Without-replacement matrix-product norm conjectures

From papers

Let [n]={1,,n}[n]=\{1,\ldots,n\}, let A1,,An\bm{A}_1,\ldots,\bm{A}_n be positive semidefinite matrices, and let kk be a positive integer. For a function of an ordered kk-tuple, define

Ewo[f(xi1,,xik)]=(nk)!n!j1j2jkf(xj1,,xjk),\operatorname{\mathbb{E}}_{\mathrm{wo}}[f(x_{i_1},\ldots,x_{i_k})]=\frac{(n-k)!}{n!}\sum_{j_1\neq j_2\neq\cdots\neq j_k}f(x_{j_1},\ldots,x_{j_k}),

and

Ewr[f(xi1,,xik)]=nk(j1,,jk)=1nf(xj1,,xjk).\operatorname{\mathbb{E}}_{\mathrm{wr}}[f(x_{i_1},\ldots,x_{i_k})]=n^{-k}\sum_{(j_1,\ldots,j_k)=1}^n f(x_{j_1},\ldots,x_{j_k}).

Here Ewo\operatorname{\mathbb{E}}_{\mathrm{wo}} and Ewr\operatorname{\mathbb{E}}_{\mathrm{wr}} denote without-replacement and with-replacement expectations, respectively. Without-replacement matrix-product norm conjectures. The following two inequalities always hold:

Ewo[j=1kAij]Ewr[j=1kAij]\left\|\operatorname{\mathbb{E}}_{\mathrm{wo}}\left[\prod_{j=1}^k\bm{A}_{i_j}\right]\right\|\leq\left\|\operatorname{\mathbb{E}}_{\mathrm{wr}}\left[\prod_{j=1}^k\bm{A}_{i_j}\right]\right\|

and

Ewo[j=1kAikj+1j=1kAij]Ewr[j=1kAikj+1j=1kAij].\left\|\operatorname{\mathbb{E}}_{\mathrm{wo}}\left[\prod_{j=1}^k\bm{A}_{i_{k-j+1}}\prod_{j=1}^k\bm{A}_{i_j}\right]\right\|\leq\left\|\operatorname{\mathbb{E}}_{\mathrm{wr}}\left[\prod_{j=1}^k\bm{A}_{i_{k-j+1}}\prod_{j=1}^k\bm{A}_{i_j}\right]\right\|.

These inequalities are proposed as sufficient conditions for proving that without-replacement sampling outperforms with-replacement sampling in randomized iterative methods. The supplied text gives no resolution of either inequality.

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Sources & referencesView supporting material

Primary source

Benjamin Recht and Christopher Re, “Beneath the valley of the noncommutative arithmetic-geometric mean inequality: conjectures, case-studies, and consequences”, arXiv:1202.4184 (2012).

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