LGFeb 25, 2023
Exponential Hardness of Reinforcement Learning with Linear Function ApproximationDaniel Kane, Sihan Liu, Shachar Lovett et al. · deepmind
A fundamental question in reinforcement learning theory is: suppose the optimal value functions are linear in given features, can we learn them efficiently? This problem's counterpart in supervised learning, linear regression, can be solved both statistically and computationally efficiently. Therefore, it was quite surprising when a recent work \cite{kane2022computational} showed a computational-statistical gap for linear reinforcement learning: even though there are polynomial sample-complexity algorithms, unless NP = RP, there are no polynomial time algorithms for this setting. In this work, we build on their result to show a computational lower bound, which is exponential in feature dimension and horizon, for linear reinforcement learning under the Randomized Exponential Time Hypothesis. To prove this we build a round-based game where in each round the learner is searching for an unknown vector in a unit hypercube. The rewards in this game are chosen such that if the learner achieves large reward, then the learner's actions can be used to simulate solving a variant of 3-SAT, where (a) each variable shows up in a bounded number of clauses (b) if an instance has no solutions then it also has no solutions that satisfy more than (1-$ε$)-fraction of clauses. We use standard reductions to show this 3-SAT variant is approximately as hard as 3-SAT. Finally, we also show a lower bound optimized for horizon dependence that almost matches the best known upper bound of $\exp(\sqrt{H})$.
LGMar 9, 2023
Efficient Testable Learning of Halfspaces with Adversarial Label NoiseIlias Diakonikolas, Daniel M. Kane, Vasilis Kontonis et al.
We give the first polynomial-time algorithm for the testable learning of halfspaces in the presence of adversarial label noise under the Gaussian distribution. In the recently introduced testable learning model, one is required to produce a tester-learner such that if the data passes the tester, then one can trust the output of the robust learner on the data. Our tester-learner runs in time $\poly(d/\eps)$ and outputs a halfspace with misclassification error $O(\opt)+\eps$, where $\opt$ is the 0-1 error of the best fitting halfspace. At a technical level, our algorithm employs an iterative soft localization technique enhanced with appropriate testers to ensure that the data distribution is sufficiently similar to a Gaussian.
DSNov 22, 2023
Testing Closeness of Multivariate Distributions via Ramsey TheoryIlias Diakonikolas, Daniel M. Kane, Sihan Liu
We investigate the statistical task of closeness (or equivalence) testing for multidimensional distributions. Specifically, given sample access to two unknown distributions $\mathbf p, \mathbf q$ on $\mathbb R^d$, we want to distinguish between the case that $\mathbf p=\mathbf q$ versus $\|\mathbf p-\mathbf q\|_{A_k} > ε$, where $\|\mathbf p-\mathbf q\|_{A_k}$ denotes the generalized ${A}_k$ distance between $\mathbf p$ and $\mathbf q$ -- measuring the maximum discrepancy between the distributions over any collection of $k$ disjoint, axis-aligned rectangles. Our main result is the first closeness tester for this problem with {\em sub-learning} sample complexity in any fixed dimension and a nearly-matching sample complexity lower bound. In more detail, we provide a computationally efficient closeness tester with sample complexity $O\left((k^{6/7}/ \mathrm{poly}_d(ε)) \log^d(k)\right)$. On the lower bound side, we establish a qualitatively matching sample complexity lower bound of $Ω(k^{6/7}/\mathrm{poly}(ε))$, even for $d=2$. These sample complexity bounds are surprising because the sample complexity of the problem in the univariate setting is $Θ(k^{4/5}/\mathrm{poly}(ε))$. This has the interesting consequence that the jump from one to two dimensions leads to a substantial increase in sample complexity, while increases beyond that do not. As a corollary of our general $A_k$ tester, we obtain $d_{\mathrm TV}$-closeness testers for pairs of $k$-histograms on $\mathbb R^d$ over a common unknown partition, and pairs of uniform distributions supported on the union of $k$ unknown disjoint axis-aligned rectangles. Both our algorithm and our lower bound make essential use of tools from Ramsey theory.
