1比特通信下实现近最优采样复杂度的均值估计
Sequential 1-bit Mean Estimation with Near-Optimal Sample Complexity
- 用自适应区间查询法,仅通过1比特反馈估算均值
- 样本复杂度逼近理论下限,且含不可省略的参数对数项
- 适用于方差未知但有界、预算不固定等现实场景
本文研究在1比特通信约束下的分布式均值估计问题。提出一种基于随机且自适应选择区间查询的均值估计器,其1比特输出表示样本是否落在指定区间内。该估计器对所有均值有界(-λ ≤ 𝔼(X) ≤ λ)和方差有界(Var(X) ≤ σ²)的分布均为(ε, δ)-PAC。推导出样本复杂度上界为 Õ(σ²/ε² · log(1/δ) + log(λ/σ)),在对数因子内达到无量化情形的极小极大下界,且 log(λ/σ) 项被证明不可避免。还揭示了区间查询类估计器的适应性差距:对于大 λ/σ 情形,非自适应估计器性能显著劣于自适应版本。进一步针对重尾衰减更强的分布给出紧致样本复杂度界,并提出三种变体:(i) 处理未知采样预算,(ii) 在已知方差上下界条件下自适应估计真实方差,(iii) 仅需两阶段自适应但使用更复杂的非区间查询。
原文摘要 · Abstract (English)
In this paper, we study the problem of distributed mean estimation with 1-bit communication constraints. We propose a mean estimator that is based on (randomized and sequentially-chosen) interval queries, whose 1-bit outcome indicates whether the given sample lies in the specified interval. Our estimator is $(ε, δ)$-PAC for all distributions with bounded mean ($-λ\le \mathbb{E}(X) \le λ$) and variance ($\mathrm{Var}(X) \le σ^2$) for some known parameters $λ$ and $σ$. We derive a sample complexity bound $\widetilde{O}\big( \frac{σ^2}{ε^2}\log\frac{1}δ + \log\fracλσ\big)$, which matches the minimax lower bound for the unquantized setting up to logarithmic factors and the additional $\log\fracλσ$ term that we show to be unavoidable. We also establish an adaptivity gap for interval-query based estimators: the best non-adaptive mean estimator is considerably worse than our adaptive mean estimator for large $\fracλσ$. Finally, we give tightened sample complexity bounds for distributions with stronger tail decay, and present additional variants that (i) handle an unknown sampling budget (ii) adapt to the unknown true variance given (possibly loose) upper and lower bounds on the variance, and (iii) use only two stages of adaptivity at the expense of more complicated (non-interval) queries.
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