Yu Cheng

Yuezihan Jiang, Yu Cheng, Hanyu Zhao et al.

We introduce ZOOMER, a system deployed at Taobao, the largest e-commerce platform in China, for training and serving GNN-based recommendations over web-scale graphs. ZOOMER is designed for tackling two challenges presented by the massive user data at Taobao: low training/serving efficiency due to the huge scale of the graphs, and low recommendation quality due to the information overload which distracts the recommendation model from specific user intentions. ZOOMER achieves this by introducing a key concept, Region of Interests (ROI) in GNNs for recommendations, i.e., a neighborhood region in the graph with significant relevance to a strong user intention. ZOOMER narrows the focus from the whole graph and "zooms in" on the more relevant ROIs, thereby reducing the training/serving cost and mitigating the information overload at the same time. With carefully designed mechanisms, ZOOMER identifies the interest expressed by each recommendation request, constructs an ROI subgraph by sampling with respect to the interest, and guides the GNN to reweigh different parts of the ROI towards the interest by a multi-level attention module. Deployed as a large-scale distributed system, ZOOMER supports graphs with billions of nodes for training and thousands of requests per second for serving. ZOOMER achieves up to 14x speedup when downsizing sampling scales with comparable (even better) AUC performance than baseline methods. Besides, both the offline evaluation and online A/B test demonstrate the effectiveness of ZOOMER.

Yunfan Li, Yiran Wang, Yu Cheng et al.

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow convergence rates and poor sample complexity. Hence it is important to design provably sample efficient algorithms for policy optimization. Yet, recent advances for this problems have only been successful in tabular and linear setting, whose benign structures cannot be generalized to non-linearly parameterized policies. In this paper, we address this problem by leveraging recent advances in value-based algorithms, including bounded eluder-dimension and online sensitivity sampling, to design a low-switching sample-efficient policy optimization algorithm, LPO, with general non-linear function approximation. We show that, our algorithm obtains an $\varepsilon$-optimal policy with only $\widetilde{O}(\frac{\text{poly}(d)}{\varepsilon^3})$ samples, where $\varepsilon$ is the suboptimality gap and $d$ is a complexity measure of the function class approximating the policy. This drastically improves previously best-known sample bound for policy optimization algorithms, $\widetilde{O}(\frac{\text{poly}(d)}{\varepsilon^8})$. Moreover, we empirically test our theory with deep neural nets to show the benefits of the theoretical inspiration.

Zefeng He, Xiaoye Qu, Yafu Li et al.

Reinforcement Learning with Verifiable Rewards (RLVR) has substantially advanced the video understanding capabilities of Multimodal Large Language Models (MLLMs). However, the rapid progress of MLLMs is outpacing the complexity of existing video datasets, while the manual annotation of new, high-quality data remains prohibitively expensive. This work investigates a pivotal question: Can the rich, intrinsic information within videos be harnessed to self-generate high-quality, verifiable training data? To investigate this, we introduce three self-supervised pretext tasks: Anomaly Grounding, Object Counting, and Temporal Jigsaw. We construct the Video Intrinsic Understanding Benchmark (VIUBench) to validate their difficulty, revealing that current state-of-the-art MLLMs struggle significantly on these tasks. Building upon these pretext tasks, we develop the VideoSSR-30K dataset and propose VideoSSR, a novel video self-supervised reinforcement learning framework for RLVR. Extensive experiments across 17 benchmarks, spanning four major video domains (General Video QA, Long Video QA, Temporal Grounding, and Complex Reasoning), demonstrate that VideoSSR consistently enhances model performance, yielding an average improvement of over 5\%. These results establish VideoSSR as a potent foundational framework for developing more advanced video understanding in MLLMs. The code is available at https://github.com/lcqysl/VideoSSR.

Hanrui Zhang, Yu Cheng, Vincent Conitzer

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the agent. However, the agent can and will choose to end the process whenever his expected onward utility becomes negative. The principal seeks to compute and commit to a policy that maximizes her expected utility, under the constraint that the agent should always want to continue participating. We provide the first polynomial-time exact algorithm for this problem for finite-horizon settings, where previously only an additive $\varepsilon$-approximation algorithm was known. Our approach can also be extended to the (discounted) infinite-horizon case, for which we give an algorithm that runs in time polynomial in the size of the input and $\log(1/\varepsilon)$, and returns a policy that is optimal up to an additive error of $\varepsilon$.

