Eric Price

LG
h-index35
47papers
8,819citations
Novelty57%
AI Score55

47 Papers

LGMar 6, 2022Code
Coresets for Data Discretization and Sine Wave Fitting

Alaa Maalouf, Murad Tukan, Eric Price et al. · mit

In the \emph{monitoring} problem, the input is an unbounded stream $P={p_1,p_2\cdots}$ of integers in $[N]:=\{1,\cdots,N\}$, that are obtained from a sensor (such as GPS or heart beats of a human). The goal (e.g., for anomaly detection) is to approximate the $n$ points received so far in $P$ by a single frequency $\sin$, e.g. $\min_{c\in C}cost(P,c)+λ(c)$, where $cost(P,c)=\sum_{i=1}^n \sin^2(\frac{2π}{N} p_ic)$, $C\subseteq [N]$ is a feasible set of solutions, and $λ$ is a given regularization function. For any approximation error $\varepsilon>0$, we prove that \emph{every} set $P$ of $n$ integers has a weighted subset $S\subseteq P$ (sometimes called core-set) of cardinality $|S|\in O(\log(N)^{O(1)})$ that approximates $cost(P,c)$ (for every $c\in [N]$) up to a multiplicative factor of $1\pm\varepsilon$. Using known coreset techniques, this implies streaming algorithms using only $O((\log(N)\log(n))^{O(1)})$ memory. Our results hold for a large family of functions. Experimental results and open source code are provided.

CVFeb 19, 2023Code
Accelerated Video Annotation driven by Deep Detector and Tracker

Eric Price, Aamir Ahmad

Annotating object ground truth in videos is vital for several downstream tasks in robot perception and machine learning, such as for evaluating the performance of an object tracker or training an image-based object detector. The accuracy of the annotated instances of the moving objects on every image frame in a video is crucially important. Achieving that through manual annotations is not only very time consuming and labor intensive, but is also prone to high error rate. State-of-the-art annotation methods depend on manually initializing the object bounding boxes only in the first frame and then use classical tracking methods, e.g., adaboost, or kernelized correlation filters, to keep track of those bounding boxes. These can quickly drift, thereby requiring tedious manual supervision. In this paper, we propose a new annotation method which leverages a combination of a learning-based detector (SSD) and a learning-based tracker (RE$^3$). Through this, we significantly reduce annotation drifts, and, consequently, the required manual supervision. We validate our approach through annotation experiments using our proposed annotation method and existing baselines on a set of drone video frames. Source code and detailed information on how to run the annotation program can be found at https://github.com/robot-perception-group/smarter-labelme

STJun 6, 2022
Finite-Sample Maximum Likelihood Estimation of Location

Shivam Gupta, Jasper C. H. Lee, Eric Price et al.

We consider 1-dimensional location estimation, where we estimate a parameter $λ$ from $n$ samples $λ+ η_i$, with each $η_i$ drawn i.i.d. from a known distribution $f$. For fixed $f$ the maximum-likelihood estimate (MLE) is well-known to be optimal in the limit as $n \to \infty$: it is asymptotically normal with variance matching the Cramér-Rao lower bound of $\frac{1}{n\mathcal{I}}$, where $\mathcal{I}$ is the Fisher information of $f$. However, this bound does not hold for finite $n$, or when $f$ varies with $n$. We show for arbitrary $f$ and $n$ that one can recover a similar theory based on the Fisher information of a smoothed version of $f$, where the smoothing radius decays with $n$.

LGJun 29, 2022
Hardness and Algorithms for Robust and Sparse Optimization

Eric Price, Sandeep Silwal, Samson Zhou

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the goal of the robust linear regression problem is to identify a small number of erroneous measurements. Specifically, the sparse linear regression problem seeks a $k$-sparse vector $x\in\mathbb{R}^d$ to minimize $\|Ax-b\|_2$, given an input matrix $A\in\mathbb{R}^{n\times d}$ and a target vector $b\in\mathbb{R}^n$, while the robust linear regression problem seeks a set $S$ that ignores at most $k$ rows and a vector $x$ to minimize $\|(Ax-b)_S\|_2$. We first show bicriteria, NP-hardness of approximation for robust regression building on the work of [OWZ15] which implies a similar result for sparse regression. We further show fine-grained hardness of robust regression through a reduction from the minimum-weight $k$-clique conjecture. On the positive side, we give an algorithm for robust regression that achieves arbitrarily accurate additive error and uses runtime that closely matches the lower bound from the fine-grained hardness result, as well as an algorithm for sparse regression with similar runtime. Both our upper and lower bounds rely on a general reduction from robust linear regression to sparse regression that we introduce. Our algorithms, inspired by the 3SUM problem, use approximate nearest neighbor data structures and may be of independent interest for solving sparse optimization problems. For instance, we demonstrate that our techniques can also be used for the well-studied sparse PCA problem.

LGNov 23, 2023
Improved Sample Complexity Bounds for Diffusion Model Training

Shivam Gupta, Aditya Parulekar, Eric Price et al.

Diffusion models have become the most popular approach to deep generative modeling of images, largely due to their empirical performance and reliability. From a theoretical standpoint, a number of recent works have studied the iteration complexity of sampling, assuming access to an accurate diffusion model. In this work, we focus on understanding the sample complexity of training such a model; how many samples are needed to learn an accurate diffusion model using a sufficiently expressive neural network? Prior work showed bounds polynomial in the dimension, desired Total Variation error, and Wasserstein error. We show an exponential improvement in the dependence on Wasserstein error and depth, along with improved dependencies on other relevant parameters.

STJun 28, 2023
Finite-Sample Symmetric Mean Estimation with Fisher Information Rate

Shivam Gupta, Jasper C. H. Lee, Eric Price

The mean of an unknown variance-$σ^2$ distribution $f$ can be estimated from $n$ samples with variance $\frac{σ^2}{n}$ and nearly corresponding subgaussian rate. When $f$ is known up to translation, this can be improved asymptotically to $\frac{1}{n\mathcal I}$, where $\mathcal I$ is the Fisher information of the distribution. Such an improvement is not possible for general unknown $f$, but [Stone, 1975] showed that this asymptotic convergence $\textit{is}$ possible if $f$ is $\textit{symmetric}$ about its mean. Stone's bound is asymptotic, however: the $n$ required for convergence depends in an unspecified way on the distribution $f$ and failure probability $δ$. In this paper we give finite-sample guarantees for symmetric mean estimation in terms of Fisher information. For every $f, n, δ$ with $n > \log \frac{1}δ$, we get convergence close to a subgaussian with variance $\frac{1}{n \mathcal I_r}$, where $\mathcal I_r$ is the $r$-$\textit{smoothed}$ Fisher information with smoothing radius $r$ that decays polynomially in $n$. Such a bound essentially matches the finite-sample guarantees in the known-$f$ setting.

