Analytic algorithms for null cone membership Ankit Garg Microsoft - - PowerPoint PPT Presentation
Analytic algorithms for null cone membership Ankit Garg Microsoft - - PowerPoint PPT Presentation
Analytic algorithms for null cone membership Ankit Garg Microsoft Research India July 12, 2019 Overview Null cone membership: fundamental problem in invariant theory . Connections to several areas of computer science, mathematics and
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Overview
Null cone membership: fundamental problem in invariant theory. Connections to several areas of computer science, mathematics and
physics.
Analytic algorithms for algebraic problems. Non-convex optimization problems but geodesically convex.
Geometric complexity theory – asymptotic vanishing of Kronecker coefficients. Quantum information theory– one-body quantum marginal problem. Functional analysis – Brascamp-Lieb inequalities. Optimization– Geodesic convexity. Captures general linear programming. Complexity theory and derandomization – Special cases of polynomial identity testing.
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Outline
Invariant theory and null cone Geometric invariant theory Algorithms: a sample Open problems
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Invariant theory and null cone
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Linear actions of groups
Group acts linearly on vector space
.
group homomorphism.
- invertible linear map
.
- and
- .
Example
acts on by permuting coordinates.
- ()
() .
Example
- acts on
- by conjugation.
- .
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Objects of study
Group acts linearly on vector space .
- Invariant polynomials: Polynomial functions on
invariant under action of . s.t. for all .
- Orbits: Orbit of vector ,
.
- Orbit-closures: Orbits may not be closed. Take their
closures. Orbit-closure of vector .
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Null cone
Group acts linearly on vector space . Null cone: Vectors s.t. lies in the orbit-closure of .
.
Sequence of group elements
- s.t.
→
- .
Problem: Given , decide if it is in the null cone. Captures many interesting questions. [Hilbert 1893; Mumford 1965]: in null cone iff for all homogeneous invariant polynomials .
One direction clear (polynomials are continuous). Other direction uses Nullstellansatz and some algebraic
geometry.
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Example
acts on by permuting coordinates. . Null cone = . No closures.
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Example
acts on by conjugation. .
Invariants: generated by
.
Null cone: nilpotent matrices.
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Example
acts on by left-right multiplication. .
- Invariants: generated by
.
- Null cone: Singular matrices.
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Example
: acts on by left-right multiplication. .
- Invariants: generated by
.
- Null cone: perfect matching.
is in null cone iff has no perfect matching.
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Example : Linear programming
: acts on by scaling variables. , . . . . Null cone Linear Programming not in null cone conv . In null cone (membership) problem is a non-commutative analogue of linear programming.
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Example
acts on by simultaneous left-right multiplication. .
Invariants [DW
, DZ , SdB , ANS ]: generated by .
Null cone: Non-commutative singularity. Captures non-
commutative rational identity testing. [GGOW , DM , IQS ]: Deterministic polynomial time algorithms.
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Geometric invariant theory: certification of null cone
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GIT: computational perspective
What is complexity of null cone membership? GIT puts it in (morally).
Hilbert-Mumford criterion: how to certify
membership in null cone.
Kempf-Ness theorem: how to certify non-
membership in null cone.
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Kempf-Ness
Group acts linearly on vector space .
How to certify not in null cone? Exhibit invariant polynomial s.t. . Not feasible in general. Invariants hard to find, high degree, high complexity etc. Kempf-Ness provides another (efficient) way.
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An optimization perspective
Finding minimal norm elements in orbit-closures! Group acts linearly on vector space . . Null cone: s.t. .
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Moment map
Group acts linearly on vector space . . Moment map : gradient of at . How much norm of decreases by infinitesimal action around . Much more general. Moment momentum. Fundamental in symplectic geometry and physics.
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Example
acts on . . . Moment map: consider action of , . .
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Example
acts on .
- .
: . Directional derivative: action of , .
- ,
s.t.
- vectors of row and column
norms of . .
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Kempf-Ness
Group acts linearly on vector space . [Kempf, Ness 79]: not in null cone iff non-zero in orbit- closure of s.t. . certifies not in null cone. One direction easy.
- not in null cone. Take
vector of minimal norm in orbit- closure of . non-zero.
- minimal norm in its orbit.
Norm does not decrease by infinitesimal action around . .
Global minimum
local minimum.
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Kempf-Ness
Other direction: local minimum
- global. Some
“convexity”.
Commutative group actions – Euclidean convexity
(change of variables) [exercise].
Non-commutative group actions: geodesic
convexity.
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Algorithms
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Algorithms
Group acts linearly on vector space .
∈
- .
Lots of work on Euclidean convex optimization. Few algorithms for geodesically convex case.
First order: gradient descent, alternating minimization. Second order: Box constrained Newton’s method.
No known generalization of interior point methods, ellipsoid method.
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Alternating minimization
Widely used heuristic in machine learning and optimization. Optimizing over several variables or constraints. Optimizing/satisfying over an individual variable or constraint easy. Alternately optimize/satisfy over variables/constraints. Lot of work on understanding conditions for convergence and convergence rates. Very few cases in which provably converge in small number of iterations.
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Tensor scaling
acts on naturally. Tensor . : require tristochasticity. Slices orthogonal (in all directions).
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Tensor scaling: alternating minimization
Operations: Group action i.e. basis change (in all directions). Algorithm: Alternate basis change for steps. [BGOWW 17]: not in null cone
- convergence in
steps. GIT: in null cone no convergence.
- time algorithm solves null cone membership.
For some problems (e.g. left-right action)
suffices [GGOW 16].
Second order algorithm gets
run time for such cases (e.g. left-right action) [AGLOW 18, BFGOWW 19].
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Analysis using invariants
Potential function: invariant polynomial .
Homogeneous degree .
- /
/ /
. not in null cone invariant s.t. .
/.
- steps suffice. [BGOWW
]:
. .
- step Analysis
- [Lower bound]: Initially
.
- [Progress per step]: If -far from tristochasticity, one step increases
by a factor of . Consequence of a robust AM-GM inequality and invariance.
- [Upper bound]:
.
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Open problems
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Open problems
Null cone membership in
?
Polynomial time algorithms for null cone
membership?
Ellipsoid/interior point methods for geodesically
convex problems. running time.
More applications?
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Lectures and videos
IAS workshop videos:
https://www.math.ias.edu/ocit2018
Avi’s CCC
tutorial: http://computationalcomplexity.org/Archive/2017/tutorial.p hp
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