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arXiv 2205.07488cs.ITcs.LGmath.ITmath.STstat.MLstat.TH
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高维稀疏模型的稳健性检验

Robust Testing in High-Dimensional Sparse Models

École Polytechnique Fédérale de Lausanne (EPFL)(洛桑联邦理工学院);University of Sydney(悉尼大学)

Anand Jerry George, Clément L. Canonne

摘要:

我们考虑了在两种不同的观测模型下对高维稀疏信号向量的范数进行鲁棒检验的问题。在第一个模型中,我们给出$n$ i.i.d.。来自分布$\mathcal{N}\left(θ,I_d\right)$(具有未知的$θ$)的样本,其中一小部分已被任意损坏。在$\|θ\|_0\le s$的承诺下,我们希望对于某些输入参数$γ>0$,正确区分是$\|θ\|_2=0$还是$\|θ\|_2>γ$。我们表明,这项任务的任何算法都需要$n=Ω\left(s\log\frac{ed}{s}\right)$样本,这是紧对数因子。我们还将我们的结果扩展到其他常见的稀疏性概念,即任何$0 < q < 2$的$\|θ\|_q\le s$。在我们考虑的第二个观察模型中,数据是根据稀疏线性回归模型生成的,其中协变量是i.i.d.。高斯,并且已知回归系数(信号)是$s$ -稀疏的。在这里,我们也假设$ε$ -数据的一部分被任意损坏。我们表明,任何算法,可靠地测试回归系数的范数至少需要$n=Ω\left(\min(s\log d,{1}/{γ^4})\right)$样本。我们的研究结果表明,在这两种设置下的测试的复杂性显着增加鲁棒性约束。这与最近在稳健均值检验和稳健协方差检验中观察到的结果一致。

英文摘要:

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution $\mathcal{N}\left(θ,I_d\right)$ (with unknown $θ$), of which a small fraction has been arbitrarily corrupted. Under the promise that $\|θ\|_0\le s$, we want to correctly distinguish whether $\|θ\|_2=0$ or $\|θ\|_2>γ$, for some input parameter $γ>0$. We show that any algorithm for this task requires $n=Ω\left(s\log\frac{ed}{s}\right)$ samples, which is tight up to logarithmic factors. We also extend our results to other common notions of sparsity, namely, $\|θ\|_q\le s$ for any $0 < q < 2$. In the second observation model that we consider, the data is generated according to a sparse linear regression model, where the covariates are i.i.d. Gaussian and the regression coefficient (signal) is known to be $s$-sparse. Here too we assume that an $ε$-fraction of the data is arbitrarily corrupted. We show that any algorithm that reliably tests the norm of the regression coefficient requires at least $n=Ω\left(\min(s\log d,{1}/{γ^4})\right)$ samples. Our results show that the complexity of testing in these two settings significantly increases under robustness constraints. This is in line with the recent observations made in robust mean testing and robust covariance testing.

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