STFeb 5, 2023
High-dimensional Location Estimation via Norm Concentration for Subgamma Vectors

Shivam Gupta, Jasper C. H. Lee, Eric Price

In location estimation, we are given $n$ samples from a known distribution $f$ shifted by an unknown translation $λ$, and want to estimate $λ$ as precisely as possible. Asymptotically, the maximum likelihood estimate achieves the Cramér-Rao bound of error $\mathcal N(0, \frac{1}{n\mathcal I})$, where $\mathcal I$ is the Fisher information of $f$. However, the $n$ required for convergence depends on $f$, and may be arbitrarily large. We build on the theory using \emph{smoothed} estimators to bound the error for finite $n$ in terms of $\mathcal I_r$, the Fisher information of the $r$-smoothed distribution. As $n \to \infty$, $r \to 0$ at an explicit rate and this converges to the Cramér-Rao bound. We (1) improve the prior work for 1-dimensional $f$ to converge for constant failure probability in addition to high probability, and (2) extend the theory to high-dimensional distributions. In the process, we prove a new bound on the norm of a high-dimensional random variable whose 1-dimensional projections are subgamma, which may be of independent interest.

MLJun 21, 2022
Sharp Constants in Uniformity Testing via the Huber Statistic

Shivam Gupta, Eric Price

Uniformity testing is one of the most well-studied problems in property testing, with many known test statistics, including ones based on counting collisions, singletons, and the empirical TV distance. It is known that the optimal sample complexity to distinguish the uniform distribution on $m$ elements from any $ε$-far distribution with $1-δ$ probability is $n = Θ\left(\frac{\sqrt{m \log (1/δ)}}{ε^2} + \frac{\log (1/δ)}{ε^2}\right)$, which is achieved by the empirical TV tester. Yet in simulation, these theoretical analyses are misleading: in many cases, they do not correctly rank order the performance of existing testers, even in an asymptotic regime of all parameters tending to $0$ or $\infty$. We explain this discrepancy by studying the \emph{constant factors} required by the algorithms. We show that the collisions tester achieves a sharp maximal constant in the number of standard deviations of separation between uniform and non-uniform inputs. We then introduce a new tester based on the Huber loss, and show that it not only matches this separation, but also has tails corresponding to a Gaussian with this separation. This leads to a sample complexity of $(1 + o(1))\frac{\sqrt{m \log (1/δ)}}{ε^2}$ in the regime where this term is dominant, unlike all other existing testers.

DSAug 19, 2024
Spectral Guarantees for Adversarial Streaming PCA

Eric Price, Zhiyang Xun

In streaming PCA, we see a stream of vectors $x_1, \dotsc, x_n \in \mathbb{R}^d$ and want to estimate the top eigenvector of their covariance matrix. This is easier if the spectral ratio $R = λ_1 / λ_2$ is large. We ask: how large does $R$ need to be to solve streaming PCA in $\widetilde{O}(d)$ space? Existing algorithms require $R = \widetildeΩ(d)$. We show: (1) For all mergeable summaries, $R = \widetildeΩ(\sqrt{d})$ is necessary. (2) In the insertion-only model, a variant of Oja's algorithm gets $o(1)$ error for $R = O(\log n \log d)$. (3) No algorithm with $o(d^2)$ space gets $o(1)$ error for $R = O(1)$. Our analysis is the first application of Oja's algorithm to adversarial streams. It is also the first algorithm for adversarial streaming PCA that is designed for a spectral, rather than Frobenius, bound on the tail; and the bound it needs is exponentially better than is possible by adapting a Frobenius guarantee.

LGOct 30, 2025
Posterior Sampling by Combining Diffusion Models with Annealed Langevin Dynamics

Zhiyang Xun, Shivam Gupta, Eric Price

Given a noisy linear measurement $y = Ax + ξ$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for tasks such as inpainting, deblurring, and MRI reconstruction, and several heuristics attempt to approximate it. Unfortunately, approximate posterior sampling is computationally intractable in general. To sidestep this hardness, we focus on (local or global) log-concave distributions $p(x)$. In this regime, Langevin dynamics yields posterior samples when the exact scores of $p(x)$ are available, but it is brittle to score--estimation error, requiring an MGF bound (sub-exponential error). By contrast, in the unconditional setting, diffusion models succeed with only an $L^2$ bound on the score error. We prove that combining diffusion models with an annealed variant of Langevin dynamics achieves conditional sampling in polynomial time using merely an $L^4$ bound on the score error.

CLDec 12, 2024
Phi-4 Technical Report

Marah Abdin, Jyoti Aneja, Harkirat Behl et al.

We present phi-4, a 14-billion parameter language model developed with a training recipe that is centrally focused on data quality. Unlike most language models, where pre-training is based primarily on organic data sources such as web content or code, phi-4 strategically incorporates synthetic data throughout the training process. While previous models in the Phi family largely distill the capabilities of a teacher model (specifically GPT-4), phi-4 substantially surpasses its teacher model on STEM-focused QA capabilities, giving evidence that our data-generation and post-training techniques go beyond distillation. Despite minimal changes to the phi-3 architecture, phi-4 achieves strong performance relative to its size -- especially on reasoning-focused benchmarks -- due to improved data, training curriculum, and innovations in the post-training scheme.

LGApr 12
Query Lower Bounds for Diffusion Sampling

Zhiyang Xun, Eric Price

Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampling by minimizing the number of score evaluations, yet the information-theoretic limits of such acceleration remain unclear. In this work, we establish the first score query lower bounds for diffusion sampling. We prove that for $d$-dimensional distributions, given access to score estimates with polynomial accuracy $\varepsilon=d^{-O(1)}$ (in any $L^p$ sense), any sampling algorithm requires $\widetildeΩ(\sqrt{d})$ adaptive score queries. In particular, our proof shows that any sampler must search over $\widetildeΩ(\sqrt{d})$ distinct noise levels, providing a formal explanation for why multiscale noise schedules are necessary in practice.

