Information Limits of Low-Rank Approximation Certification
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Abstract (arXiv)
Low-rank approximation can require additional matrix--vector products to verify that its error meets a prescribed tolerance. We characterize this certification cost for both relative matrix error and mean-square output error. For a single approximation matrix candidate, we determine the exact dimension-uniform minimax query constant as the allowed failure probability vanishes. Our main result concerns reusing validation responses as the approximation space expands. For a candidate family constructed independently of validation, one batch supports an entire nested path without increasing the query budget with the number of checks. Across (W) paths, a concentration bound exploiting shared residual energy yields a (√log(W+1)) dependence. A matching lower bound establishes its optimality for fixed interior error targets and sufficiently small separation gaps. Finally, we compare two uniformly valid certificates on the same dispersed-spectrum family. Optimizing the validation budget within each rule family yields costs of orders (N1/3) and (N2/3) for validation and construction beyond the true target. Code is available at https://anonymous.4open.science/r/Low-rank-approximation-1275/
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References · 7
- 2014Exploiting Linear Structure Within Convolutional Networks for Efficient Evaluationcited by 306
- 2020Hutch++: Optimal Stochastic Trace Estimationcited by 63
- 2019An Introductory Guide to Fano's Inequality with Applications in Statistical Estimationcited by 31
- 2014Optimal query complexity for estimating the trace of a matrixcited by 6
- 2021Dynamic Trace Estimationcited by 6
- 2022Optimal Query Complexities for Dynamic Trace Estimationcited by 6
- 2022Efficient error and variance estimation for randomized matrix computationscited by 1
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