对数凹采样的查询下限

IF 2.3 2区 计算机科学 Q2 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE
Journal of the ACM Pub Date : 2024-06-21 DOI:10.1145/3673651
Sinho Chewi, Jaume de Dios Pont, Jerry Li, Chen Lu, Shyam Narayanan
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引用次数: 0

摘要

近年来,对数凹采样在算法上取得了显著的进步,但证明这一任务下界的相应问题却一直难以解决,以前只知道维数一的下界。在这项工作中,我们建立了以下查询下界:(1) 从维度 d≥2 的强对数凹分布和对数平滑分布中采样需要 Ω(log κ) 个查询,这在任何常量维度中都是尖锐的;(2) 从维度 d 的高斯分布(因此也是从维度 d 的一般对数凹分布和对数平滑分布中采样)中采样需要 \(\widetilde{\Omega }(\min (\sqrt \kappa \log d, d)) \) 个查询,这对于高斯分布类来说几乎是尖锐的。这里 κ 表示目标分布的条件数。我们的证明依赖于:(1)受几何度量理论中 Kakeya 猜想的启发而进行的多尺度构造;(2)一种新颖的还原,证明了块克雷洛夫算法是该问题的最优算法,以及与矩阵向量查询文献中开发的基于 Wishart 矩阵的下界技术的联系。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Query lower bounds for log-concave sampling

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.

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来源期刊
Journal of the ACM
Journal of the ACM 工程技术-计算机:理论方法
CiteScore
7.50
自引率
0.00%
发文量
51
审稿时长
3 months
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
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