CVJan 20, 2022Code
AirPose: Multi-View Fusion Network for Aerial 3D Human Pose and Shape Estimation

Nitin Saini, Elia Bonetto, Eric Price et al.

In this letter, we present a novel markerless 3D human motion capture (MoCap) system for unstructured, outdoor environments that uses a team of autonomous unmanned aerial vehicles (UAVs) with on-board RGB cameras and computation. Existing methods are limited by calibrated cameras and off-line processing. Thus, we present the first method (AirPose) to estimate human pose and shape using images captured by multiple extrinsically uncalibrated flying cameras. AirPose itself calibrates the cameras relative to the person instead of relying on any pre-calibration. It uses distributed neural networks running on each UAV that communicate viewpoint-independent information with each other about the person (i.e., their 3D shape and articulated pose). The person's shape and pose are parameterized using the SMPL-X body model, resulting in a compact representation, that minimizes communication between the UAVs. The network is trained using synthetic images of realistic virtual environments, and fine-tuned on a small set of real images. We also introduce an optimization-based post-processing method (AirPose$^{+}$) for offline applications that require higher MoCap quality. We make our method's code and data available for research at https://github.com/robot-perception-group/AirPose. A video describing the approach and results is available at https://youtu.be/xLYe1TNHsfs.

LGAug 3, 2021Code
Robust Compressed Sensing MRI with Deep Generative Priors

Ajil Jalal, Marius Arvinte, Giannis Daras et al.

The CSGM framework (Bora-Jalal-Price-Dimakis'17) has shown that deep generative priors can be powerful tools for solving inverse problems. However, to date this framework has been empirically successful only on certain datasets (for example, human faces and MNIST digits), and it is known to perform poorly on out-of-distribution samples. In this paper, we present the first successful application of the CSGM framework on clinical MRI data. We train a generative prior on brain scans from the fastMRI dataset, and show that posterior sampling via Langevin dynamics achieves high quality reconstructions. Furthermore, our experiments and theory show that posterior sampling is robust to changes in the ground-truth distribution and measurement process. Our code and models are available at: \url{https://github.com/utcsilab/csgm-mri-langevin}.

RODec 31, 2020Code
Simulation and Control of Deformable Autonomous Airships in Turbulent Wind

Eric Price, Yu Tang Liu, Michael J. Black et al.

Abstract. Fixed wing and multirotor UAVs are common in the field of robotics. Solutions for simulation and control of these vehicles are ubiquitous. This is not the case for airships, a simulation of which needs to address unique properties, i) dynamic deformation in response to aerodynamic and control forces, ii) high susceptibility to wind and turbulence at low airspeed, iii) high variability in airship designs regarding placement, direction and vectoring of thrusters and control surfaces. We present a flexible framework for modeling, simulation and control of airships, based on the Robot operating system (ROS), simulation environment (Gazebo) and commercial off the shelf (COTS) electronics, both of which are open source. Based on simulated wind and deformation, we predict substantial effects on controllability, verified in real world flight experiments. All our code is shared as open source, for the benefit of the community and to facilitate lighter-than-air vehicle (LTAV) research. https://github.com/robot-perception-group/airship_simulation

DSNov 1, 2023
Sharp Noisy Binary Search with Monotonic Probabilities

Lucas Gretta, Eric Price

We revisit the noisy binary search model of Karp and Kleinberg, in which we have $n$ coins with unknown probabilities $p_i$ that we can flip. The coins are sorted by increasing $p_i$, and we would like to find where the probability crosses (to within $\varepsilon$) of a target value $τ$. This generalized the fixed-noise model of Burnashev and Zigangirov , in which $p_i = \frac{1}{2} \pm \varepsilon$, to a setting where coins near the target may be indistinguishable from it. Karp and Kleinberg showed that $Θ(\frac{1}{\varepsilon^2} \log n)$ samples are necessary and sufficient for this task. We produce a practical algorithm by solving two theoretical challenges: high-probability behavior and sharp constants. We give an algorithm that succeeds with probability $1-δ$ from \[ \frac{1}{C_{τ, \varepsilon}} \cdot \left(\lg n + O(\log^{2/3} n \log^{1/3} \frac{1}δ + \log \frac{1}δ)\right) \] samples, where $C_{τ, \varepsilon}$ is the optimal such constant achievable. For $δ> n^{-o(1)}$ this is within $1 + o(1)$ of optimal, and for $δ\ll 1$ it is the first bound within constant factors of optimal.

LGOct 28, 2023
A Competitive Algorithm for Agnostic Active Learning

Eric Price, Yihan Zhou

For some hypothesis classes and input distributions, active agnostic learning needs exponentially fewer samples than passive learning; for other classes and distributions, it offers little to no improvement. The most popular algorithms for agnostic active learning express their performance in terms of a parameter called the disagreement coefficient, but it is known that these algorithms are inefficient on some inputs. We take a different approach to agnostic active learning, getting an algorithm that is competitive with the optimal algorithm for any binary hypothesis class $H$ and distribution $D_X$ over $X$. In particular, if any algorithm can use $m^*$ queries to get $O(η)$ error, then our algorithm uses $O(m^* \log |H|)$ queries to get $O(η)$ error. Our algorithm lies in the vein of the splitting-based approach of Dasgupta [2004], which gets a similar result for the realizable ($η= 0$) setting. We also show that it is NP-hard to do better than our algorithm's $O(\log |H|)$ overhead in general.

LGFeb 20, 2024
Diffusion Posterior Sampling is Computationally Intractable

Shivam Gupta, Ajil Jalal, Aditya Parulekar et al.

Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid y)$. Posterior sampling is useful for tasks such as inpainting, super-resolution, and MRI reconstruction, so a number of recent works have given algorithms to heuristically approximate it; but none are known to converge to the correct distribution in polynomial time. In this paper we show that posterior sampling is computationally intractable: under the most basic assumption in cryptography -- that one-way functions exist -- there are instances for which every algorithm takes superpolynomial time, even though unconditional sampling is provably fast. We also show that the exponential-time rejection sampling algorithm is essentially optimal under the stronger plausible assumption that there are one-way functions that take exponential time to invert.