LGOct 24, 2023
Online Robust Mean EstimationDaniel M. Kane, Ilias Diakonikolas, Hanshen Xiao et al.
We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$ sensor reports its readings $x^{(i)}_t$ for that time step. The algorithm must then commit to its estimate $μ_t$ for the true mean value of the process at time $t$. We assume that most of the sensors observe independent samples from some common distribution $X$, but an $ε$-fraction of them may instead behave maliciously. The algorithm wishes to compute a good approximation $μ$ to the true mean $μ^\ast := \mathbf{E}[X]$. We note that if the algorithm is allowed to wait until time $T$ to report its estimate, this reduces to the well-studied problem of robust mean estimation. However, the requirement that our algorithm produces partial estimates as the data is coming in substantially complicates the situation. We prove two main results about online robust mean estimation in this model. First, if the uncorrupted samples satisfy the standard condition of $(ε,δ)$-stability, we give an efficient online algorithm that outputs estimates $μ_t$, $t \in [T],$ such that with high probability it holds that $\|μ-μ^\ast\|_2 = O(δ\log(T))$, where $μ= (μ_t)_{t \in [T]}$. We note that this error bound is nearly competitive with the best offline algorithms, which would achieve $\ell_2$-error of $O(δ)$. Our second main result shows that with additional assumptions on the input (most notably that $X$ is a product distribution) there are inefficient algorithms whose error does not depend on $T$ at all.
DSJul 14, 2022
Near-Optimal Bounds for Testing Histogram DistributionsClément L. Canonne, Ilias Diakonikolas, Daniel M. Kane et al.
We investigate the problem of testing whether a discrete probability distribution over an ordered domain is a histogram on a specified number of bins. One of the most common tools for the succinct approximation of data, $k$-histograms over $[n]$, are probability distributions that are piecewise constant over a set of $k$ intervals. The histogram testing problem is the following: Given samples from an unknown distribution $\mathbf{p}$ on $[n]$, we want to distinguish between the cases that $\mathbf{p}$ is a $k$-histogram versus $\varepsilon$-far from any $k$-histogram, in total variation distance. Our main result is a sample near-optimal and computationally efficient algorithm for this testing problem, and a nearly-matching (within logarithmic factors) sample complexity lower bound. Specifically, we show that the histogram testing problem has sample complexity $\widetilde Θ(\sqrt{nk} / \varepsilon + k / \varepsilon^2 + \sqrt{n} / \varepsilon^2)$.
CVDec 19, 2023Code
Rotated Multi-Scale Interaction Network for Referring Remote Sensing Image SegmentationSihan Liu, Yiwei Ma, Xiaoqing Zhang et al.
Referring Remote Sensing Image Segmentation (RRSIS) is a new challenge that combines computer vision and natural language processing, delineating specific regions in aerial images as described by textual queries. Traditional Referring Image Segmentation (RIS) approaches have been impeded by the complex spatial scales and orientations found in aerial imagery, leading to suboptimal segmentation results. To address these challenges, we introduce the Rotated Multi-Scale Interaction Network (RMSIN), an innovative approach designed for the unique demands of RRSIS. RMSIN incorporates an Intra-scale Interaction Module (IIM) to effectively address the fine-grained detail required at multiple scales and a Cross-scale Interaction Module (CIM) for integrating these details coherently across the network. Furthermore, RMSIN employs an Adaptive Rotated Convolution (ARC) to account for the diverse orientations of objects, a novel contribution that significantly enhances segmentation accuracy. To assess the efficacy of RMSIN, we have curated an expansive dataset comprising 17,402 image-caption-mask triplets, which is unparalleled in terms of scale and variety. This dataset not only presents the model with a wide range of spatial and rotational scenarios but also establishes a stringent benchmark for the RRSIS task, ensuring a rigorous evaluation of performance. Our experimental evaluations demonstrate the exceptional performance of RMSIN, surpassing existing state-of-the-art models by a significant margin. All datasets and code are made available at https://github.com/Lsan2401/RMSIN.