Wendi Li, Wei Wei, Kaihe Xu et al.

To meet the requirements of real-world applications, it is essential to control generations of large language models (LLMs). Prior research has tried to introduce reinforcement learning (RL) into controllable text generation while most existing methods suffer from overfitting issues (finetuning-based methods) or semantic collapse (post-processing methods). However, current RL methods are generally guided by coarse-grained (sentence/paragraph-level) feedback, which may lead to suboptimal performance owing to semantic twists or progressions within sentences. To tackle that, we propose a novel reinforcement learning algorithm named TOLE which formulates TOken-LEvel rewards for controllable text generation, and employs a "first-quantize-then-noise" paradigm to enhance the robustness of the RL algorithm.Furthermore, TOLE can be flexibly extended to multiple constraints with little computational expense. Experimental results show that our algorithm can achieve superior performance on both single-attribute and multi-attribute control tasks. We have released our codes at https://github.com/WindyLee0822/CTG

Shenghe Zheng, Qianjia Cheng, Junchi Yao et al. · tsinghua

Large Language Models (LLMs) have achieved remarkable progress on advanced reasoning tasks such as mathematics and coding competitions. Meanwhile, physics, despite being both reasoning-intensive and essential to real-world understanding, received limited academic and industrial attention. This paper introduces PHYSICS, a dataset containing 16,568 high-quality physics problems spanning subjects and difficulty levels, to facilitate this issue. Specifically, PHYSICS is curated with exercises from over 100 textbooks through a carefully designed pipeline for quality control. It covers five major physics domains: Mechanics, Electromagnetism, Thermodynamics, Optics, and Modern Physics. It also spans a wide range of difficulty levels, from high school to graduate-level physics courses. To utilize the data for improving and evaluating the model's physical reasoning capabilities, we split the dataset into training and test sets, and provide reasoning paths generated by powerful reasoning models for the training data to facilitate model training. In addition, for the evaluation part, we find that existing evaluation frameworks exhibit biases in aspects such as units, simplification, and precision in physics domain. To balance efficiency and accuracy, we introduce a Rule+Model evaluation framework tailored to physics problems. Our evaluations on current state-of-the-art open-source and proprietary models highlight the limitations of current models in handling physics-related tasks. We hope that our dataset and evaluation methodology will jointly advance the development of LLMs in the field of physics. The code and data can be found at: https://github.com/Zhengsh123/PHYSICS.

Siyuan Huang, Xiaoye Qu, Yafu Li et al.

While Reinforcement Learning with Verifiable Rewards (RLVR) has advanced the reasoning capabilities of Large Vision-Language Models (LVLMs), most existing methods in multimodal reasoning neglect the critical role of visual perception within the RLVR optimization process. In this paper, we undertake a pioneering exploration of multimodal RLVR through the novel perspective of token perception, which measures the visual dependency of each generated token. With a granular analysis of Chain-of-Thought (CoT) processes, we uncover two key insights: first, token perception in a rollout trajectory is sparsely distributed, where only a small fraction of tokens have high visual dependency for visually-grounded reasoning; second, different trajectories exhibit significant divergence in their overall visual dependency. Based on these observations, we propose Visually-Perceptive Policy Optimization (VPPO), a novel policy gradient algorithm that explicitly leverages token perception to refine the learning signal. Specifically, VPPO achieves this through a dual mechanism: it reweights a trajectory's advantage by its overall visual dependency, and focuses policy updates exclusively on perceptually pivotal tokens. On a comprehensive suite of eight perception and reasoning benchmarks, VPPO demonstrates substantial gains over leading open-source RL-tuned models, with its effectiveness consistently validated across 7B and 32B model scales. Our findings not only establish a new token-level perceptual perspective for analyzing multimodal RLVR but also present a novel and effective optimization strategy to significantly enhance the multimodal reasoning capabilities of LVLMs.

Yixing Li, Ruobing Xie, Zhen Yang et al.

