Subexponential hardness of certifying non-negative PCA

From papers

Let \bWRsymn×n\bW \in \mathbb{R}^{n \times n}_{\mathrm{sym}} be drawn from the Gaussian orthogonal ensemble, and let λ+(\bW)\lambda^+(\bW) denote the non-negative principal component analysis objective. A certification algorithm is an algorithm that outputs c(\bW)λ+(\bW)c(\bW) \geq \lambda^+(\bW) for every input \bW\bW and, with high probability for \bWGOE(n)\bW \sim \operatorname{GOE}(n), outputs c(\bW)Kc(\bW) \leq K. Certification hardness conjecture. For any fixed ε>0\varepsilon > 0 and η>0\eta > 0, there is no algorithm of runtime exp(O(n1η))\exp(O(n^{1-\eta})) that certifies the bound λ+(\bW)2ε\lambda^+(\bW) \leq 2 - \varepsilon. The conjecture formalizes the claim that the simple certificate λmax(\bW)2+o(1)\lambda_{\max}(\bW) \leq 2+o(1) cannot be improved in subexponential time, except by a fully exponential-time brute-force search.

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Sources & referencesView supporting material

Primary source

Afonso S. Bandeira, Dmitriy Kunisky and Alexander S. Wein, “Average-Case Integrality Gap for Non-Negative Principal Component Analysis”, arXiv:2012.02243 (2020).

Additional references

2 papers in this index state this conjecture (2020). The statement above is taken from the most recent of them; the others are arXiv:2008.12237.

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