynomial-time randomized algorithm BB such that, for infinitely many values of nn, B(1n)B(1^n) outputs a canonical nn-bit prime pnp_n with high probability. More generally, we prove that for every dense property QQ of strings that can be decided in polynomial time, there is an infinitely-often pseudodeterministic polynomial-time construction of strings satisfying QQ. This improves upon a subexponential-time construction of Oliveira and Santhanam. Our construction uses several new ideas, including a novel bootstrapping technique for pseudodeterministic constructions, and a quantitative optimization of the uniform hardness-randomness framework of Chen and Tell, using a variant of the Shaltiel--Umans generator

    Memory-Sample Lower Bounds for Learning Parity with Noise

    Get PDF
    In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn x=(x1,…,xn)∈{0,1}nx=(x_1,\ldots,x_n) \in \{0,1\}^n from a stream of random linear equations over F2\mathrm{F}_2 that are correct with probability 12+Ξ΅\frac{1}{2}+\varepsilon and flipped with probability 12βˆ’Ξ΅\frac{1}{2}-\varepsilon, that any learning algorithm requires either a memory of size Ξ©(n2/Ξ΅)\Omega(n^2/\varepsilon) or an exponential number of samples. In fact, we study memory-sample lower bounds for a large class of learning problems, as characterized by [GRT'18], when the samples are noisy. A matrix M:AΓ—Xβ†’{βˆ’1,1}M: A \times X \rightarrow \{-1,1\} corresponds to the following learning problem with error parameter Ξ΅\varepsilon: an unknown element x∈Xx \in X is chosen uniformly at random. A learner tries to learn xx from a stream of samples, (a1,b1),(a2,b2)…(a_1, b_1), (a_2, b_2) \ldots, where for every ii, ai∈Aa_i \in A is chosen uniformly at random and bi=M(ai,x)b_i = M(a_i,x) with probability 1/2+Ξ΅1/2+\varepsilon and bi=βˆ’M(ai,x)b_i = -M(a_i,x) with probability 1/2βˆ’Ξ΅1/2-\varepsilon (0<Ξ΅<120<\varepsilon< \frac{1}{2}). Assume that k,β„“,rk,\ell, r are such that any submatrix of MM of at least 2βˆ’kβ‹…βˆ£A∣2^{-k} \cdot |A| rows and at least 2βˆ’β„“β‹…βˆ£X∣2^{-\ell} \cdot |X| columns, has a bias of at most 2βˆ’r2^{-r}. We show that any learning algorithm for the learning problem corresponding to MM, with error, requires either a memory of size at least Ξ©(kβ‹…β„“Ξ΅)\Omega\left(\frac{k \cdot \ell}{\varepsilon} \right), or at least 2Ξ©(r)2^{\Omega(r)} samples. In particular, this shows that for a large class of learning problems, same as those in [GRT'18], any learning algorithm requires either a memory of size at least Ξ©((log⁑∣X∣)β‹…(log⁑∣A∣)Ξ΅)\Omega\left(\frac{(\log |X|) \cdot (\log |A|)}{\varepsilon}\right) or an exponential number of noisy samples. Our proof is based on adapting the arguments in [Raz'17,GRT'18] to the noisy case.Comment: 19 pages. To appear in RANDOM 2021. arXiv admin note: substantial text overlap with arXiv:1708.0263

    Extractor-Based Time-Space Lower Bounds for Learning

    Full text link
    A matrix M:AΓ—Xβ†’{βˆ’1,1}M: A \times X \rightarrow \{-1,1\} corresponds to the following learning problem: An unknown element x∈Xx \in X is chosen uniformly at random. A learner tries to learn xx from a stream of samples, (a1,b1),(a2,b2)…(a_1, b_1), (a_2, b_2) \ldots, where for every ii, ai∈Aa_i \in A is chosen uniformly at random and bi=M(ai,x)b_i = M(a_i,x). Assume that k,β„“,rk,\ell, r are such that any submatrix of MM of at least 2βˆ’kβ‹…βˆ£A∣2^{-k} \cdot |A| rows and at least 2βˆ’β„“β‹…βˆ£X∣2^{-\ell} \cdot |X| columns, has a bias of at most 2βˆ’r2^{-r}. We show that any learning algorithm for the learning problem corresponding to MM requires either a memory of size at least Ξ©(kβ‹…β„“)\Omega\left(k \cdot \ell \right), or at least 2Ξ©(r)2^{\Omega(r)} samples. The result holds even if the learner has an exponentially small success probability (of 2βˆ’Ξ©(r)2^{-\Omega(r)}). In particular, this shows that for a large class of learning problems, any learning algorithm requires either a memory of size at least Ξ©((log⁑∣X∣)β‹…(log⁑∣A∣))\Omega\left((\log |X|) \cdot (\log |A|)\right) or an exponential number of samples, achieving a tight Ξ©((log⁑∣X∣)β‹…(log⁑∣A∣))\Omega\left((\log |X|) \cdot (\log |A|)\right) lower bound on the size of the memory, rather than a bound of Ξ©(min⁑{(log⁑∣X∣)2,(log⁑∣A∣)2})\Omega\left(\min\left\{(\log |X|)^2,(\log |A|)^2\right\}\right) obtained in previous works [R17,MM17b]. Moreover, our result implies all previous memory-samples lower bounds, as well as a number of new applications. Our proof builds on [R17] that gave a general technique for proving memory-samples lower bounds

    GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN

    Get PDF
    Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue OED for nonlinear systems from a Bayesian perspective, with the goal of choosing experiments that are optimal for parameter inference. Our objective in this context is the expected information gain in model parameters, which in general can only be estimated using Monte Carlo methods. Maximizing this objective thus becomes a stochastic optimization problem. This paper develops gradient-based stochastic optimization methods for the design of experiments on a continuous parameter space. Given a Monte Carlo estimator of expected information gain, we use infinitesimal perturbation analysis to derive gradients of this estimator.We are then able to formulate two gradient-based stochastic optimization approaches: (i) Robbins-Monro stochastic approximation, and (ii) sample average approximation combined with a deterministic quasi-Newton method. A polynomial chaos approximation of the forward model accelerates objective and gradient evaluations in both cases.We discuss the implementation of these optimization methods, then conduct an empirical comparison of their performance. To demonstrate design in a nonlinear setting with partial differential equation forward models, we use the problem of sensor placement for source inversion. Numerical results yield useful guidelines on the choice of algorithm and sample sizes, assess the impact of estimator bias, and quantify tradeoffs of computational cost versus solution quality and robustness.United States. Air Force Office of Scientific Research (Computational Mathematics Program)National Science Foundation (U.S.) (Award ECCS-1128147
    • …
    corecore