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Collaborating Authors

 Pang, Shuo


Sum-of-squares lower bounds for Non-Gaussian Component Analysis

arXiv.org Machine Learning

Non-Gaussian Component Analysis (NGCA) is the statistical task of finding a non-Gaussian direction in a high-dimensional dataset. Specifically, given i.i.d.\ samples from a distribution $P^A_{v}$ on $\mathbb{R}^n$ that behaves like a known distribution $A$ in a hidden direction $v$ and like a standard Gaussian in the orthogonal complement, the goal is to approximate the hidden direction. The standard formulation posits that the first $k-1$ moments of $A$ match those of the standard Gaussian and the $k$-th moment differs. Under mild assumptions, this problem has sample complexity $O(n)$. On the other hand, all known efficient algorithms require $\Omega(n^{k/2})$ samples. Prior work developed sharp Statistical Query and low-degree testing lower bounds suggesting an information-computation tradeoff for this problem. Here we study the complexity of NGCA in the Sum-of-Squares (SoS) framework. Our main contribution is the first super-constant degree SoS lower bound for NGCA. Specifically, we show that if the non-Gaussian distribution $A$ matches the first $(k-1)$ moments of $\mathcal{N}(0, 1)$ and satisfies other mild conditions, then with fewer than $n^{(1 - \varepsilon)k/2}$ many samples from the normal distribution, with high probability, degree $(\log n)^{{1\over 2}-o_n(1)}$ SoS fails to refute the existence of such a direction $v$. Our result significantly strengthens prior work by establishing a super-polynomial information-computation tradeoff against a broader family of algorithms. As corollaries, we obtain SoS lower bounds for several problems in robust statistics and the learning of mixture models. Our SoS lower bound proof introduces a novel technique, that we believe may be of broader interest, and a number of refinements over existing methods.


Signal retrieval with measurement system knowledge using variational generative model

arXiv.org Machine Learning

Signal retrieval from a series of indirect measurements is a common task in many imaging, metrology and characterization platforms in science and engineering. Because most of the indirect measurement processes are well-described by physical models, signal retrieval can be solved with an iterative optimization that enforces measurement consistency and prior knowledge on the signal. These iterative processes are time-consuming and only accommodate a linear measurement process and convex signal constraints. Recently, neural networks have been widely adopted to supersede iterative signal retrieval methods by approximating the inverse mapping of the measurement model. However, networks with deterministic processes have failed to distinguish signal ambiguities in an ill-posed measurement system, and retrieved signals often lack consistency with the measurement. In this work we introduce a variational generative model to capture the distribution of all possible signals, given a particular measurement. By exploiting the known measurement model in the variational generative framework, our signal retrieval process resolves the ambiguity in the forward process, and learns to retrieve signals that satisfy the measurement with high fidelity in a variety of linear and nonlinear ill-posed systems, including ultrafast pulse retrieval, coded aperture compressive video sensing and image retrieval from Fresnel hologram.