惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

阮一峰的网络日志
阮一峰的网络日志
Hugging Face - Blog
Hugging Face - Blog
Recent Announcements
Recent Announcements
MongoDB | Blog
MongoDB | Blog
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
G
Google Developers Blog
L
LangChain Blog
The GitHub Blog
The GitHub Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
GbyAI
GbyAI
MyScale Blog
MyScale Blog
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
U
Unit 42
Martin Fowler
Martin Fowler
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
H
Hackread – Cybersecurity News, Data Breaches, AI and More
Apple Machine Learning Research
Apple Machine Learning Research
爱范儿
爱范儿
博客园 - 聂微东
大猫的无限游戏
大猫的无限游戏
M
MIT News - Artificial intelligence
A
About on SuperTechFans
Stack Overflow Blog
Stack Overflow Blog
V
V2EX

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Optimal Spectral Recovery of a Planted Vector in a Subspace
Cheng Mao, Alexander S. Wein · 2021-06-01 · via math.ST updates on arXiv.org

Recovering a planted vector $v$ in an $n$-dimensional random subspace of $\mathbb{R}^N$ is a generic task related to many problems in machine learning and statistics, such as dictionary learning, subspace recovery, principal component analysis, and non-Gaussian component analysis. In this work, we study computationally efficient estimation and detection of a planted vector $v$ whose $\ell_4$ norm differs from that of a Gaussian vector with the same $\ell_2$ norm. For instance, in the special case where $v$ is an $N ρ$-sparse vector with Bernoulli-Gaussian or Bernoulli-Rademacher entries, our results include the following: (1) We give an improved analysis of a slight variant of the spectral method proposed by Hopkins, Schramm, Shi, and Steurer (2016), showing that it approximately recovers $v$ with high probability in the regime $n ρ\ll \sqrt{N}$. This condition subsumes the conditions $ρ\ll 1/\sqrt{n}$ or $n \sqrtρ \lesssim \sqrt{N}$ required by previous work up to polylogarithmic factors. We achieve $\ell_\infty$ error bounds for the spectral estimator via a leave-one-out analysis, from which it follows that a simple thresholding procedure exactly recovers $v$ with Bernoulli-Rademacher entries, even in the dense case $ρ= 1$. (2) We study the associated detection problem and show that in the regime $n ρ\gg \sqrt{N}$, any spectral method from a large class (and more generally, any low-degree polynomial of the input) fails to detect the planted vector. This matches the condition for recovery and offers evidence that no polynomial-time algorithm can succeed in recovering a Bernoulli-Gaussian vector $v$ when $n ρ\gg \sqrt{N}$.