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The principal submatrix localization problem deals with recovering a $Ktimes K$ principal submatrix of elevated mean $mu$ in a large $ntimes n$ symmetric matrix subject to additive standard Gaussian noise. This problem serves as a prototypical example for community detection, in which the community corresponds to the support of the submatrix. The main result of this paper is that in the regime $Omega(sqrt{n}) leq K leq o(n)$, the support of the submatrix can be weakly recovered (with $o(K)$ misclassification errors on average) by an optimized message passing algorithm if $lambda = mu^2K^2/n$, the signal-to-noise ratio, exceeds $1/e$. This extends a result by Deshpande and Montanari previously obtained for $K=Theta(sqrt{n}).$ In addition, the algorithm can be extended to provide exact recovery whenever information-theoretically possible and achieve the information limit of exact recovery as long as $K geq frac{n}{log n} (frac{1}{8e} + o(1))$. The total running time of the algorithm is $O(n^2log n)$. Another version of the submatrix localization problem, known as noisy biclustering, aims to recover a $K_1times K_2$ submatrix of elevated mean $mu$ in a large $n_1times n_2$ Gaussian matrix. The optimized message passing algorithm and its analysis are adapted to the bicluster problem assuming $Omega(sqrt{n_i}) leq K_i leq o(n_i)$ and $K_1asymp K_2.$ A sharp information-theoretic condition for the weak recovery of both clusters is also identified.
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We propose a general framework for solving the group synchronization problem, where we focus on the setting of adversarial or uniform corruption and sufficiently small noise. Specifically, we apply a novel message passing procedure that uses cycle consistency information in order to estimate the corruption levels of group ratios and consequently solve the synchronization problem in our setting. We first explain why the group cycle consistency information is essential for effectively solving group synchronization problems. We then establish exact recovery and linear convergence guarantees for the proposed message passing procedure under a deterministic setting with adversarial corruption. These guarantees hold as long as the ratio of corrupted cycles per edge is bounded by a reasonable constant. We also establish the stability of the proposed procedure to sub-Gaussian noise. We further establish exact recovery with high probability under a common uniform corruption model.
We study the problem of estimating a rank-$1$ signal in the presence of rotationally invariant noise-a class of perturbations more general than Gaussian noise. Principal Component Analysis (PCA) provides a natural estimator, and sharp results on its performance have been obtained in the high-dimensional regime. Recently, an Approximate Message Passing (AMP) algorithm has been proposed as an alternative estimator with the potential to improve the accuracy of PCA. However, the existing analysis of AMP requires an initialization that is both correlated with the signal and independent of the noise, which is often unrealistic in practice. In this work, we combine the two methods, and propose to initialize AMP with PCA. Our main result is a rigorous asymptotic characterization of the performance of this estimator. Both the AMP algorithm and its analysis differ from those previously derived in the Gaussian setting: at every iteration, our AMP algorithm requires a specific term to account for PCA initialization, while in the Gaussian case, PCA initialization affects only the first iteration of AMP. The proof is based on a two-phase artificial AMP that first approximates the PCA estimator and then mimics the true AMP. Our numerical simulations show an excellent agreement between AMP results and theoretical predictions, and suggest an interesting open direction on achieving Bayes-optimal performance.
We consider the problem of estimating a signal from measurements obtained via a generalized linear model. We focus on estimators based on approximate message passing (AMP), a family of iterative algorithms with many appealing features: the performance of AMP in the high-dimensional limit can be succinctly characterized under suitable model assumptions; AMP can also be tailored to the empirical distribution of the signal entries, and for a wide class of estimation problems, AMP is conjectured to be optimal among all polynomial-time algorithms. However, a major issue of AMP is that in many models (such as phase retrieval), it requires an initialization correlated with the ground-truth signal and independent from the measurement matrix. Assuming that such an initialization is available is typically not realistic. In this paper, we solve this problem by proposing an AMP algorithm initialized with a spectral estimator. With such an initialization, the standard AMP analysis fails since the spectral estimator depends in a complicated way on the design matrix. Our main contribution is a rigorous characterization of the performance of AMP with spectral initialization in the high-dimensional limit. The key technical idea is to define and analyze a two-phase artificial AMP algorithm that first produces the spectral estimator, and then closely approximates the iterates of the true AMP. We also provide numerical results that demonstrate the validity of the proposed approach.
Graph neural networks (GNNs) are a powerful inductive bias for modelling algorithmic reasoning procedures and data structures. Their prowess was mainly demonstrated on tasks featuring Markovian dynamics, where querying any associated data structure depends only on its latest state. For many tasks of interest, however, it may be highly beneficial to support efficient data structure queries dependent on previous states. This requires tracking the data structures evolution through time, placing significant pressure on the GNNs latent representations. We introduce Persistent Message Passing (PMP), a mechanism which endows GNNs with capability of querying past state by explicitly persisting it: rather than overwriting node representations, it creates new nodes whenever required. PMP generalises out-of-distribution to more than 2x larger test inputs on dynamic temporal range queries, significantly outperforming GNNs which overwrite states.
We consider a broad class of Approximate Message Passing (AMP) algorithms defined as a Lipschitzian functional iteration in terms of an $ntimes n$ random symmetric matrix $A$. We establish universality in noise for this AMP in the $n$-limit and validate this behavior in a number of AMPs popularly adapted in compressed sensing, statistical inferences, and optimizations in spin glasses.
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