Gabriel Arpino

Gabriel Arpino, Ramji Venkataramanan

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $β_1, β_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear in the dimension, and additive noise is assumed to be independent Gaussian with variance $σ^2$. Prior work has shown that the problem suffers from a $\frac{k}{SNR^2}$-to-$\frac{k^2}{SNR^2}$ statistical-to-computational gap, resembling other computationally challenging high-dimensional inference problems such as Sparse PCA and Robust Sparse Mean Estimation; here $SNR$ is the signal-to-noise ratio. We establish the existence of a more extensive computational barrier for this problem through the method of low-degree polynomials, but show that the problem is computationally hard only in a very narrow symmetric parameter regime. We identify a smooth information-computation tradeoff between the sample complexity $n$ and runtime for any randomized algorithm in this hard regime. Via a simple reduction, this provides novel rigorous evidence for the existence of a computational barrier to solving exact support recovery in sparse phase retrieval with sample complexity $n = \tilde{o}(k^2)$. Our second contribution is to analyze a simple thresholding algorithm which, outside of the narrow regime where the problem is hard, solves the associated mixed regression detection problem in $O(np)$ time with square-root the number of samples and matches the sample complexity required for (non-mixed) sparse linear regression; this allows the recovery problem to be subsequently solved by state-of-the-art techniques from the dense case. As a special case of our results, we show that this simple algorithm is order-optimal among a large family of algorithms in solving exact signed support recovery in sparse linear regression.

Gabriel Arpino, Xiaoqi Liu, Julia Gontarek et al.

We consider the problem of localizing change points in a generalized linear model (GLM), a model that covers many widely studied problems in statistical learning including linear, logistic, and rectified linear regression. We propose a novel and computationally efficient Approximate Message Passing (AMP) algorithm for estimating both the signals and the change point locations, and rigorously characterize its performance in the high-dimensional limit where the number of parameters $p$ is proportional to the number of samples $n$. This characterization is in terms of a state evolution recursion, which allows us to precisely compute performance measures such as the asymptotic Hausdorff error of our change point estimates, and allows us to tailor the algorithm to take advantage of any prior structural information on the signals and change points. Moreover, we show how our AMP iterates can be used to efficiently compute a Bayesian posterior distribution over the change point locations in the high-dimensional limit. We validate our theory via numerical experiments, and demonstrate the favorable performance of our estimators on both synthetic and real data in the settings of linear, logistic, and rectified linear regression.

Gintare Karolina Dziugaite, Kyle Hsu, Waseem Gharbieh et al.

The dominant term in PAC-Bayes bounds is often the Kullback--Leibler divergence between the posterior and prior. For so-called linear PAC-Bayes risk bounds based on the empirical risk of a fixed posterior kernel, it is possible to minimize the expected value of the bound by choosing the prior to be the expected posterior, which we call the oracle prior on the account that it is distribution dependent. In this work, we show that the bound based on the oracle prior can be suboptimal: In some cases, a stronger bound is obtained by using a data-dependent oracle prior, i.e., a conditional expectation of the posterior, given a subset of the training data that is then excluded from the empirical risk term. While using data to learn a prior is a known heuristic, its essential role in optimal bounds is new. In fact, we show that using data can mean the difference between vacuous and nonvacuous bounds. We apply this new principle in the setting of nonconvex learning, simulating data-dependent oracle priors on MNIST and Fashion MNIST with and without held-out data, and demonstrating new nonvacuous bounds in both cases.

Gabriel Arpino, Kyle Morris, Sasanka Nagavalli et al.

Robotic swarms are decentralized multi-robot systems whose members use local information from proximal neighbors to execute simple reactive control laws that result in emergent collective behaviors. In contrast, members of a general multi-robot system may have access to global information, all- to-all communication or sophisticated deliberative collabora- tion. Some algorithms in the literature are applicable to robotic swarms. Others require the extra complexity of general multi- robot systems. Given an application domain, a system designer or supervisory operator must choose an appropriate system or algorithm respectively that will enable them to achieve their goals while satisfying mission constraints (e.g. bandwidth, energy, time limits). In this paper, we compare representative swarm and general multi-robot algorithms in two application domains - navigation and dynamic area coverage - with respect to several metrics (e.g. completion time, distance trav- elled). Our objective is to characterize each class of algorithms to inform offline system design decisions by engineers or online algorithm selection decisions by supervisory operators. Our contributions are (a) an empirical performance comparison of representative swarm and general multi-robot algorithms in two application domains, (b) a comparative analysis of the algorithms based on the theory of information invariants, which provides a theoretical characterization supported by our empirical results.