Complexity Theoretic Lower Bounds for Sparse Principal Component Detection
published: Aug. 9, 2013, recorded: June 2013, views: 436
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can detect and we propose a computationally efficient method based on semidefinite programming. We also prove that the statistical performance of this test cannot be strictly improved by any computationally efficient method. Our results can be viewed as complexity theoretic lower bounds conditionally on the assumptions that some instances of the planted clique problem cannot be solved in randomized polynomial time.
Download slides: colt2013_berthet_sparse_01.pdf (555.2 KB)
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !