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cs.DS updates on arXiv.org

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
Faster high-accuracy log-concave sampling via algorithmic...
Jason M. Altschuler, Sinho Chewi · 2023-02-21 · via cs.DS updates on arXiv.org

Understanding the complexity of sampling from a strongly log-concave and log-smooth distribution $π$ on $\mathbb{R}^d$ to high accuracy is a fundamental problem, both from a practical and theoretical standpoint. In practice, high-accuracy samplers such as the classical Metropolis-adjusted Langevin algorithm (MALA) remain the de facto gold standard; and in theory, via the proximal sampler reduction, it is understood that such samplers are key for sampling even beyond log-concavity (in particular, for distributions satisfying isoperimetric assumptions). In this work, we improve the dimension dependence of this sampling problem to $\tilde{O}(d^{1/2})$, whereas the previous best result for MALA was $\tilde{O}(d)$. This closes the long line of work on the complexity of MALA, and moreover leads to state-of-the-art guarantees for high-accuracy sampling under strong log-concavity and beyond (thanks to the aforementioned reduction). Our starting point is that the complexity of MALA improves to $\tilde{O}(d^{1/2})$, but only under a warm start (an initialization with constant Rényi divergence w.r.t. $π$). Previous algorithms took much longer to find a warm start than to use it, and closing this gap has remained an important open problem in the field. Our main technical contribution settles this problem by establishing the first $\tilde{O}(d^{1/2})$ Rényi mixing rates for the discretized underdamped Langevin diffusion. For this, we develop new differential-privacy-inspired techniques based on Rényi divergences with Orlicz--Wasserstein shifts, which allow us to sidestep longstanding challenges for proving fast convergence of hypocoercive differential equations.