CVAug 25, 2025
BirdRecorder's AI on Sky: Safeguarding birds of prey by detection and classification of tiny objects around wind turbines

Nico Klar, Nizam Gifary, Felix P. G. Ziegler et al.

The urgent need for renewable energy expansion, particularly wind power, is hindered by conflicts with wildlife conservation. To address this, we developed BirdRecorder, an advanced AI-based anti-collision system to protect endangered birds, especially the red kite (Milvus milvus). Integrating robotics, telemetry, and high-performance AI algorithms, BirdRecorder aims to detect, track, and classify avian species within a range of 800 m to minimize bird-turbine collisions. BirdRecorder integrates advanced AI methods with optimized hardware and software architectures to enable real-time image processing. Leveraging Single Shot Detector (SSD) for detection, combined with specialized hardware acceleration and tracking algorithms, our system achieves high detection precision while maintaining the speed necessary for real-time decision-making. By combining these components, BirdRecorder outperforms existing approaches in both accuracy and efficiency. In this paper, we summarize results on field tests and performance of the BirdRecorder system. By bridging the gap between renewable energy expansion and wildlife conservation, BirdRecorder contributes to a more sustainable coexistence of technology and nature.

LGMar 7, 2025
Near-Polynomially Competitive Active Logistic Regression

Yihan Zhou, Eric Price, Trung Nguyen

We address the problem of active logistic regression in the realizable setting. It is well known that active learning can require exponentially fewer label queries compared to passive learning, in some cases using $\log \frac{1}{\eps}$ rather than $\poly(1/\eps)$ labels to get error $\eps$ larger than the optimum. We present the first algorithm that is polynomially competitive with the optimal algorithm on every input instance, up to factors polylogarithmic in the error and domain size. In particular, if any algorithm achieves label complexity polylogarithmic in $\eps$, so does ours. Our algorithm is based on efficient sampling and can be extended to learn more general class of functions. We further support our theoretical results with experiments demonstrating performance gains for logistic regression compared to existing active learning algorithms.

ROApr 13, 2024
Airship Formations for Animal Motion Capture and Behavior Analysis

Eric Price, Aamir Ahmad

Using UAVs for wildlife observation and motion capture offers manifold advantages for studying animals in the wild, especially grazing herds in open terrain. The aerial perspective allows observation at a scale and depth that is not possible on the ground, offering new insights into group behavior. However, the very nature of wildlife field-studies puts traditional fixed wing and multi-copter systems to their limits: limited flight time, noise and safety aspects affect their efficacy, where lighter than air systems can remain on station for many hours. Nevertheless, airships are challenging from a ground handling perspective as well as from a control point of view, being voluminous and highly affected by wind. In this work, we showcase a system designed to use airship formations to track, follow, and visually record wild horses from multiple angles, including airship design, simulation, control, on board computer vision, autonomous operation and practical aspects of field experiments.

ROSep 22, 2021
Autonomous Blimp Control using Deep Reinforcement Learning

Yu Tang Liu, Eric Price, Pascal Goldschmid et al.

Aerial robot solutions are becoming ubiquitous for an increasing number of tasks. Among the various types of aerial robots, blimps are very well suited to perform long-duration tasks while being energy efficient, relatively silent and safe. To address the blimp navigation and control task, in our recent work, we have developed a software-in-the-loop simulation and a PID-based controller for large blimps in the presence of wind disturbance. However, blimps have a deformable structure and their dynamics are inherently non-linear and time-delayed, often resulting in large trajectory tracking errors. Moreover, the buoyancy of a blimp is constantly changing due to changes in the ambient temperature and pressure. In the present paper, we explore a deep reinforcement learning (DRL) approach to address these issues. We train only in simulation, while keeping conditions as close as possible to the real-world scenario. We derive a compact state representation to reduce the training time and a discrete action space to enforce control smoothness. Our initial results in simulation show a significant potential of DRL in solving the blimp control task and robustness against moderate wind and parameter uncertainty. Extensive experiments are presented to study the robustness of our approach. We also openly provide the source code of our approach.

LGJun 23, 2021
Fairness for Image Generation with Uncertain Sensitive Attributes

Ajil Jalal, Sushrut Karmalkar, Jessica Hoffmann et al.

This work tackles the issue of fairness in the context of generative procedures, such as image super-resolution, which entail different definitions from the standard classification setting. Moreover, while traditional group fairness definitions are typically defined with respect to specified protected groups -- camouflaging the fact that these groupings are artificial and carry historical and political motivations -- we emphasize that there are no ground truth identities. For instance, should South and East Asians be viewed as a single group or separate groups? Should we consider one race as a whole or further split by gender? Choosing which groups are valid and who belongs in them is an impossible dilemma and being "fair" with respect to Asians may require being "unfair" with respect to South Asians. This motivates the introduction of definitions that allow algorithms to be \emph{oblivious} to the relevant groupings. We define several intuitive notions of group fairness and study their incompatibilities and trade-offs. We show that the natural extension of demographic parity is strongly dependent on the grouping, and \emph{impossible} to achieve obliviously. On the other hand, the conceptually new definition we introduce, Conditional Proportional Representation, can be achieved obliviously through Posterior Sampling. Our experiments validate our theoretical results and achieve fair image reconstruction using state-of-the-art generative models.

LGJun 21, 2021
Instance-Optimal Compressed Sensing via Posterior Sampling

Ajil Jalal, Sushrut Karmalkar, Alexandros G. Dimakis et al.

We characterize the measurement complexity of compressed sensing of signals drawn from a known prior distribution, even when the support of the prior is the entire space (rather than, say, sparse vectors). We show for Gaussian measurements and \emph{any} prior distribution on the signal, that the posterior sampling estimator achieves near-optimal recovery guarantees. Moreover, this result is robust to model mismatch, as long as the distribution estimate (e.g., from an invertible generative model) is close to the true distribution in Wasserstein distance. We implement the posterior sampling estimator for deep generative priors using Langevin dynamics, and empirically find that it produces accurate estimates with more diversity than MAP.

