Efficient Bayesian Estimation from Few Samples: Community Detection and Related Problems

Samuel B. Hopkins, David Steurer
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引用次数: 75

Abstract

We propose an efficient meta-algorithm for Bayesian inference problems based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for sum-of-squares and related to the method of moments. Our focus is on sample complexity bounds that are as tight as possible (up to additive lower-order terms) and often achieve statistical thresholds or conjectured computational thresholds.Our algorithm recovers the best known bounds for partial recovery in the stochastic block model, a widely-studied class of inference problems for community detection in graphs. We obtain the first partial recovery guarantees for the mixed-membership stochastic block model (Airoldi et el.) for constant average degree—up to what we conjecture to be the computational threshold for this model. %Our algorithm also captures smooth trade-offs between sample and computational complexity, for example, for tensor principal component analysis. We show that our algorithm exhibits a sharp computational threshold for the stochastic block model with multiple communities beyond the Kesten–Stigum bound—giving evidence that this task may require exponential time.The basic strategy of our algorithm is strikingly simple: we compute the best-possible low-degree approximation for the moments of the posterior distribution of the parameters and use a robust tensor decomposition algorithm to recover the parameters from these approximate posterior moments.
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基于少量样本的高效贝叶斯估计:社区检测及相关问题
我们提出了一种基于低次多项式、半定规划和张量分解的贝叶斯推理问题的有效元算法。该算法的灵感来自于最近的平方和下界构造,并与矩量法有关。我们的重点是尽可能严格的样本复杂性界限(直到加性低阶项),并且经常达到统计阈值或推测的计算阈值。我们的算法恢复了随机块模型中最著名的部分恢复界,随机块模型是一类广泛研究的图中社区检测的推理问题。我们获得了混合隶属度随机块模型(Airoldi et el.)在恒定平均度—下的第一个部分恢复保证,该保证达到了我们推测的该模型的计算阈值。我们的算法还捕获样本和计算复杂性之间的平滑权衡,例如,用于张量主成分分析。我们表明,我们的算法对随机块模型显示出一个尖锐的计算阈值,该模型具有超过kesten&# x2013;Stigum边界—这表明该任务可能需要指数时间。我们的算法的基本策略非常简单:我们计算参数后验分布的矩的最佳低度近似值,并使用鲁棒张量分解算法从这些近似后验矩中恢复参数。
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