LGAug 30, 2024
Efficient Testable Learning of General Halfspaces with Adversarial Label NoiseIlias Diakonikolas, Daniel M. Kane, Sihan Liu et al.
We study the task of testable learning of general -- not necessarily homogeneous -- halfspaces with adversarial label noise with respect to the Gaussian distribution. In the testable learning framework, the goal is to develop a tester-learner such that if the data passes the tester, then one can trust the output of the robust learner on the data.Our main result is the first polynomial time tester-learner for general halfspaces that achieves dimension-independent misclassification error. At the heart of our approach is a new methodology to reduce testable learning of general halfspaces to testable learning of nearly homogeneous halfspaces that may be of broader interest.
DSFeb 25
Testable Learning of General Halfspaces under Massart NoiseIlias Diakonikolas, Giannis Iakovidis, Daniel M. Kane et al.
We study the algorithmic task of testably learning general Massart halfspaces under the Gaussian distribution. In the testable learning setting, the aim is the design of a tester-learner pair satisfying the following properties: (1) if the tester accepts, the learner outputs a hypothesis and a certificate that it achieves near-optimal error, and (2) it is highly unlikely that the tester rejects if the data satisfies the underlying assumptions. Our main result is the first testable learning algorithm for general halfspaces with Massart noise and Gaussian marginals. The complexity of our algorithm is $d^{\mathrm{polylog}(\min\{1/γ, 1/ε\})}$, where $ε$ is the excess error and $γ$ is the bias of the target halfspace, which qualitatively matches the known quasi-polynomial Statistical Query lower bound for the non-testable setting. The analysis of our algorithm hinges on a novel sandwiching polynomial approximation to the sign function with multiplicative error that may be of broader interest.
LGFeb 25
Sample Complexity Bounds for Robust Mean Estimation with Mean-Shift ContaminationIlias Diakonikolas, Giannis Iakovidis, Daniel M. Kane et al.
We study the basic task of mean estimation in the presence of mean-shift contamination. In the mean-shift contamination model, an adversary is allowed to replace a small constant fraction of the clean samples by samples drawn from arbitrarily shifted versions of the base distribution. Prior work characterized the sample complexity of this task for the special cases of the Gaussian and Laplace distributions. Specifically, it was shown that consistent estimation is possible in these cases, a property that is provably impossible in Huber's contamination model. An open question posed in earlier work was to determine the sample complexity of mean estimation in the mean-shift contamination model for general base distributions. In this work, we study and essentially resolve this open question. Specifically, we show that, under mild spectral conditions on the characteristic function of the (potentially multivariate) base distribution, there exists a sample-efficient algorithm that estimates the target mean to any desired accuracy. We complement our upper bound with a qualitatively matching sample complexity lower bound. Our techniques make critical use of Fourier analysis, and in particular introduce the notion of a Fourier witness as an essential ingredient of our upper and lower bounds.
CVNov 7, 2024
Don't Look Twice: Faster Video Transformers with Run-Length TokenizationRohan Choudhury, Guanglei Zhu, Sihan Liu et al.
Transformers are slow to train on videos due to extremely large numbers of input tokens, even though many video tokens are repeated over time. Existing methods to remove such uninformative tokens either have significant overhead, negating any speedup, or require tuning for different datasets and examples. We present Run-Length Tokenization (RLT), a simple approach to speed up video transformers inspired by run-length encoding for data compression. RLT efficiently finds and removes runs of patches that are repeated over time prior to model inference, then replaces them with a single patch and a positional encoding to represent the resulting token's new length. Our method is content-aware, requiring no tuning for different datasets, and fast, incurring negligible overhead. RLT yields a large speedup in training, reducing the wall-clock time to fine-tune a video transformer by 30% while matching baseline model performance. RLT also works without any training, increasing model throughput by 35% with only 0.1% drop in accuracy. RLT speeds up training at 30 FPS by more than 100%, and on longer video datasets, can reduce the token count by up to 80%. Our project page is at https://rccchoudhury.github.io/projects/rlt/.
