论文标题

有效的算法,用于在随机矩阵的差异上证明下限

Efficient algorithms for certifying lower bounds on the discrepancy of random matrices

论文作者

Venkat, Prayaag

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

We initiate the study of the algorithmic problem of certifying lower bounds on the discrepancy of random matrices: given an input matrix $A \in \mathbb{R}^{m \times n}$, output a value that is a lower bound on $\mathsf{disc}(A) = \min_{x \in \{\pm 1\}^n} ||Ax||_\infty$ for every $A$, but is close to the typical value of $\mathsf{disc}(A)$ with high probability over the choice of a random $A$. This problem is important because of its connections to conjecturally-hard average-case problems such as negatively-spiked PCA, the number-balancing problem and refuting random constraint satisfaction problems. We give the first polynomial-time algorithms with non-trivial guarantees for two main settings. First, when the entries of $A$ are i.i.d. standard Gaussians, it is known that $\mathsf{disc} (A) = Θ(\sqrt{n}2^{-n/m})$ with high probability. Our algorithm certifies that $\mathsf{disc}(A) \geq \exp(- O(n^2/m))$ with high probability. As an application, this formally refutes a conjecture of Bandeira, Kunisky, and Wein on the computational hardness of the detection problem in the negatively-spiked Wishart model. Second, we consider the integer partitioning problem: given $n$ uniformly random $b$-bit integers $a_1, \ldots, a_n$, certify the non-existence of a perfect partition, i.e. certify that $\mathsf{disc} (A) \geq 1$ for $A = (a_1, \ldots, a_n)$. Under the scaling $b = αn$, it is known that the probability of the existence of a perfect partition undergoes a phase transition from 1 to 0 at $α= 1$; our algorithm certifies the non-existence of perfect partitions for some $α= O(n)$. We also give efficient non-deterministic algorithms with significantly improved guarantees. Our algorithms involve a reduction to the Shortest Vector Problem.

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