Transformers are the cornerstone of modern large language models, but their quadratic computational complexity limits efficiency in long-sequence processing. Recent advancements in Mamba, a state space model (SSM) with linear complexity, offer promising efficiency gains but suffer from unstable contextual learning and multitask generalization. This paper proposes TransMamba, a novel framework that unifies Transformer and Mamba through shared parameter matrices (e.g., QKV and CBx), and thus could dynamically switch between attention and SSM mechanisms at different token lengths and layers. We design the Memory converter to bridge Transformer and Mamba by converting attention outputs into SSM-compatible states, ensuring seamless information flow at TransPoints where the transformation happens. The TransPoint scheduling is also thoroughly explored for further improvements. We conducted extensive experiments demonstrating that TransMamba achieves superior training efficiency and performance compared to baselines, and validated the deeper consistency between Transformer and Mamba paradigms, offering a scalable solution for next-generation sequence modeling.

Shuyao Li, Yu Cheng, Ilias Diakonikolas et al.

Finding an approximate second-order stationary point (SOSP) is a well-studied and fundamental problem in stochastic nonconvex optimization with many applications in machine learning. However, this problem is poorly understood in the presence of outliers, limiting the use of existing nonconvex algorithms in adversarial settings. In this paper, we study the problem of finding SOSPs in the strong contamination model, where a constant fraction of datapoints are arbitrarily corrupted. We introduce a general framework for efficiently finding an approximate SOSP with \emph{dimension-independent} accuracy guarantees, using $\widetilde{O}({D^2}/ε)$ samples where $D$ is the ambient dimension and $ε$ is the fraction of corrupted datapoints. As a concrete application of our framework, we apply it to the problem of low rank matrix sensing, developing efficient and provably robust algorithms that can tolerate corruptions in both the sensing matrices and the measurements. In addition, we establish a Statistical Query lower bound providing evidence that the quadratic dependence on $D$ in the sample complexity is necessary for computationally efficient algorithms.

Hanrui Zhang, Yu Cheng, Vincent Conitzer

We study equilibrium computation with extensive-form correlation in two-player turn-taking stochastic games. Our main results are two-fold: (1) We give an algorithm for computing a Stackelberg extensive-form correlated equilibrium (SEFCE), which runs in time polynomial in the size of the game, as well as the number of bits required to encode each input number. (2) We give an efficient algorithm for approximately computing an optimal extensive-form correlated equilibrium (EFCE) up to machine precision, i.e., the algorithm achieves approximation error $\varepsilon$ in time polynomial in the size of the game, as well as $\log(1 / \varepsilon)$. Our algorithm for SEFCE is the first polynomial-time algorithm for equilibrium computation with commitment in such a general class of stochastic games. Existing algorithms for SEFCE typically make stronger assumptions such as no chance moves, and are designed for extensive-form games in the less succinct tree form. Our algorithm for approximately optimal EFCE is, to our knowledge, the first algorithm that achieves 3 desiderata simultaneously: approximate optimality, polylogarithmic dependency on the approximation error, and compatibility with stochastic games in the more succinct graph form. Existing algorithms achieve at most 2 of these desiderata, often also relying on additional technical assumptions.

Vahid Ahmadi Kalkhorani, Cheng Yu, Anurag Kumar et al.

Adding visual cues to audio-based speech separation can improve separation performance. This paper introduces AV-CrossNet, an audiovisual (AV) system for speech enhancement, target speaker extraction, and multi-talker speaker separation. AV-CrossNet is extended from the CrossNet architecture, which is a recently proposed network that performs complex spectral mapping for speech separation by leveraging global attention and positional encoding. To effectively utilize visual cues, the proposed system incorporates pre-extracted visual embeddings and employs a visual encoder comprising temporal convolutional layers. Audio and visual features are fused in an early fusion layer before feeding to AV-CrossNet blocks. We evaluate AV-CrossNet on multiple datasets, including LRS, VoxCeleb, and COG-MHEAR challenge. Evaluation results demonstrate that AV-CrossNet advances the state-of-the-art performance in all audiovisual tasks, even on untrained and mismatched datasets.

Yu Cheng, Ilias Diakonikolas, Rong Ge et al.

We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA. We develop novel and simple optimization formulations for these problems such that any approximate stationary point of the associated optimization problem yields a near-optimal solution for the underlying robust estimation task. As a corollary, we obtain that any first-order method that efficiently converges to stationarity yields an efficient algorithm for these tasks. The obtained algorithms are simple, practical, and succeed under broader distributional assumptions compared to prior work.