MLOct 12, 2024
Replicable Uniformity TestingSihan Liu, Christopher Ye
Uniformity testing is arguably one of the most fundamental distribution testing problems. Given sample access to an unknown distribution $\mathbf{p}$ on $[n]$, one must decide if $\mathbf{p}$ is uniform or $\varepsilon$-far from uniform (in total variation distance). A long line of work established that uniformity testing has sample complexity $Θ(\sqrt{n}\varepsilon^{-2})$. However, when the input distribution is neither uniform nor far from uniform, known algorithms may have highly non-replicable behavior. Consequently, if these algorithms are applied in scientific studies, they may lead to contradictory results that erode public trust in science. In this work, we revisit uniformity testing under the framework of algorithmic replicability [STOC '22], requiring the algorithm to be replicable under arbitrary distributions. While replicability typically incurs a $ρ^{-2}$ factor overhead in sample complexity, we obtain a replicable uniformity tester using only $\tilde{O}(\sqrt{n} \varepsilon^{-2} ρ^{-1})$ samples. To our knowledge, this is the first replicable learning algorithm with (nearly) linear dependence on $ρ$. Lastly, we consider a class of ``symmetric" algorithms [FOCS '00] whose outputs are invariant under relabeling of the domain $[n]$, which includes all existing uniformity testers (including ours). For this natural class of algorithms, we prove a nearly matching sample complexity lower bound for replicable uniformity testing.
QUANT-PHMay 15, 2024
Improved classical shadows from local symmetries in the Schur basisDaniel Grier, Sihan Liu, Gaurav Mahajan
We study the sample complexity of the classical shadows task: what is the fewest number of copies of an unknown state you need to measure to predict expected values with respect to some class of observables? Large joint measurements are likely required in order to minimize sample complexity, but previous joint measurement protocols only work when the unknown state is pure. We present the first joint measurement protocol for classical shadows whose sample complexity scales with the rank of the unknown state. In particular we prove $\mathcal O(\sqrt{rB}/ε^2)$ samples suffice, where $r$ is the rank of the state, $B$ is a bound on the squared Frobenius norm of the observables, and $ε$ is the target accuracy. In the low-rank regime, this is a nearly quadratic advantage over traditional approaches that use single-copy measurements. We present several intermediate results that may be of independent interest: a solution to a new formulation of classical shadows that captures functions of non-identical input states; a generalization of a ``nice'' Schur basis used for optimal qubit purification and quantum majority vote; and a measurement strategy that allows us to use local symmetries in the Schur basis to avoid intractable Weingarten calculations in the analysis.
LGJul 16, 2025
From Generative to Episodic: Sample-Efficient Replicable Reinforcement LearningMax Hopkins, Sihan Liu, Christopher Ye et al.