LGMay 19, 2021
L1 Regression with Lewis Weights Subsampling

Aditya Parulekar, Advait Parulekar, Eric Price

We consider the problem of finding an approximate solution to $\ell_1$ regression while only observing a small number of labels. Given an $n \times d$ unlabeled data matrix $X$, we must choose a small set of $m \ll n$ rows to observe the labels of, then output an estimate $\widehatβ$ whose error on the original problem is within a $1 + \varepsilon$ factor of optimal. We show that sampling from $X$ according to its Lewis weights and outputting the empirical minimizer succeeds with probability $1-δ$ for $m > O(\frac{1}{\varepsilon^2} d \log \frac{d}{\varepsilon δ})$. This is analogous to the performance of sampling according to leverage scores for $\ell_2$ regression, but with exponentially better dependence on $δ$. We also give a corresponding lower bound of $Ω(\frac{d}{\varepsilon^2} + (d + \frac{1}{\varepsilon^2}) \log\frac{1}δ)$.

LGMar 3, 2021
Linear Bandit Algorithms with Sublinear Time Complexity

Shuo Yang, Tongzheng Ren, Sanjay Shakkottai et al.

We propose two linear bandits algorithms with per-step complexity sublinear in the number of arms $K$. The algorithms are designed for applications where the arm set is extremely large and slowly changing. Our key realization is that choosing an arm reduces to a maximum inner product search (MIPS) problem, which can be solved approximately without breaking regret guarantees. Existing approximate MIPS solvers run in sublinear time. We extend those solvers and present theoretical guarantees for online learning problems, where adaptivity (i.e., a later step depends on the feedback in previous steps) becomes a unique challenge. We then explicitly characterize the tradeoff between the per-step complexity and regret. For sufficiently large $K$, our algorithms have sublinear per-step complexity and $\tilde O(\sqrt{T})$ regret. Empirically, we evaluate our proposed algorithms in a synthetic environment and a real-world online movie recommendation problem. Our proposed algorithms can deliver a more than 72 times speedup compared to the linear time baselines while retaining similar regret.

DSNov 9, 2020
Near-Optimal Learning of Tree-Structured Distributions by Chow-Liu

Arnab Bhattacharyya, Sutanu Gayen, Eric Price et al.

We provide finite sample guarantees for the classical Chow-Liu algorithm (IEEE Trans.~Inform.~Theory, 1968) to learn a tree-structured graphical model of a distribution. For a distribution $P$ on $Σ^n$ and a tree $T$ on $n$ nodes, we say $T$ is an $\varepsilon$-approximate tree for $P$ if there is a $T$-structured distribution $Q$ such that $D(P\;||\;Q)$ is at most $\varepsilon$ more than the best possible tree-structured distribution for $P$. We show that if $P$ itself is tree-structured, then the Chow-Liu algorithm with the plug-in estimator for mutual information with $\widetilde{O}(|Σ|^3 n\varepsilon^{-1})$ i.i.d.~samples outputs an $\varepsilon$-approximate tree for $P$ with constant probability. In contrast, for a general $P$ (which may not be tree-structured), $Ω(n^2\varepsilon^{-2})$ samples are necessary to find an $\varepsilon$-approximate tree. Our upper bound is based on a new conditional independence tester that addresses an open problem posed by Canonne, Diakonikolas, Kane, and Stewart~(STOC, 2018): we prove that for three random variables $X,Y,Z$ each over $Σ$, testing if $I(X; Y \mid Z)$ is $0$ or $\geq \varepsilon$ is possible with $\widetilde{O}(|Σ|^3/\varepsilon)$ samples. Finally, we show that for a specific tree $T$, with $\widetilde{O} (|Σ|^2n\varepsilon^{-1})$ samples from a distribution $P$ over $Σ^n$, one can efficiently learn the closest $T$-structured distribution in KL divergence by applying the add-1 estimator at each node.

DSSep 14, 2020
Optimal Testing of Discrete Distributions with High Probability

Ilias Diakonikolas, Themis Gouleakis, Daniel M. Kane et al.

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< ε, δ<1$, we want to distinguish {\em with probability at least $1-δ$} whether these distributions satisfy $\mathcal{P}$ or are $ε$-far from $\mathcal{P}$ in total variation distance. Most prior work in distribution testing studied the constant confidence case (corresponding to $δ= Ω(1)$), and provided sample-optimal testers for a range of properties. While one can always boost the confidence probability of any such tester by black-box amplification, this generic boosting method typically leads to sub-optimal sample bounds. Here we study the following broad question: For a given property $\mathcal{P}$, can we {\em characterize} the sample complexity of testing $\mathcal{P}$ as a function of all relevant problem parameters, including the error probability $δ$? Prior to this work, uniformity testing was the only statistical task whose sample complexity had been characterized in this setting. As our main results, we provide the first algorithms for closeness and independence testing that are sample-optimal, within constant factors, as a function of all relevant parameters. We also show matching information-theoretic lower bounds on the sample complexity of these problems. Our techniques naturally extend to give optimal testers for related problems. To illustrate the generality of our methods, we give optimal algorithms for testing collections of distributions and testing closeness with unequal sized samples.

DSDec 6, 2019
Lower Bounds for Compressed Sensing with Generative Models

Akshay Kamath, Sushrut Karmalkar, Eric Price

The goal of compressed sensing is to learn a structured signal $x$ from a limited number of noisy linear measurements $y \approx Ax$. In traditional compressed sensing, "structure" is represented by sparsity in some known basis. Inspired by the success of deep learning in modeling images, recent work starting with~\cite{BJPD17} has instead considered structure to come from a generative model $G: \mathbb{R}^k \to \mathbb{R}^n$. We present two results establishing the difficulty of this latter task, showing that existing bounds are tight. First, we provide a lower bound matching the~\cite{BJPD17} upper bound for compressed sensing from $L$-Lipschitz generative models $G$. In particular, there exists such a function that requires roughly $Ω(k \log L)$ linear measurements for sparse recovery to be possible. This holds even for the more relaxed goal of \emph{nonuniform} recovery. Second, we show that generative models generalize sparsity as a representation of structure. In particular, we construct a ReLU-based neural network $G: \mathbb{R}^{2k} \to \mathbb{R}^n$ with $O(1)$ layers and $O(kn)$ activations per layer, such that the range of $G$ contains all $k$-sparse vectors.

DSNov 19, 2019
Outlier-Robust High-Dimensional Sparse Estimation via Iterative Filtering

Ilias Diakonikolas, Sushrut Karmalkar, Daniel Kane et al.

