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PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
Accelerated Newton Iteration: Roots of Black Box Polynomi...
Anand Louis, Santosh S. Vempala · 2015-11-11 · via cs.DS updates on arXiv.org

We study the problem of computing the largest root of a real rooted polynomial $p(x)$ to within error $\varepsilon $ given only black box access to it, i.e., for any $x \in {\mathbb R}$, the algorithm can query an oracle for the value of $p(x)$, but the algorithm is not allowed access to the coefficients of $p(x)$. A folklore result for this problem is that the largest root of a polynomial can be computed in $O(n \log (1/\varepsilon ))$ polynomial queries using the Newton iteration. We give a simple algorithm that queries the oracle at only $O(\log n \log(1/\varepsilon ))$ points, where $n$ is the degree of the polynomial. Our algorithm is based on a novel approach for accelerating the Newton method by using higher derivatives. As a special case, we consider the problem of computing the top eigenvalue of a symmetric matrix in ${\mathbb Q}^{n \times n}$ to within error $\varepsilon $ in time polynomial in the input description, i.e., the number of bits to describe the matrix and $\log(1/\varepsilon )$. Well-known methods such as the power iteration and Lanczos iteration incur running time polynomial in $1/\varepsilon $, while Gaussian elimination takes $Ω(n^4)$ bit operations. As a corollary of our main result, we obtain a $\tilde{O}(n^ω \log^2 ( ||A||_F/\varepsilon ))$ bit complexity algorithm to compute the top eigenvalue of the matrix $A$ or to check if it is approximately PSD ($A \succeq -\varepsilon I$).