高维高斯均值估计在可实现缺失模型下存在计算复杂性瓶颈。
High-Dimensional Gaussian Mean Estimation under Realizable Contamination
- 提出统计查询模型下的计算下界,揭示算法需权衡样本量与时间。
- 证明高维情形下现有方法要么需超大量样本,要么运行时间指数级增长。
- 给出近似最优算法,适用于对鲁棒性有要求的高维数据分析场景。
研究在 $ℝ^d$ 上协方差为单位矩阵的高斯分布,在一种称为可实现 $\varepsilon$-污染的缺失数据模型下的均值估计问题。该模型中,对手可选择一个介于 0 和 $\varepsilon$ 之间的函数 $r(x)$,每个样本 $x$ 以概率 $r(x)$ 缺失。近期工作 Ma 等 (2024) 将此模型视为介于完全随机缺失(MCAR)与任意依赖样本值的缺失(MNAR)之间的中间强度设定,并建立了信息论上界与下界。但其提出的估计器在维度上运行时间指数级增长,因此高维下是否存在高效算法仍悬而未决。本文在统计查询(SQ)模型中建立信息-计算间隙,表明算法必须要么使用远超信息论下限的样本数,要么运行时间指数级增长。我们进一步给出一个算法,其样本-时间权衡几乎达到下界。两项结果共同刻画了在 $\varepsilon$-可实现污染下高斯均值估计的复杂性。
原文摘要 · Abstract (English)
We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $ε$-contamination model. In this model an adversary can choose a function $r(x)$ between 0 and $ε$ and each sample $x$ goes missing with probability $r(x)$. Recent work Ma et al., 2024 proposed this model as an intermediate-strength setting between Missing Completely At Random (MCAR) -- where missingness is independent of the data -- and Missing Not At Random (MNAR) -- where missingness may depend arbitrarily on the sample values and can lead to non-identifiability issues. That work established information-theoretic upper and lower bounds for mean estimation in the realizable contamination model. Their proposed estimators incur runtime exponential in the dimension, leaving open the possibility of computationally efficient algorithms in high dimensions. In this work, we establish an information-computation gap in the Statistical Query model (and, as a corollary, for Low-Degree Polynomials and PTF tests), showing that algorithms must either use substantially more samples than information-theoretically necessary or incur exponential runtime. We complement our SQ lower bound with an algorithm whose sample-time tradeoff nearly matches our lower bound. Together, these results qualitatively characterize the complexity of Gaussian mean estimation under $ε$-realizable contamination.
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