6,226 research outputs found
Input Sparsity and Hardness for Robust Subspace Approximation
In the subspace approximation problem, we seek a k-dimensional subspace F of
R^d that minimizes the sum of p-th powers of Euclidean distances to a given set
of n points a_1, ..., a_n in R^d, for p >= 1. More generally than minimizing
sum_i dist(a_i,F)^p,we may wish to minimize sum_i M(dist(a_i,F)) for some loss
function M(), for example, M-Estimators, which include the Huber and Tukey loss
functions. Such subspaces provide alternatives to the singular value
decomposition (SVD), which is the p=2 case, finding such an F that minimizes
the sum of squares of distances. For p in [1,2), and for typical M-Estimators,
the minimizing gives a solution that is more robust to outliers than that
provided by the SVD. We give several algorithmic and hardness results for these
robust subspace approximation problems.
We think of the n points as forming an n x d matrix A, and letting nnz(A)
denote the number of non-zero entries of A. Our results hold for p in [1,2). We
use poly(n) to denote n^{O(1)} as n -> infty. We obtain: (1) For minimizing
sum_i dist(a_i,F)^p, we give an algorithm running in O(nnz(A) +
(n+d)poly(k/eps) + exp(poly(k/eps))), (2) we show that the problem of
minimizing sum_i dist(a_i, F)^p is NP-hard, even to output a
(1+1/poly(d))-approximation, answering a question of Kannan and Vempala, and
complementing prior results which held for p >2, (3) For loss functions for a
wide class of M-Estimators, we give a problem-size reduction: for a parameter
K=(log n)^{O(log k)}, our reduction takes O(nnz(A) log n + (n+d) poly(K/eps))
time to reduce the problem to a constrained version involving matrices whose
dimensions are poly(K eps^{-1} log n). We also give bicriteria solutions, (4)
Our techniques lead to the first O(nnz(A) + poly(d/eps)) time algorithms for
(1+eps)-approximate regression for a wide class of convex M-Estimators.Comment: paper appeared in FOCS, 201
Self-improving Algorithms for Coordinate-wise Maxima
Computing the coordinate-wise maxima of a planar point set is a classic and
well-studied problem in computational geometry. We give an algorithm for this
problem in the \emph{self-improving setting}. We have (unknown) independent
distributions \cD_1, \cD_2, ..., \cD_n of planar points. An input pointset
is generated by taking an independent sample from
each \cD_i, so the input distribution \cD is the product \prod_i \cD_i. A
self-improving algorithm repeatedly gets input sets from the distribution \cD
(which is \emph{a priori} unknown) and tries to optimize its running time for
\cD. Our algorithm uses the first few inputs to learn salient features of the
distribution, and then becomes an optimal algorithm for distribution \cD. Let
\OPT_\cD denote the expected depth of an \emph{optimal} linear comparison
tree computing the maxima for distribution \cD. Our algorithm eventually has
an expected running time of O(\text{OPT}_\cD + n), even though it did not
know \cD to begin with.
Our result requires new tools to understand linear comparison trees for
computing maxima. We show how to convert general linear comparison trees to
very restricted versions, which can then be related to the running time of our
algorithm. An interesting feature of our algorithm is an interleaved search,
where the algorithm tries to determine the likeliest point to be maximal with
minimal computation. This allows the running time to be truly optimal for the
distribution \cD.Comment: To appear in Symposium of Computational Geometry 2012 (17 pages, 2
figures
ROC and the bounds on tail probabilities via theorems of Dubins and F. Riesz
For independent and in the inequality , we give sharp
lower bounds for unimodal distributions having finite variance, and sharp upper
bounds assuming symmetric densities bounded by a finite constant. The lower
bounds depend on a result of Dubins about extreme points and the upper bounds
depend on a symmetric rearrangement theorem of F. Riesz. The inequality was
motivated by medical imaging: find bounds on the area under the Receiver
Operating Characteristic curve (ROC).Comment: Published in at http://dx.doi.org/10.1214/08-AAP536 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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