Polynomial-time lower bound for regression risk
Polynomial-time lower bound for regression risk
Fix , , and . Consider sequences of dimensions, Gaussian design matrices, coefficient vectors, and noise vectors satisfying the HDA and RSN assumptions at . Polynomial-time regression lower-bound conjecture. No polynomial-time algorithm achieves asymptotic risk smaller than . This conjecture asserts a computational barrier matching the risk attained asymptotically by Bayes-AMP; the paper states that no polynomial-time algorithm achieving a lower risk is known.
Sources & referencesView supporting material
Primary source
Michael Celentano and Andrea Montanari, “Fundamental Barriers to High-Dimensional Regression with Convex Penalties”, arXiv:1903.10603 (2022).
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