The epidemic failure of replicability across empirical science and machine learning has recently motivated the formal study of replicable learning algorithms [Impagliazzo et al. (2022)]. In batch settings where data comes from a fixed i.i.d. source (e.g., hypothesis testing, supervised learning), the design of data-efficient replicable algorithms is now more or less understood. In contrast, there remain significant gaps in our knowledge for control settings like reinforcement learning where an agent must interact directly with a shifting environment. Karbasi et. al show that with access to a generative model of an environment with $S$ states and $A$ actions (the RL 'batch setting'), replicably learning a near-optimal policy costs only $\tilde{O}(S^2A^2)$ samples. On the other hand, the best upper bound without a generative model jumps to $\tilde{O}(S^7 A^7)$ [Eaton et al. (2024)] due to the substantial difficulty of environment exploration. This gap raises a key question in the broader theory of replicability: Is replicable exploration inherently more expensive than batch learning? Is sample-efficient replicable RL even possible? In this work, we (nearly) resolve this problem (for low-horizon tabular MDPs): exploration is not a significant barrier to replicable learning! Our main result is a replicable RL algorithm on $\tilde{O}(S^2A)$ samples, bridging the gap between the generative and episodic settings. We complement this with a matching $\tildeΩ(S^2A)$ lower bound in the generative setting (under the common parallel sampling assumption) and an unconditional lower bound in the episodic setting of $\tildeΩ(S^2)$ showcasing the near-optimality of our algorithm with respect to the state space $S$.
DSJan 9, 2025
Entangled Mean Estimation in High-DimensionsIlias Diakonikolas, Daniel M. Kane, Sihan Liu et al.
We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $α\in (0, 1)$ such that each $x_i$ is drawn from a Gaussian with mean $μ$ and unknown covariance, and an unknown $α$-fraction of the points have identity-bounded covariances, the goal is to estimate the common mean $μ$. The one-dimensional version of this task has received significant attention in theoretical computer science and statistics over the past decades. Recent work [LY20; CV24] has given near-optimal upper and lower bounds for the one-dimensional setting. On the other hand, our understanding of even the information-theoretic aspects of the multivariate setting has remained limited. In this work, we design a computationally efficient algorithm achieving an information-theoretically near-optimal error. Specifically, we show that the optimal error (up to polylogarithmic factors) is $f(α,N) + \sqrt{D/(αN)}$, where the term $f(α,N)$ is the error of the one-dimensional problem and the second term is the sub-Gaussian error rate. Our algorithmic approach employs an iterative refinement strategy, whereby we progressively learn more accurate approximations $\hat μ$ to $μ$. This is achieved via a novel rejection sampling procedure that removes points significantly deviating from $\hat μ$, as an attempt to filter out unusually noisy samples. A complication that arises is that rejection sampling introduces bias in the distribution of the remaining points. To address this issue, we perform a careful analysis of the bias, develop an iterative dimension-reduction strategy, and employ a novel subroutine inspired by list-decodable learning that leverages the one-dimensional result.
DSMar 31, 2024
Super Non-singular Decompositions of Polynomials and their Application to Robustly Learning Low-degree PTFsIlias Diakonikolas, Daniel M. Kane, Vasilis Kontonis et al.
We study the efficient learnability of low-degree polynomial threshold functions (PTFs) in the presence of a constant fraction of adversarial corruptions. Our main algorithmic result is a polynomial-time PAC learning algorithm for this concept class in the strong contamination model under the Gaussian distribution with error guarantee $O_{d, c}(\text{opt}^{1-c})$, for any desired constant $c>0$, where $\text{opt}$ is the fraction of corruptions. In the strong contamination model, an omniscient adversary can arbitrarily corrupt an $\text{opt}$-fraction of the data points and their labels. This model generalizes the malicious noise model and the adversarial label noise model. Prior to our work, known polynomial-time algorithms in this corruption model (or even in the weaker adversarial label noise model) achieved error $\tilde{O}_d(\text{opt}^{1/(d+1)})$, which deteriorates significantly as a function of the degree $d$. Our algorithm employs an iterative approach inspired by localization techniques previously used in the context of learning linear threshold functions. Specifically, we use a robust perceptron algorithm to compute a good partial classifier and then iterate on the unclassified points. In order to achieve this, we need to take a set defined by a number of polynomial inequalities and partition it into several well-behaved subsets. To this end, we develop new polynomial decomposition techniques that may be of independent interest.
DSNov 24, 2025
PTF Testing Lower Bounds for Non-Gaussian Component AnalysisIlias Diakonikolas, Daniel M. Kane, Sihan Liu et al.