Yu Cheng, Honghao Lin

We study the problem of learning Bayesian networks where an $ε$-fraction of the samples are adversarially corrupted. We focus on the fully-observable case where the underlying graph structure is known. In this work, we present the first nearly-linear time algorithm for this problem with a dimension-independent error guarantee. Previous robust algorithms with comparable error guarantees are slower by at least a factor of $(d/ε)$, where $d$ is the number of variables in the Bayesian network and $ε$ is the fraction of corrupted samples. Our algorithm and analysis are considerably simpler than those in previous work. We achieve this by establishing a direct connection between robust learning of Bayesian networks and robust mean estimation. As a subroutine in our algorithm, we develop a robust mean estimation algorithm whose runtime is nearly-linear in the number of nonzeros in the input samples, which may be of independent interest.

Hanrui Zhang, Yu Cheng, Vincent Conitzer

We study the problem of automated mechanism design with partial verification, where each type can (mis)report only a restricted set of types (rather than any other type), induced by the principal's limited verification power. We prove hardness results when the revelation principle does not necessarily hold, as well as when types have even minimally different preferences. In light of these hardness results, we focus on truthful mechanisms in the setting where all types share the same preference over outcomes, which is motivated by applications in, e.g., strategic classification. We present a number of algorithmic and structural results, including an efficient algorithm for finding optimal deterministic truthful mechanisms, which also implies a faster algorithm for finding optimal randomized truthful mechanisms via a characterization based on convexity. We then consider a more general setting, where the principal's cost is a function of the combination of outcomes assigned to each type. In particular, we focus on the case where the cost function is submodular, and give generalizations of essentially all our results in the classical setting where the cost function is additive. Our results provide a relatively complete picture for automated mechanism design with partial verification.

Anilesh K. Krishnaswamy, Zhihao Jiang, Kangning Wang et al.

Standard approaches to group-based notions of fairness, such as \emph{parity} and \emph{equalized odds}, try to equalize absolute measures of performance across known groups (based on race, gender, etc.). Consequently, a group that is inherently harder to classify may hold back the performance on other groups; and no guarantees can be provided for unforeseen groups. Instead, we propose a fairness notion whose guarantee, on each group $g$ in a class $\mathcal{G}$, is relative to the performance of the best classifier on $g$. We apply this notion to broad classes of groups, in particular, where (a) $\mathcal{G}$ consists of all possible groups (subsets) in the data, and (b) $\mathcal{G}$ is more streamlined. For the first setting, which is akin to groups being completely unknown, we devise the {\sc PF} (Proportional Fairness) classifier, which guarantees, on any possible group $g$, an accuracy that is proportional to that of the optimal classifier for $g$, scaled by the relative size of $g$ in the data set. Due to including all possible groups, some of which could be too complex to be relevant, the worst-case theoretical guarantees here have to be proportionally weaker for smaller subsets. For the second setting, we devise the {\sc BeFair} (Best-effort Fair) framework which seeks an accuracy, on every $g \in \mathcal{G}$, which approximates that of the optimal classifier on $g$, independent of the size of $g$. Aiming for such a guarantee results in a non-convex problem, and we design novel techniques to get around this difficulty when $\mathcal{G}$ is the set of linear hypotheses. We test our algorithms on real-world data sets, and present interesting comparative insights on their performance.

Shuohang Wang, Yuwei Fang, Siqi Sun et al.

In this paper, we propose Cross-Thought, a novel approach to pre-training sequence encoder, which is instrumental in building reusable sequence embeddings for large-scale NLP tasks such as question answering. Instead of using the original signals of full sentences, we train a Transformer-based sequence encoder over a large set of short sequences, which allows the model to automatically select the most useful information for predicting masked words. Experiments on question answering and textual entailment tasks demonstrate that our pre-trained encoder can outperform state-of-the-art encoders trained with continuous sentence signals as well as traditional masked language modeling baselines. Our proposed approach also achieves new state of the art on HotpotQA (full-wiki setting) by improving intermediate information retrieval performance.

Yu Cheng, Ilias Diakonikolas, Rong Ge et al.

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with dimension-independent error guarantees for a range of natural distribution families. In this work, we show that a natural non-convex formulation of the problem can be solved directly by gradient descent. Our approach leverages a novel structural lemma, roughly showing that any approximate stationary point of our non-convex objective gives a near-optimal solution to the underlying robust estimation task. Our work establishes an intriguing connection between algorithmic high-dimensional robust statistics and non-convex optimization, which may have broader applications to other robust estimation tasks.