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse PCA. We give the first practically viable robust estimators for these problems. In more detail, our algorithms are sample and computationally efficient and achieve near-optimal robustness guarantees. In contrast to prior provable algorithms which relied on the ellipsoid method, our algorithms use spectral techniques to iteratively remove outliers from the dataset. Our experimental evaluation on synthetic data shows that our algorithms are scalable and significantly outperform a range of previous approaches, nearly matching the best error rate without corruptions.

ROJan 23, 2019
Active Perception based Formation Control for Multiple Aerial Vehicles

Rahul Tallamraju, Eric Price, Roman Ludwig et al.

Autonomous motion capture (mocap) systems for outdoor scenarios involving flying or mobile cameras rely on i) a robotic front-end to track and follow a human subject in real-time while he/she performs physical activities, and ii) an algorithmic back-end that estimates full body human pose and shape from the saved videos. In this paper we present a novel front-end for our aerial mocap system that consists of multiple micro aerial vehicles (MAVs) with only on-board cameras and computation. In previous work, we presented an approach for cooperative detection and tracking (CDT) of a subject using multiple MAVs. However, it did not ensure optimal view-point configurations of the MAVs to minimize the uncertainty in the person's cooperatively tracked 3D position estimate. In this article we introduce an active approach for CDT. In contrast to cooperatively tracking only the 3D positions of the person, the MAVs can now actively compute optimal local motion plans, resulting in optimal view-point configurations, which minimize the uncertainty in the tracked estimate. We achieve this by decoupling the goal of active tracking as a convex quadratic objective and non-convex constraints corresponding to angular configurations of the MAVs w.r.t. the person. We derive it using Gaussian observation model assumptions within the CDT algorithm. We also show how we embed all the non-convex constraints, including those for dynamic and static obstacle avoidance, as external control inputs in the MPC dynamics. Multiple real robot experiments and comparisons involving 3 MAVs in several challenging scenarios are presented (video link : https://youtu.be/1qWW2zWvRhA). Extensive simulation results demonstrate the scalability and robustness of our approach. ROS-based source code is also provided.

LGNov 15, 2018
Adversarial Examples from Cryptographic Pseudo-Random Generators

Sébastien Bubeck, Yin Tat Lee, Eric Price et al.

In our recent work (Bubeck, Price, Razenshteyn, arXiv:1805.10204) we argued that adversarial examples in machine learning might be due to an inherent computational hardness of the problem. More precisely, we constructed a binary classification task for which (i) a robust classifier exists; yet no non-trivial accuracy can be obtained with an efficient algorithm in (ii) the statistical query model. In the present paper we significantly strengthen both (i) and (ii): we now construct a task which admits (i') a maximally robust classifier (that is it can tolerate perturbations of size comparable to the size of the examples themselves); and moreover we prove computational hardness of learning this task under (ii') a standard cryptographic assumption.

DSSep 21, 2018
Compressed Sensing with Adversarial Sparse Noise via L1 Regression

Sushrut Karmalkar, Eric Price

We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise that can arbitrarily change an adversarially chosen $η$ fraction of measured responses $y$, as well as introduce bounded norm noise to the responses. For Gaussian measurements, we show that a simple algorithm based on L1 regression can successfully estimate $w^*$ for any $η< η_0 \approx 0.239$, and that this threshold is tight for the algorithm. The number of measurements required by the algorithm is $O(k \log \frac{n}{k})$ for $k$-sparse estimation, which is within constant factors of the number needed without any sparse noise. Of the three properties we show---the ability to estimate sparse, as well as dense, $w^*$; the tolerance of a large constant fraction of outliers; and tolerance of adversarial rather than distributional (e.g., Gaussian) dense noise---to the best of our knowledge, no previous result achieved more than two.

MLJun 17, 2018
Compressed Sensing with Deep Image Prior and Learned Regularization

Dave Van Veen, Ajil Jalal, Mahdi Soltanolkotabi et al.

We propose a novel method for compressed sensing recovery using untrained deep generative models. Our method is based on the recently proposed Deep Image Prior (DIP), wherein the convolutional weights of the network are optimized to match the observed measurements. We show that this approach can be applied to solve any differentiable linear inverse problem, outperforming previous unlearned methods. Unlike various learned approaches based on generative models, our method does not require pre-training over large datasets. We further introduce a novel learned regularization technique, which incorporates prior information on the network weights. This reduces reconstruction error, especially for noisy measurements. Finally, we prove that, using the DIP optimization approach, moderately overparameterized single-layer networks can perfectly fit any signal despite the non-convex nature of the fitting problem. This theoretical result provides justification for early stopping.

MLMay 25, 2018
Adversarial examples from computational constraints

Sébastien Bubeck, Eric Price, Ilya Razenshteyn

Why are classifiers in high dimension vulnerable to "adversarial" perturbations? We show that it is likely not due to information theoretic limitations, but rather it could be due to computational constraints. First we prove that, for a broad set of classification tasks, the mere existence of a robust classifier implies that it can be found by a possibly exponential-time algorithm with relatively few training examples. Then we give a particular classification task where learning a robust classifier is computationally intractable. More precisely we construct a binary classification task in high dimensional space which is (i) information theoretically easy to learn robustly for large perturbations, (ii) efficiently learnable (non-robustly) by a simple linear separator, (iii) yet is not efficiently robustly learnable, even for small perturbations, by any algorithm in the statistical query (SQ) model. This example gives an exponential separation between classical learning and robust learning in the statistical query model. It suggests that adversarial examples may be an unavoidable byproduct of computational limitations of learning algorithms.

ROFeb 5, 2018
Deep Neural Network-based Cooperative Visual Tracking through Multiple Micro Aerial Vehicles

Eric Price, Guilherme Lawless, Heinrich H. Bülthoff et al.

