Samuel Hopkins

h-index11
2papers

2 Papers

59.4DSApr 24
Entrywise Low-Rank Approximation and Matrix $p \rightarrow q$ Norms via Global Correlation Rounding

Prashanti Anderson, Ainesh Bakshi, Samuel Hopkins

Given a matrix $A$, the goal of the entrywise low-rank approximation problem is to find $\operatorname{argmin} \|A-B\|_p$ over all rank-$k$ matrices $B$, where $\| \cdot \|_p$ is the entrywise $\ell_p$ norm. When $p = 2$ this well-studied problem is solved by the singular value decomposition, but for $p \neq 2$ the problem becomes computationally challenging. For every even $p > 2$ and every fixed $k$, we give the first polynomial-time approximation scheme for this problem, improving on the $(3 + \varepsilon)$ approximation of Ban, Bhattiprolu, Bringmann, Kolev, Lee, and Woodruff, the bi-criteria approximation of Woodruff and Yasuda, and the additive approximation scheme of Anderson, Bakshi, and Hopkins. Prior algorithmic approaches based on sketching and column selection, which yielded a polynomial-time approximation scheme in the $p < 2$ setting, face concrete barriers when $p > 2$. Instead, we use the Sherali-Adams hierarchy of convex programs, and in so doing establish a blueprint for how to use convex hierarchies to design polynomial-time approximation schemes for continuous optimization problems. We use the same algorithmic strategy to give a new family of additive approximation algorithms for matrix $p \rightarrow q$ norms, which are intimately related to small-set expansion and quantum information. In particular, we give the first nontrivial additive approximation algorithms in the regime $p < 2 < q$.

LGApr 23, 2024
Insufficient Statistics Perturbation: Stable Estimators for Private Least Squares

Gavin Brown, Jonathan Hayase, Samuel Hopkins et al.

We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix. All prior private algorithms for this task require either $d^{3/2}$ examples, error growing polynomially with the condition number, or exponential time. Our near-optimal accuracy guarantee holds for any dataset with bounded statistical leverage and bounded residuals. Technically, we build on the approach of Brown et al. (2023) for private mean estimation, adding scaled noise to a carefully designed stable nonprivate estimator of the empirical regression vector.