How well do local algorithms solve semidefinite programs?

Z. Fan, A. Montanari
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引用次数: 16

Abstract

Several probabilistic models from high-dimensional statistics and machine learning reveal an intriguing and yet poorly understood dichotomy. Either simple local algorithms succeed in estimating the object of interest, or even sophisticated semi-definite programming (SDP) relaxations fail. In order to explore this phenomenon, we study a classical SDP relaxation of the minimum graph bisection problem, when applied to Erdos-Renyi random graphs with bounded average degree d > 1, and obtain several types of results. First, we use a dual witness construction (using the so-called non-backtracking matrix of the graph) to upper bound the SDP value. Second, we prove that a simple local algorithm approximately solves the SDP to within a factor 2d^2/(2d^2 + d - 1) of the upper bound. In particular, the local algorithm is at most 8/9 suboptimal, and 1 + O(d^-1) suboptimal for large degree. We then analyze a more sophisticated local algorithm, which aggregates information according to the harmonic measure on the limiting Galton-Watson (GW) tree. The resulting lower bound is expressed in terms of the conductance of the GW tree and matches surprisingly well the empirically determined SDP values on large-scale Erdos-Renyi graphs. We finally consider the planted partition model. In this case, purely local algorithms are known to fail, but they do succeed if a small amount of side information is available. Our results imply quantitative bounds on the threshold for partial recovery using SDP in this model.
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局部算法解决半定程序的效果如何?
来自高维统计和机器学习的几个概率模型揭示了一个有趣但却鲜为人知的二分法。简单的局部算法要么能成功地估计目标,要么甚至复杂的半确定规划(SDP)松弛也会失败。为了探讨这一现象,我们研究了最小图二分问题的经典SDP松弛问题,并将其应用于平均度d > 1的Erdos-Renyi随机图,得到了几种结果。首先,我们使用对偶见证构造(使用所谓的图的非回溯矩阵)来上界SDP值。其次,我们证明了一种简单的局部算法近似求解SDP到上界的一个因子2d^2/(2d^2 + d - 1)内。特别是,局部算法最多为8/9次优,大程度时为1 + O(d^-1)次优。然后,我们分析了一种更复杂的局部算法,该算法根据限制高尔顿-沃森(GW)树上的谐波测度聚合信息。所得下界用GW树的电导表示,与大规模Erdos-Renyi图上经验确定的SDP值惊人地匹配。最后考虑种植分区模型。在这种情况下,纯粹的局部算法是失败的,但如果有少量的辅助信息可用,它们确实会成功。我们的结果暗示了在该模型中使用SDP部分恢复的阈值的定量界限。
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