Sinho Chewi, Jaume de Dios Pont, Jerry Li, Chen Lu, Shyam Narayanan
{"title":"对数凹采样的查询下限","authors":"Sinho Chewi, Jaume de Dios Pont, Jerry Li, Chen Lu, Shyam Narayanan","doi":"10.1145/3673651","DOIUrl":null,"url":null,"abstract":"<p>Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving <i>lower bounds</i> for this task has remained elusive, with lower bounds previously known only in dimension one. In this work, we establish the following query lower bounds: (1) sampling from strongly log-concave and log-smooth distributions in dimension <i>d</i> ≥ 2 requires <i>Ω</i>(log <i>κ</i>) queries, which is sharp in any constant dimension, and (2) sampling from Gaussians in dimension <i>d</i> (hence also from general log-concave and log-smooth distributions in dimension <i>d</i>) requires \\(\\widetilde{\\Omega }(\\min (\\sqrt \\kappa \\log d, d)) \\) queries, which is nearly sharp for the class of Gaussians. Here <i>κ</i> denotes the condition number of the target distribution. Our proofs rely upon (1) a multiscale construction inspired by work on the Kakeya conjecture in geometric measure theory, and (2) a novel reduction that demonstrates that block Krylov algorithms are optimal for this problem, as well as connections to lower bound techniques based on Wishart matrices developed in the matrix-vector query literature.</p>","PeriodicalId":50022,"journal":{"name":"Journal of the ACM","volume":"39 1","pages":""},"PeriodicalIF":2.3000,"publicationDate":"2024-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Query lower bounds for log-concave sampling\",\"authors\":\"Sinho Chewi, Jaume de Dios Pont, Jerry Li, Chen Lu, Shyam Narayanan\",\"doi\":\"10.1145/3673651\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving <i>lower bounds</i> for this task has remained elusive, with lower bounds previously known only in dimension one. In this work, we establish the following query lower bounds: (1) sampling from strongly log-concave and log-smooth distributions in dimension <i>d</i> ≥ 2 requires <i>Ω</i>(log <i>κ</i>) queries, which is sharp in any constant dimension, and (2) sampling from Gaussians in dimension <i>d</i> (hence also from general log-concave and log-smooth distributions in dimension <i>d</i>) requires \\\\(\\\\widetilde{\\\\Omega }(\\\\min (\\\\sqrt \\\\kappa \\\\log d, d)) \\\\) queries, which is nearly sharp for the class of Gaussians. Here <i>κ</i> denotes the condition number of the target distribution. Our proofs rely upon (1) a multiscale construction inspired by work on the Kakeya conjecture in geometric measure theory, and (2) a novel reduction that demonstrates that block Krylov algorithms are optimal for this problem, as well as connections to lower bound techniques based on Wishart matrices developed in the matrix-vector query literature.</p>\",\"PeriodicalId\":50022,\"journal\":{\"name\":\"Journal of the ACM\",\"volume\":\"39 1\",\"pages\":\"\"},\"PeriodicalIF\":2.3000,\"publicationDate\":\"2024-06-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the ACM\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1145/3673651\",\"RegionNum\":2,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"COMPUTER SCIENCE, HARDWARE & ARCHITECTURE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the ACM","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1145/3673651","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"COMPUTER SCIENCE, HARDWARE & ARCHITECTURE","Score":null,"Total":0}
Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this work, we establish the following query lower bounds: (1) sampling from strongly log-concave and log-smooth distributions in dimension d ≥ 2 requires Ω(log κ) queries, which is sharp in any constant dimension, and (2) sampling from Gaussians in dimension d (hence also from general log-concave and log-smooth distributions in dimension d) requires \(\widetilde{\Omega }(\min (\sqrt \kappa \log d, d)) \) queries, which is nearly sharp for the class of Gaussians. Here κ denotes the condition number of the target distribution. Our proofs rely upon (1) a multiscale construction inspired by work on the Kakeya conjecture in geometric measure theory, and (2) a novel reduction that demonstrates that block Krylov algorithms are optimal for this problem, as well as connections to lower bound techniques based on Wishart matrices developed in the matrix-vector query literature.
期刊介绍:
The best indicator of the scope of the journal is provided by the areas covered by its Editorial Board. These areas change from time to time, as the field evolves. The following areas are currently covered by a member of the Editorial Board: Algorithms and Combinatorial Optimization; Algorithms and Data Structures; Algorithms, Combinatorial Optimization, and Games; Artificial Intelligence; Complexity Theory; Computational Biology; Computational Geometry; Computer Graphics and Computer Vision; Computer-Aided Verification; Cryptography and Security; Cyber-Physical, Embedded, and Real-Time Systems; Database Systems and Theory; Distributed Computing; Economics and Computation; Information Theory; Logic and Computation; Logic, Algorithms, and Complexity; Machine Learning and Computational Learning Theory; Networking; Parallel Computing and Architecture; Programming Languages; Quantum Computing; Randomized Algorithms and Probabilistic Analysis of Algorithms; Scientific Computing and High Performance Computing; Software Engineering; Web Algorithms and Data Mining