This work studies information-computation gaps for statistical problems. A common approach for providing evidence of such gaps is to show sample complexity lower bounds (that are stronger than the information-theoretic optimum) against natural models of computation. A popular such model in the literature is the family of low-degree polynomial tests. While these tests are defined in such a way that make them easy to analyze, the class of algorithms that they rule out is somewhat restricted. An important goal in this context has been to obtain lower bounds against the stronger and more natural class of low-degree Polynomial Threshold Function (PTF) tests, i.e., any test that can be expressed as comparing some low-degree polynomial of the data to a threshold. Proving lower bounds against PTF tests has turned out to be challenging. Indeed, we are not aware of any non-trivial PTF testing lower bounds in the literature. In this paper, we establish the first non-trivial PTF testing lower bounds for a range of statistical tasks. Specifically, we prove a near-optimal PTF testing lower bound for Non-Gaussian Component Analysis (NGCA). Our NGCA lower bound implies similar lower bounds for a number of other statistical problems. Our proof leverages a connection to recent work on pseudorandom generators for PTFs and recent techniques developed in that context. At the technical level, we develop several tools of independent interest, including novel structural results for analyzing the behavior of low-degree polynomials restricted to random directions.
LGJul 3, 2025
Replicable Distribution TestingIlias Diakonikolas, Jingyi Gao, Daniel Kane et al.
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample complexity of replicably testing natural properties of the underlying distributions. On the algorithmic front, we develop new replicable algorithms for testing closeness and independence of discrete distributions. On the lower bound front, we develop a new methodology for proving sample complexity lower bounds for replicable testing that may be of broader interest. As an application of our technique, we establish near-optimal sample complexity lower bounds for replicable uniformity testing -- answering an open question from prior work -- and closeness testing.
LGMar 12, 2025
Batch List-Decodable Linear Regression via Higher MomentsIlias Diakonikolas, Daniel M. Kane, Sushrut Karmalkar et al.
We study the task of list-decodable linear regression using batches. A batch is called clean if it consists of i.i.d. samples from an unknown linear regression distribution. For a parameter $α\in (0, 1/2)$, an unknown $α$-fraction of the batches are clean and no assumptions are made on the remaining ones. The goal is to output a small list of vectors at least one of which is close to the true regressor vector in $\ell_2$-norm. [DJKS23] gave an efficient algorithm, under natural distributional assumptions, with the following guarantee. Assuming that the batch size $n$ satisfies $n \geq \tildeΩ(α^{-1})$ and the number of batches is $m = \mathrm{poly}(d, n, 1/α)$, their algorithm runs in polynomial time and outputs a list of $O(1/α^2)$ vectors at least one of which is $\tilde{O}(α^{-1/2}/\sqrt{n})$ close to the target regressor. Here we design a new polynomial time algorithm with significantly stronger guarantees under the assumption that the low-degree moments of the covariates distribution are Sum-of-Squares (SoS) certifiably bounded. Specifically, for any constant $δ>0$, as long as the batch size is $n \geq Ω_δ(α^{-δ})$ and the degree-$Θ(1/δ)$ moments of the covariates are SoS certifiably bounded, our algorithm uses $m = \mathrm{poly}((dn)^{1/δ}, 1/α)$ batches, runs in polynomial-time, and outputs an $O(1/α)$-sized list of vectors one of which is $O(α^{-δ/2}/\sqrt{n})$ close to the target. That is, our algorithm achieves substantially smaller minimum batch size and final error, while achieving the optimal list size. Our approach uses higher-order moment information by carefully combining the SoS paradigm interleaved with an iterative method and a novel list pruning procedure. In the process, we give an SoS proof of the Marcinkiewicz-Zygmund inequality that may be of broader applicability.
MLJun 4, 2024
Replicability in High Dimensional StatisticsMax Hopkins, Russell Impagliazzo, Daniel Kane et al.
