Nearly Instance Optimal Sparse Matrix Approximation from Matrix-Vector Products
近乎实例最优的稀疏矩阵近似:基于矩阵-向量乘积
Christoper Musco, Indu Ramesh
AI总结 研究仅通过矩阵-向量乘积查询学习隐式矩阵的稀疏近似问题,提出基于退化度的统一框架,证明查询复杂度的紧界,并给出多项式时间算法。
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大量工作研究学习隐式矩阵 $A\in \mathbb{R}^{m\times n}$ 的近似问题,该矩阵仅能通过形如 ${x} \rightarrow {A}{x}$ 或 ${x} \rightarrow {A}^T{x}$ 的矩阵-向量乘积查询(matvec查询)隐式访问。特别关注的是学习具有固定稀疏模式的近最优近似的方法。例如,我们可能想学习隐式矩阵 $A$ 的近最优对角、带状或箭头形近似。自然,解决该问题所需的 matvec 查询次数取决于稀疏模式,该模式可编码为二元矩阵 ${S}\in \{0,1\}^{m\times n}$。先前算法的查询复杂度与 ${S}$ 中1的总数、其最大列/行稀疏度或其“冲突图”的色数等量相关。这些量不可比较:对于给定的 ${S}$,用其中一个参数化可能比另一个产生更低的查询复杂度。在这项工作中,我们通过提供稀疏矩阵近似的 matvec 查询复杂度的近乎尖锐刻画,统一并加强了这些先前结果。推广图算法中的一个定义,令退化度 ${degen}({S})$ 表示最小的数 $k$,使得如果我们迭代删除 ${S}$ 中所有具有 $\leq k$ 个1的行和列,最终得到一个空矩阵。我们证明,对于任何稀疏模式 ${S}$,可以用 $\tilde{O}({degen}({S}))$ 次矩阵-向量乘积查询学习到具有稀疏模式 $S$ 的 $A$ 的近最优近似,且 $\Omega({degen}({S}))$ 次查询是必要的。此外,与先前基于图着色的工作不同,我们的所有方法都在多项式时间内运行。
A large body of work studies the problem of learning an approximation to an implicit matrix $A\in \mathbb{R}^{m\times n}$ that is only accessible implicitly via matrix-vector product queries (matvec queries) of the form ${x} \rightarrow {A}{x}$ or ${x} \rightarrow {A}^T{x}$. Of particular interest are methods that learn a near-optimal approximation with a fixed sparsity pattern. For example, we might want to learn a near-optimal diagonal, banded, or arrow-head approximation to an implicit matrix $A$. Naturally, the number of matvec queries required to solve this problem depends on the sparsity pattern, which can be encoded as a binary matrix ${S}\in \{0,1\}^{m\times n}$. The query complexity of previous algorithms scales with quantities like the total number of ones in ${S}$, its maximum column/row sparsity, or the chromatic number of a its "conflict graph". These quantities are incomparable: for a given ${S}$, parameterizing by one might yield lower query complexity than another. In this work, we unify and tighten these prior results by providing a nearly sharp characterization of the matvec query complexity of sparse matrix approximation. Generalizing a definition from graph algorithms, let the degeneracy, ${degen}({S})$, denote the smallest number $k$ so that, if we iteratively delete all rows and columns of ${S}$ with $\leq k$ ones, we are left with an empty matrix. We show that a near-optimal approximation to $A$ with sparsity pattern $S$ can be learned with $\tilde{O}({degen}({S}))$ matrix-vector product queries, and $\Omega({degen}({S}))$ queries are necessary, for any sparsity pattern ${S}$. Moreover, unlike prior work based on graph coloring, all of our methods run in polynomial time.