Jiacheng Xu, Zhe Gan, Yu Cheng et al.

Recently BERT has been adopted for document encoding in state-of-the-art text summarization models. However, sentence-based extractive models often result in redundant or uninformative phrases in the extracted summaries. Also, long-range dependencies throughout a document are not well captured by BERT, which is pre-trained on sentence pairs instead of documents. To address these issues, we present a discourse-aware neural summarization model - DiscoBert. DiscoBert extracts sub-sentential discourse units (instead of sentences) as candidates for extractive selection on a finer granularity. To capture the long-range dependencies among discourse units, structural discourse graphs are constructed based on RST trees and coreference mentions, encoded with Graph Convolutional Networks. Experiments show that the proposed model outperforms state-of-the-art methods by a significant margin on popular summarization benchmarks compared to other BERT-base models.

Yu Cheng, Ilias Diakonikolas, Rong Ge et al.

We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem with near-optimal error guarantees for several natural structured distributions. Our main contribution is to develop faster algorithms for this problem whose running time nearly matches that of computing the empirical covariance. Given $N = \tildeΩ(d^2/ε^2)$ samples from a $d$-dimensional Gaussian distribution, an $ε$-fraction of which may be arbitrarily corrupted, our algorithm runs in time $\tilde{O}(d^{3.26})/\mathrm{poly}(ε)$ and approximates the unknown covariance matrix to optimal error up to a logarithmic factor. Previous robust algorithms with comparable error guarantees all have runtimes $\tildeΩ(d^{2 ω})$ when $ε= Ω(1)$, where $ω$ is the exponent of matrix multiplication. We also provide evidence that improving the running time of our algorithm may require new algorithmic techniques.

Yu Cheng, Rong Ge

Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies heavily on the assumption that every entry is observed with exactly the same probability $p$, which is not realistic in practice. In this paper, we investigate a more realistic semi-random model, where the probability of observing each entry is at least $p$. Even with this mild semi-random perturbation, we can construct counter-examples where existing non-convex algorithms get stuck in bad local optima. In light of the negative results, we propose a pre-processing step that tries to re-weight the semi-random input, so that it becomes "similar" to a random input. We give a nearly-linear time algorithm for this problem, and show that after our pre-processing, all the local minima of the non-convex objective can be used to approximately recover the underlying ground-truth matrix.

Yu Cheng, Shaddin Dughmi, David Kempe

We study positional voting rules when candidates and voters are embedded in a common metric space, and cardinal preferences are naturally given by distances in the metric space. In a positional voting rule, each candidate receives a score from each ballot based on the ballot's rank order; the candidate with the highest total score wins the election. The cost of a candidate is his sum of distances to all voters, and the distortion of an election is the ratio between the cost of the elected candidate and the cost of the optimum candidate. We consider the case when candidates are representative of the population, in the sense that they are drawn i.i.d. from the population of the voters, and analyze the expected distortion of positional voting rules. Our main result is a clean and tight characterization of positional voting rules that have constant expected distortion (independent of the number of candidates and the metric space). Our characterization result immediately implies constant expected distortion for Borda Count and elections in which each voter approves a constant fraction of all candidates. On the other hand, we obtain super-constant expected distortion for Plurality, Veto, and approving a constant number of candidates. These results contrast with previous results on voting with metric preferences: When the candidates are chosen adversarially, all of the preceding voting rules have distortion linear in the number of candidates or voters. Thus, the model of representative candidates allows us to distinguish voting rules which seem equally bad in the worst case.