Multi-camera full-body pose capture of humans and animals in outdoor environments is a highly challenging problem. Our approach to it involves a team of cooperating micro aerial vehicles (MAVs) with on-board cameras only. The key enabling-aspect of our approach is the on-board person detection and tracking method. Recent state-of-the-art methods based on deep neural networks (DNN) are highly promising in this context. However, real time DNNs are severely constrained in input data dimensions, in contrast to available camera resolutions. Therefore, DNNs often fail at objects with small scale or far away from the camera, which are typical characteristics of a scenario with aerial robots. Thus, the core problem addressed in this paper is how to achieve on-board, real-time, continuous and accurate vision-based detections using DNNs for visual person tracking through MAVs. Our solution leverages cooperation among multiple MAVs. First, each MAV fuses its own detections with those obtained by other MAVs to perform cooperative visual tracking. This allows for predicting future poses of the tracked person, which are used to selectively process only the relevant regions of future images, even at high resolutions. Consequently, using our DNN-based detector we are able to continuously track even distant humans with high accuracy and speed. We demonstrate the efficiency of our approach through real robot experiments involving two aerial robots tracking a person, while maintaining an active perception-driven formation. Our solution runs fully on-board our MAV's CPU and GPU, with no remote processing. ROS-based source code is provided for the benefit of the community.

DSDec 25, 2017
Stochastic Multi-armed Bandits in Constant Space

David Liau, Eric Price, Zhao Song et al.

We consider the stochastic bandit problem in the sublinear space setting, where one cannot record the win-loss record for all $K$ arms. We give an algorithm using $O(1)$ words of space with regret \[ \sum_{i=1}^{K}\frac{1}{Δ_i}\log \frac{Δ_i}Δ\log T \] where $Δ_i$ is the gap between the best arm and arm $i$ and $Δ$ is the gap between the best and the second-best arms. If the rewards are bounded away from $0$ and $1$, this is within an $O(\log 1/Δ)$ factor of the optimum regret possible without space constraints.

LGNov 27, 2017
Active Regression via Linear-Sample Sparsification

Xue Chen, Eric Price

We present an approach that improves the sample complexity for a variety of curve fitting problems, including active learning for linear regression, polynomial regression, and continuous sparse Fourier transforms. In the active linear regression problem, one would like to estimate the least squares solution $β^*$ minimizing $\|Xβ- y\|_2$ given the entire unlabeled dataset $X \in \mathbb{R}^{n \times d}$ but only observing a small number of labels $y_i$. We show that $O(d)$ labels suffice to find a constant factor approximation $\tildeβ$: \[ \mathbb{E}[\|X\tildeβ - y\|_2^2] \leq 2 \mathbb{E}[\|X β^* - y\|_2^2]. \] This improves on the best previous result of $O(d \log d)$ from leverage score sampling. We also present results for the \emph{inductive} setting, showing when $\tildeβ$ will generalize to fresh samples; these apply to continuous settings such as polynomial regression. Finally, we show how the techniques yield improved results for the non-linear sparse Fourier transform setting.

DSAug 10, 2017
Robust polynomial regression up to the information theoretic limit

Daniel Kane, Sushrut Karmalkar, Eric Price

We consider the problem of robust polynomial regression, where one receives samples $(x_i, y_i)$ that are usually within $σ$ of a polynomial $y = p(x)$, but have a $ρ$ chance of being arbitrary adversarial outliers. Previously, it was known how to efficiently estimate $p$ only when $ρ< \frac{1}{\log d}$. We give an algorithm that works for the entire feasible range of $ρ< 1/2$, while simultaneously improving other parameters of the problem. We complement our algorithm, which gives a factor 2 approximation, with impossibility results that show, for example, that a $1.09$ approximation is impossible even with infinitely many samples.

DSAug 9, 2017
Optimal Identity Testing with High Probability

Ilias Diakonikolas, Themis Gouleakis, John Peebles et al.

We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution $p$ over $n$ elements, an explicitly given distribution $q$, and parameters $0< ε, δ< 1$, we wish to distinguish, {\em with probability at least $1-δ$}, whether the distributions are identical versus $\varepsilon$-far in total variation distance. Most prior work focused on the case that $δ= Ω(1)$, for which the sample complexity of identity testing is known to be $Θ(\sqrt{n}/ε^2)$. Given such an algorithm, one can achieve arbitrarily small values of $δ$ via black-box amplification, which multiplies the required number of samples by $Θ(\log(1/δ))$. We show that black-box amplification is suboptimal for any $δ= o(1)$, and give a new identity tester that achieves the optimal sample complexity. Our new upper and lower bounds show that the optimal sample complexity of identity testing is \[ Θ\left( \frac{1}{ε^2}\left(\sqrt{n \log(1/δ)} + \log(1/δ) \right)\right) \] for any $n, \varepsilon$, and $δ$. For the special case of uniformity testing, where the given distribution is the uniform distribution $U_n$ over the domain, our new tester is surprisingly simple: to test whether $p = U_n$ versus $d_{\mathrm TV}(p, U_n) \geq \varepsilon$, we simply threshold $d_{\mathrm TV}(\widehat{p}, U_n)$, where $\widehat{p}$ is the empirical probability distribution. The fact that this simple "plug-in" estimator is sample-optimal is surprising, even in the constant $δ$ case. Indeed, it was believed that such a tester would not attain sublinear sample complexity even for constant values of $\varepsilon$ and $δ$.

DSMay 30, 2017
Fast Regression with an $\ell_\infty$ Guarantee

Eric Price, Zhao Song, David P. Woodruff

Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression. In the overconstrained regression problem, one is given an $n \times d$ matrix $A$, with $n \gg d$, as well as an $n \times 1$ vector $b$, and one wants to find a vector $\hat{x}$ so as to minimize the residual error $\|Ax-b\|_2$. Using the sketch and solve paradigm, one first computes $S \cdot A$ and $S \cdot b$ for a randomly chosen matrix $S$, then outputs $x' = (SA)^{\dagger} Sb$ so as to minimize $\|SAx' - Sb\|_2$. The sketch-and-solve paradigm gives a bound on $\|x'-x^*\|_2$ when $A$ is well-conditioned. Our main result is that, when $S$ is the subsampled randomized Fourier/Hadamard transform, the error $x' - x^*$ behaves as if it lies in a "random" direction within this bound: for any fixed direction $a\in \mathbb{R}^d$, we have with $1 - d^{-c}$ probability that \[ \langle a, x'-x^*\rangle \lesssim \frac{\|a\|_2\|x'-x^*\|_2}{d^{\frac{1}{2}-γ}}, \quad (1) \] where $c, γ> 0$ are arbitrary constants. This implies $\|x'-x^*\|_{\infty}$ is a factor $d^{\frac{1}{2}-γ}$ smaller than $\|x'-x^*\|_2$. It also gives a better bound on the generalization of $x'$ to new examples: if rows of $A$ correspond to examples and columns to features, then our result gives a better bound for the error introduced by sketch-and-solve when classifying fresh examples. We show that not all oblivious subspace embeddings $S$ satisfy these properties. In particular, we give counterexamples showing that matrices based on Count-Sketch or leverage score sampling do not satisfy these properties. We also provide lower bounds, both on how small $\|x'-x^*\|_2$ can be, and for our new guarantee (1), showing that the subsampled randomized Fourier/Hadamard transform is nearly optimal.

