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تسجيل مستخدم جديدTight Query Complexity Lower Bounds for PCA via Finite Sample Deformed Wigner Law
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We prove a emph{query complexity} lower bound for approximating the top $r$ dimensional eigenspace of a matrix. We consider an oracle model where, given a symmetric matrix $mathbf{M} in mathbb{R}^{d times d}$, an algorithm $mathsf{Alg}$ is allowed to make $mathsf{T}$ exact queries of the form $mathsf{w}^{(i)} = mathbf{M} mathsf{v}^{(i)}$ for $i$ in ${1,...,mathsf{T}}$, where $mathsf{v}^{(i)}$ is drawn from a distribution which depends arbitrarily on the past queries and measurements ${mathsf{v}^{(j)},mathsf{w}^{(i)}}_{1 le j le i-1}$. We show that for every $mathtt{gap} in (0,1/2]$, there exists a distribution over matrices $mathbf{M}$ for which 1) $mathrm{gap}_r(mathbf{M}) = Omega(mathtt{gap})$ (where $mathrm{gap}_r(mathbf{M})$ is the normalized gap between the $r$ and $r+1$-st largest-magnitude eigenvector of $mathbf{M}$), and 2) any algorithm $mathsf{Alg}$ which takes fewer than $mathrm{const} times frac{r log d}{sqrt{mathtt{gap}}}$ queries fails (with overwhelming probability) to identity a matrix $widehat{mathsf{V}} in mathbb{R}^{d times r}$ with orthonormal columns for which $langle widehat{mathsf{V}}, mathbf{M} widehat{mathsf{V}}rangle ge (1 - mathrm{const} times mathtt{gap})sum_{i=1}^r lambda_i(mathbf{M})$. Our bound requires only that $d$ is a small polynomial in $1/mathtt{gap}$ and $r$, and matches the upper bounds of Musco and Musco 15. Moreover, it establishes a strict separation between convex optimization and emph{randomized}, strict-saddle non-convex optimization of which PCA is a canonical example: in the former, first-order methods can have dimension-free iteration complexity, whereas in PCA, the iteration complexity of gradient-based methods must necessarily grow with the dimension.
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