Yu Cheng, Shaddin Dughmi, David Kempe

In light of the classic impossibility results of Arrow and Gibbard and Satterthwaite regarding voting with ordinal rules, there has been recent interest in characterizing how well common voting rules approximate the social optimum. In order to quantify the quality of approximation, it is natural to consider the candidates and voters as embedded within a common metric space, and to ask how much further the chosen candidate is from the population as compared to the socially optimal one. We use this metric preference model to explore a fundamental and timely question: does the social welfare of a population improve when candidates are representative of the population? If so, then by how much, and how does the answer depend on the complexity of the metric space? We restrict attention to the most fundamental and common social choice setting: a population of voters, two independently drawn candidates, and a majority rule election. When candidates are not representative of the population, it is known that the candidate selected by the majority rule can be thrice as far from the population as the socially optimal one. We examine how this ratio improves when candidates are drawn independently from the population of voters. Our results are two-fold: When the metric is a line, the ratio improves from $3$ to $4-2\sqrt{2}$, roughly $1.1716$; this bound is tight. When the metric is arbitrary, we show a lower bound of $1.5$ and a constant upper bound strictly better than $2$ on the approximation ratio of the majority rule. The positive result depends in part on the assumption that candidates are independent and identically distributed. However, we show that independence alone is not enough to achieve the upper bound: even when candidates are drawn independently, if the population of candidates can be different from the voters, then an upper bound of $2$ on the approximation is tight.

Yu Cheng, Ilias Diakonikolas, Daniel Kane et al.

We investigate the problem of learning Bayesian networks in a robust model where an $ε$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network is given. Even in this basic setting, previous learning algorithms either run in exponential time or lose dimension-dependent factors in their error guarantees. We provide the first computationally efficient robust learning algorithm for this problem with dimension-independent error guarantees. Our algorithm has near-optimal sample complexity, runs in polynomial time, and achieves error that scales nearly-linearly with the fraction of adversarially corrupted samples. Finally, we show on both synthetic and semi-synthetic data that our algorithm performs well in practice.

Dehua Cheng, Yu Cheng, Yan Liu et al.

We consider a fundamental algorithmic question in spectral graph theory: Compute a spectral sparsifier of random-walk matrix-polynomial $$L_α(G)=D-\sum_{r=1}^dα_rD(D^{-1}A)^r$$ where $A$ is the adjacency matrix of a weighted, undirected graph, $D$ is the diagonal matrix of weighted degrees, and $α=(α_1...α_d)$ are nonnegative coefficients with $\sum_{r=1}^dα_r=1$. Recall that $D^{-1}A$ is the transition matrix of random walks on the graph. The sparsification of $L_α(G)$ appears to be algorithmically challenging as the matrix power $(D^{-1}A)^r$ is defined by all paths of length $r$, whose precise calculation would be prohibitively expensive. In this paper, we develop the first nearly linear time algorithm for this sparsification problem: For any $G$ with $n$ vertices and $m$ edges, $d$ coefficients $α$, and $ε> 0$, our algorithm runs in time $O(d^2m\log^2n/ε^{2})$ to construct a Laplacian matrix $\tilde{L}=D-\tilde{A}$ with $O(n\log n/ε^{2})$ non-zeros such that $\tilde{L}\approx_εL_α(G)$. Matrix polynomials arise in mathematical analysis of matrix functions as well as numerical solutions of matrix equations. Our work is particularly motivated by the algorithmic problems for speeding up the classic Newton's method in applications such as computing the inverse square-root of the precision matrix of a Gaussian random field, as well as computing the $q$th-root transition (for $q\geq1$) in a time-reversible Markov model. The key algorithmic step for both applications is the construction of a spectral sparsifier of a constant degree random-walk matrix-polynomials introduced by Newton's method. Our algorithm can also be used to build efficient data structures for effective resistances for multi-step time-reversible Markov models, and we anticipate that it could be useful for other tasks in network analysis.

Dehua Cheng, Yu Cheng, Yan Liu et al.

Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf \mathbf{M}}$, and a constant $-1 \leq p \leq 1$, our algorithm gives efficient access to a sparse $n\times n$ linear operator $\tilde{\mathbf{C}}$ such that $${\mathbf{M}}^{p} \approx \tilde{\mathbf{C}} \tilde{\mathbf{C}}^\top.$$ The solution is based on factoring ${\bf \mathbf{M}}$ into a product of simple and sparse matrices using squaring and spectral sparsification. For ${\mathbf{M}}$ with $m$ non-zero entries, our algorithm takes work nearly-linear in $m$, and polylogarithmic depth on a parallel machine with $m$ processors. This gives the first sampling algorithm that only requires nearly linear work and $n$ i.i.d. random univariate Gaussian samples to generate i.i.d. random samples for $n$-dimensional Gaussian random fields with SDDM precision matrices. For sampling this natural subclass of Gaussian random fields, it is optimal in the randomness and nearly optimal in the work and parallel complexity. In addition, our sampling algorithm can be directly extended to Gaussian random fields with SDD precision matrices.