Low Rank Matrix-Valued Chernoff Bounds and Approximate Matrix Multiplication

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two down-sampled sketches, \tilde{A}\in\RR^{t\times m} and \tilde{B}\in\RR^{t\times p}, where t\ll n such that \norm{\tilde{A}^\top \tilde{B} - A^\top B} \leq \eps \norm{A}\norm{B} with high probability. We use two different sampling procedures for constructing \tilde{A} and \tilde{B}; one of them is done by i.i.d. non-uniform sampling rows from A and B and the other is done by taking random linear combinations of their rows. We prove bounds that depend only on the intrinsic dimensionality of A and B, that is their rank and their stable rank; namely the squared ratio between their Frobenius and operator norm. For achieving bounds that depend on rank we employ standard tools from high-dimensional geometry such as concentration of measure arguments combined with elaborate \eps-net constructions. For bounds that depend on the smaller parameter of stable rank this technology itself seems weak. However, we show that in combination with a simple truncation argument is amenable to provide such bounds. To handle similar bounds for row sampling, we develop a novel matrix-valued Chernoff bound inequality which we call low rank matrix-valued Chernoff bound. Thanks to this inequality, we are able to give bounds that depend only on the stable rank of the input matrices...Comment: 15 pages, To appear in 22nd ACM-SIAM Symposium on Discrete Algorithms (SODA 2011

Integrality gaps of semidefinite programs for Vertex Cover and relations to ℓ1\ell_1 embeddability of Negative Type metrics

We study various SDP formulations for {\sc Vertex Cover} by adding different constraints to the standard formulation. We show that {\sc Vertex Cover} cannot be approximated better than $2-o(1)$ even when we add the so called pentagonal inequality constraints to the standard SDP formulation, en route answering an open question of Karakostas~\cite{Karakostas}. We further show the surprising fact that by strengthening the SDP with the (intractable) requirement that the metric interpretation of the solution is an $\ell_1$ metric, we get an exact relaxation (integrality gap is 1), and on the other hand if the solution is arbitrarily close to being $\ell_1$ embeddable, the integrality gap may be as big as $2-o(1)$. Finally, inspired by the above findings, we use ideas from the integrality gap construction of Charikar \cite{Char02} to provide a family of simple examples for negative type metrics that cannot be embedded into $\ell_1$ with distortion better than 8/7-\eps. To this end we prove a new isoperimetric inequality for the hypercube.Comment: A more complete version. Changed order of results. A complete proof of (current) Theorem

On the Tightening of the Standard SDP for Vertex Cover with ell1ell_1 Inequalities

We show that the integrality gap of the standard SDP for vc~on instances of $n$ vertices remains $2-o(1)$ even after the addition of emph{all} hypermetric inequalities. Our lower bound requires new insights into the structure of SDP solutions behaving like $ell_1$ metric spaces when one point is removed. We also show that the addition of all $ell_1$ inequalities eliminates any solutions that are not convex combination of integral solutions. Consequently, we provide the strongest possible separation between hypermetrics and $ell_1$ inequalities with respect to the tightening of the standard SDP for vc

Least-Distortion Euclidean Embeddings of Graphs: Products of Cycles and Expanders

Embeddings of finite metric spaces into Euclidean space have been studied in several contexts: The local theory of banach spaces,..