Search arXivSearch

arXiv · 2502.15333

Improved Sublinear-time Moment Estimation using Weighted Sampling

Abstract

In this work we study the {\it moment estimation} problem using weighted sampling. Given sample access to a set $A$ with $n$ weighted elements, and a parameter $t>0$, we estimate the $t$-th moment of $A$ given as $S_t=\sum_{a\in A} w(a)^t$. For t=1, this is the sum estimation problem. The moment estimation problem along with a number of its variants have been extensively studied in streaming, sublinear and distributed communication models. Despite being well studied, we don't yet have a complete understanding of the sample complexity of the moment estimation problem in the sublinear model and in this work, we make progress on this front. On the algorithmic side, our upper bounds match the known upper bounds for the problem for $t>1$. To the best of our knowledge, no sublinear algorithms were known for this problem for $0 1/2$ and show that no sublinear algorithms exist for $t\leq 1/2$. We prove a $Ω(\frac{n^{1-1/t}\ln 1/δ}{ε^2})$ lower bound for moment estimation for $t>1$, and show optimal sample complexity bound $Θ(\frac{n^{1-1/t}\ln 1/δ}{ε^2})$ for moment estimation for $t\geq 2$. Hence, we obtain a complete understanding of the sample complexity for moment estimation using proportional sampling for $t\geq 2$. We also study the moment estimation problem in the beyond worst-case analysis paradigm and identify a new {\it moment-density} parameter of the input that characterizes the sample complexity of the problem using proportional sampling and derive tight sample complexity bounds with respect to that parameter. We also study the moment estimation problem in the hybrid sampling framework in which one is given additional access to a uniform sampling oracle and show that hybrid sampling framework does not provide any additional gain over the proportional sampling oracle in the worst case.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Anup Bhattacharya, Pinki Pradhan. 2025-02-21. Improved Sublinear-time Moment Estimation using Weighted Sampling. https://arxiv.org/abs/2502.15333

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Beyond Kruskal: Polynomial-Time Tensor Decomposition under the Lovitz-Petrov Condition

Identifiability criteria certify that a given tensor decomposition is a unique rank decomposition. Kruskal's classical condition is one of the best-known deterministic criteria for identifiability. However, no polynomial-time decomposition algorithm is known under the Kruskal condition, and verifying the condition itself is NP-hard. Lovitz and Petrov introduced a strictly more general identifiability condition which, in contrast, is polynomial-time verifiable, but no polynomial-time decomposition algorithm was previously known under this condition. We give a polynomial-time algorithm for tensor decomposition under the Lovitz--Petrov condition. Moreover, combining our algorithm with polynomial-time verification of the Lovitz--Petrov condition yields an efficient end-to-end certification procedure: after computing a decomposition, one can deterministically certify in polynomial time that it is unique and therefore of minimum rank. This contrasts with an arbitrary tensor decomposition, which certifies only an upper bound on the tensor rank, while determining tensor rank is NP-hard in general.

cs.DS

Poisson Exchange Beyond Submodularity: Effective Approximation Algorithms for Offline and Online Subset Selection over Matroids

Over the past decade, a growing body of research has shown that $γ$-weak submodularity broadly arises in numerous subset selection tasks, including feature selection, neural network pruning, and video summarization. Despite its prevalence, maximizing a $γ$-weakly submodular function subject to a general matroid constraint remains challenging. To date, the only known approximation guarantee is the conservative $(1+1/γ)^{-2}$ factor established by \citet{chen2018weakly}. To improve upon this result, this paper proposes a novel algorithm called \MGPE, which repeatedly performs maximum-gain local exchanges through careful control of a non-homogeneous Poisson clock, and proves that this \MGPE\ can attain an approximation ratio arbitrarily close to $ρ_γ=1-\left(γ/(2-γ)\right)^{ \frac{γ^2}{2(1-γ)} }$. In sharp contrast to the previous guarantee, our obtained factor $ρ_γ$ not only strictly improves upon $(1+1/γ)^{-2}$ for every $γ\in(0,1]$, but also can asymptotically approach the optimal $(1-1/e)$-approximation for submodular maximization as $γ\to1$. Furthermore, we surprisingly find that when the matroid constraint reduces to a cardinality or the objective satisfies the stronger notion of $α$-weak DR-submodularity, \MGPE\ can automatically recover the tight approximation ratios of $1-e^{-γ}$ and $1-e^{-α}$, respectively. Here, $α\in(0,1]$ denotes the DR ratio.

cs.DS

Linear-Query Deterministic Approximation for Non-monotone Submodular Maximization under a Knapsack Constraint

Submodular maximization under a knapsack constraint (SMK) is a fundamental combinatorial optimization problem with broad applications across machine learning and data mining. Motivated by large-scale applications where query efficiency is paramount, we study non-monotone SMK and focus on deterministic algorithms with linear query complexity. Prior deterministic linear-query algorithms achieve at best a $1/5-\varepsilon$ approximation, falling short of the $1/4-\varepsilon$ ratio attainable by randomized algorithms. We close this gap by presenting a deterministic $(1/4-\varepsilon)$-approximation with $O(n\log^2(1/\varepsilon)/\varepsilon^2)$ queries. Our approach partitions the analysis based on the cost of the largest optimal element $r$: when the cost of $r$ is moderate, we refine the threshold-twin-greedy framework via residual-budget enumeration to tighten the analysis; when the cost of $r$ is large, we reduce the problem to bicriteria submodular maximization. As a secondary contribution, we obtain a $(1/2-\varepsilon, O(1/\varepsilon))$-bicriteria approximation with $O(n\log(1/\varepsilon)/\varepsilon^2)$ queries, improving over the previous $O(n^2/\varepsilon)$ query bound.

cs.DS