The replicability crisis is a major issue across nearly all areas of empirical science, calling for the formal study of replicability in statistics. Motivated in this context, [Impagliazzo, Lei, Pitassi, and Sorrell STOC 2022] introduced the notion of replicable learning algorithms, and gave basic procedures for $1$-dimensional tasks including statistical queries. In this work, we study the computational and statistical cost of replicability for several fundamental high dimensional statistical tasks, including multi-hypothesis testing and mean estimation. Our main contribution establishes a computational and statistical equivalence between optimal replicable algorithms and high dimensional isoperimetric tilings. As a consequence, we obtain matching sample complexity upper and lower bounds for replicable mean estimation of distributions with bounded covariance, resolving an open problem of [Bun, Gaboardi, Hopkins, Impagliazzo, Lei, Pitassi, Sivakumar, and Sorrell, STOC2023] and for the $N$-Coin Problem, resolving a problem of [Karbasi, Velegkas, Yang, and Zhou, NeurIPS2023] up to log factors. While our equivalence is computational, allowing us to shave log factors in sample complexity from the best known efficient algorithms, efficient isoperimetric tilings are not known. To circumvent this, we introduce several relaxed paradigms that do allow for sample and computationally efficient algorithms, including allowing pre-processing, adaptivity, and approximate replicability. In these cases we give efficient algorithms matching or beating the best known sample complexity for mean estimation and the coin problem, including a generic procedure that reduces the standard quadratic overhead of replicability to linear in expectation.
LGFeb 11, 2022
Computational-Statistical Gaps in Reinforcement LearningDaniel Kane, Sihan Liu, Shachar Lovett et al.
Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient conditions under which efficient reinforcement learning is possible. From this line of work, a remarkably simple minimal sufficient condition has emerged for sample efficient reinforcement learning: MDPs with optimal value function $V^*$ and $Q^*$ linear in some known low-dimensional features. In this setting, recent works have designed sample efficient algorithms which require a number of samples polynomial in the feature dimension and independent of the size of state space. They however leave finding computationally efficient algorithms as future work and this is considered a major open problem in the community. In this work, we make progress on this open problem by presenting the first computational lower bound for RL with linear function approximation: unless NP=RP, no randomized polynomial time algorithm exists for deterministic transition MDPs with a constant number of actions and linear optimal value functions. To prove this, we show a reduction from Unique-Sat, where we convert a CNF formula into an MDP with deterministic transitions, constant number of actions and low dimensional linear optimal value functions. This result also exhibits the first computational-statistical gap in reinforcement learning with linear function approximation, as the underlying statistical problem is information-theoretically solvable with a polynomial number of queries, but no computationally efficient algorithm exists unless NP=RP. Finally, we also prove a quasi-polynomial time lower bound under the Randomized Exponential Time Hypothesis.
LGDec 1, 2020
Convergence and Sample Complexity of SGD in GANsVasilis Kontonis, Sihan Liu, Christos Tzamos
We provide theoretical convergence guarantees on training Generative Adversarial Networks (GANs) via SGD. We consider learning a target distribution modeled by a 1-layer Generator network with a non-linear activation function $φ(\cdot)$ parametrized by a $d \times d$ weight matrix $\mathbf W_*$, i.e., $f_*(\mathbf x) = φ(\mathbf W_* \mathbf x)$. Our main result is that by training the Generator together with a Discriminator according to the Stochastic Gradient Descent-Ascent iteration proposed by Goodfellow et al. yields a Generator distribution that approaches the target distribution of $f_*$. Specifically, we can learn the target distribution within total-variation distance $ε$ using $\tilde O(d^2/ε^2)$ samples which is (near-)information theoretically optimal. Our results apply to a broad class of non-linear activation functions $φ$, including ReLUs and is enabled by a connection with truncated statistics and an appropriate design of the Discriminator network. Our approach relies on a bilevel optimization framework to show that vanilla SGDA works.