Given data drawn from an unknown distribution, $D$, to what extent is it possible to ``amplify this dataset and output an even larger set of samples that appear to have been drawn from $D$? We formalize this question as follows: an $(n,m)$ $text{amplification procedure}$ takes as input $n$ independent draws from an unknown distribution $D$, and outputs a set of $m > n$ ``samples. An amplification procedure is valid if no algorithm can distinguish the set of $m$ samples produced by the amplifier from a set of $m$ independent draws from $D$, with probability greater than $2/3$. Perhaps surprisingly, in many settings, a valid amplification procedure exists, even when the size of the input dataset, $n$, is significantly less than what would be necessary to learn $D$ to non-trivial accuracy. Specifically we consider two fundamental settings: the case where $D$ is an arbitrary discrete distribution supported on $le k$ elements, and the case where $D$ is a $d$-dimensional Gaussian with unknown mean, and fixed covariance. In the first case, we show that an $left(n, n + Theta(frac{n}{sqrt{k}})right)$ amplifier exists. In particular, given $n=O(sqrt{k})$ samples from $D$, one can output a set of $m=n+1$ datapoints, whose total variation distance from the distribution of $m$ i.i.d. draws from $D$ is a small constant, despite the fact that one would need quadratically more data, $n=Theta(k)$, to learn $D$ up to small constant total variation distance. In the Gaussian case, we show that an $left(n,n+Theta(frac{n}{sqrt{d}} )right)$ amplifier exists, even though learning the distribution to small constant total variation distance requires $Theta(d)$ samples. In both the discrete and Gaussian settings, we show that these results are tight, to constant factors. Beyond these results, we formalize a number of curious directions for future research along this vein.
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