论文标题

无分离的有效算法,用于稀疏力矩问题

Efficient Algorithms for Sparse Moment Problems without Separation

论文作者

Fan, Zhiyuan, Li, Jian

论文摘要

我们考虑了从其在任何维度上的嘈杂时刻信息中学习$ K $ spike混合物的稀疏力矩问题。我们使用运输距离来测量学习混合物的准确性。先前的算法要么假设某些分离假设,使用更多的恢复力矩,要么在(超级)指数时间内运行。我们针对一维问题的算法(也称为稀疏的Hausdorff时刻问题)是经典Prony方法的强大版本,我们的贡献主要在于分析。我们比以前的工作进行了全球和更严格的分析(分析了Prony方法的中间结果的扰动)。有用的技术成分是由Vandermonde矩阵定义的线性系统与Schur多项式之间的连接,这使我们能够提供与分离无关的紧密扰动,并且在其他情况下可能很有用。为了解决高维问题,我们首先通过将一维算法和分析扩展到复数来解决二维问题。我们的高维情况的算法通过将混合物的一维投影与随机载体和一组混合物的一组2D投影来确定每个尖峰的坐标。我们的结果在学习主题模型和高斯混合物中有应用,这意味着改善了样本复杂性结果或在先前的工作中运行时间。

We consider the sparse moment problem of learning a $k$-spike mixture in high-dimensional space from its noisy moment information in any dimension. We measure the accuracy of the learned mixtures using transportation distance. Previous algorithms either assume certain separation assumptions, use more recovery moments, or run in (super) exponential time. Our algorithm for the one-dimensional problem (also called the sparse Hausdorff moment problem) is a robust version of the classic Prony's method, and our contribution mainly lies in the analysis. We adopt a global and much tighter analysis than previous work (which analyzes the perturbation of the intermediate results of Prony's method). A useful technical ingredient is a connection between the linear system defined by the Vandermonde matrix and the Schur polynomial, which allows us to provide tight perturbation bound independent of the separation and may be useful in other contexts. To tackle the high-dimensional problem, we first solve the two-dimensional problem by extending the one-dimensional algorithm and analysis to complex numbers. Our algorithm for the high-dimensional case determines the coordinates of each spike by aligning a 1d projection of the mixture to a random vector and a set of 2d projections of the mixture. Our results have applications to learning topic models and Gaussian mixtures, implying improved sample complexity results or running time over prior work.

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