MLMar 9, 2017
Compressed Sensing using Generative Models

Ashish Bora, Ajil Jalal, Eric Price et al.

The goal of compressed sensing is to estimate a vector from an underdetermined system of noisy linear measurements, by making use of prior knowledge on the structure of vectors in the relevant domain. For almost all results in this literature, the structure is represented by sparsity in a well-chosen basis. We show how to achieve guarantees similar to standard compressed sensing but without employing sparsity at all. Instead, we suppose that vectors lie near the range of a generative model $G: \mathbb{R}^k \to \mathbb{R}^n$. Our main theorem is that, if $G$ is $L$-Lipschitz, then roughly $O(k \log L)$ random Gaussian measurements suffice for an $\ell_2/\ell_2$ recovery guarantee. We demonstrate our results using generative models from published variational autoencoder and generative adversarial networks. Our method can use $5$-$10$x fewer measurements than Lasso for the same accuracy.

DSNov 11, 2016
Collision-based Testers are Optimal for Uniformity and Closeness

Ilias Diakonikolas, Themis Gouleakis, John Peebles et al.

We study the fundamental problems of (i) uniformity testing of a discrete distribution, and (ii) closeness testing between two discrete distributions with bounded $\ell_2$-norm. These problems have been extensively studied in distribution testing and sample-optimal estimators are known for them~\cite{Paninski:08, CDVV14, VV14, DKN:15}. In this work, we show that the original collision-based testers proposed for these problems ~\cite{GRdist:00, BFR+:00} are sample-optimal, up to constant factors. Previous analyses showed sample complexity upper bounds for these testers that are optimal as a function of the domain size $n$, but suboptimal by polynomial factors in the error parameter $ε$. Our main contribution is a new tight analysis establishing that these collision-based testers are information-theoretically optimal, up to constant factors, both in the dependence on $n$ and in the dependence on $ε$.

NENov 2, 2016
Extensions and Limitations of the Neural GPU

Eric Price, Wojciech Zaremba, Ilya Sutskever

The Neural GPU is a recent model that can learn algorithms such as multi-digit binary addition and binary multiplication in a way that generalizes to inputs of arbitrary length. We show that there are two simple ways of improving the performance of the Neural GPU: by carefully designing a curriculum, and by increasing model size. The latter requires a memory efficient implementation, as a naive implementation of the Neural GPU is memory intensive. We find that these techniques increase the set of algorithmic problems that can be solved by the Neural GPU: we have been able to learn to perform all the arithmetic operations (and generalize to arbitrarily long numbers) when the arguments are given in the decimal representation (which, surprisingly, has not been possible before). We have also been able to train the Neural GPU to evaluate long arithmetic expressions with multiple operands that require respecting the precedence order of the operands, although these have succeeded only in their binary representation, and not with perfect accuracy. In addition, we gain insight into the Neural GPU by investigating its failure modes. We find that Neural GPUs that correctly generalize to arbitrarily long numbers still fail to compute the correct answer on highly-symmetric, atypical inputs: for example, a Neural GPU that achieves near-perfect generalization on decimal multiplication of up to 100-digit long numbers can fail on $000000\dots002 \times 000000\dots002$ while succeeding at $2 \times 2$. These failure modes are reminiscent of adversarial examples.

LGOct 7, 2016
Equality of Opportunity in Supervised Learning

Moritz Hardt, Eric Price, Nathan Srebro

We propose a criterion for discrimination against a specified sensitive attribute in supervised learning, where the goal is to predict some target based on available features. Assuming data about the predictor, target, and membership in the protected group are available, we show how to optimally adjust any learned predictor so as to remove discrimination according to our definition. Our framework also improves incentives by shifting the cost of poor classification from disadvantaged groups to the decision maker, who can respond by improving the classification accuracy. In line with other studies, our notion is oblivious: it depends only on the joint statistics of the predictor, the target and the protected attribute, but not on interpretation of individualfeatures. We study the inherent limits of defining and identifying biases based on such oblivious measures, outlining what can and cannot be inferred from different oblivious tests. We illustrate our notion using a case study of FICO credit scores.

LGApr 19, 2014
Tight bounds for learning a mixture of two gaussians

Moritz Hardt, Eric Price

We consider the problem of identifying the parameters of an unknown mixture of two arbitrary $d$-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally efficient moment-based estimator with an optimal convergence rate, thus resolving a problem introduced by Pearson (1894). Denoting by $σ^2$ the variance of the unknown mixture, we prove that $Θ(σ^{12})$ samples are necessary and sufficient to estimate each parameter up to constant additive error when $d=1.$ Our upper bound extends to arbitrary dimension $d>1$ up to a (provably necessary) logarithmic loss in $d$ using a novel---yet simple---dimensionality reduction technique. We further identify several interesting special cases where the sample complexity is notably smaller than our optimal worst-case bound. For instance, if the means of the two components are separated by $Ω(σ)$ the sample complexity reduces to $O(σ^2)$ and this is again optimal. Our results also apply to learning each component of the mixture up to small error in total variation distance, where our algorithm gives strong improvements in sample complexity over previous work. We also extend our lower bound to mixtures of $k$ Gaussians, showing that $Ω(σ^{6k-2})$ samples are necessary to estimate each parameter up to constant additive error.

DSNov 11, 2013
The Noisy Power Method: A Meta Algorithm with Applications

Moritz Hardt, Eric Price

We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when a significant amount noise is introduced after each matrix-vector multiplication. The noisy power method can be seen as a meta-algorithm that has recently found a number of important applications in a broad range of machine learning problems including alternating minimization for matrix completion, streaming principal component analysis (PCA), and privacy-preserving spectral analysis. Our general analysis subsumes several existing ad-hoc convergence bounds and resolves a number of open problems in multiple applications including streaming PCA and privacy-preserving singular vector computation.