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We study a variant of the sparse PCA (principal component analysis) problem in the hard regime, where the inference task is possible yet no polynomial-time algorithm is known to exist. Prior work, based on the low-degree likelihood ratio, has conjectured a precise expression for the best possible (sub-exponential) runtime throughout the hard regime. Following instead a statistical physics inspired point of view, we show bounds on the depth of free energy wells for various Gibbs measures naturally associated to the problem. These free energy wells imply hitting time lower bounds that corroborate the low-degree conjecture: we show that a class of natural MCMC (Markov chain Monte Carlo) methods (with worst-case initialization) cannot solve sparse PCA with less than the conjectured runtime. These lower bounds apply to a wide range of values for two tuning parameters: temperature and sparsity misparametrization. Finally, we prove that the Overlap Gap Property (OGP), a structural property that implies failure of certain local search algorithms, holds in a significant part of the hard regime.
We study support recovery for a $k times k$ principal submatrix with elevated mean $lambda/N$, hidden in an $Ntimes N$ symmetric mean zero Gaussian matrix. Here $lambda>0$ is a universal constant, and we assume $k = N rho$ for some constant $rho in (
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can be comput
We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of prior work
We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to ana
Ojas rule [Oja, Journal of mathematical biology 1982] is a well-known biologically-plausible algorithm using a Hebbian-type synaptic update rule to solve streaming principal component analysis (PCA). Computational neuroscientists have known that this