论文标题

具有未知排列的等渗回归:统计,计算和适应

Isotonic regression with unknown permutations: Statistics, computation, and adaptation

论文作者

Pananjady, Ashwin, Samworth, Richard J.

论文摘要

通过用于多路比较数据的模型的激励,我们考虑了在域上从均匀晶格上收集的嘈杂观测值的域上估算坐标的等渗函数的问题,但是在每个维度沿每个维度都将设计点排列。虽然该问题的单变量和双变量版本受到了极大的关注,但我们的重点是多变量案例$ d \ geq 3 $。我们同时研究了估计的最小风险(在经验$ L_2 $损失中)和适应性的基本限制(由适应性指数量化)对分段恒定功能的家族。我们提供了一个计算高效的Mirsky分区估计器,该估计量是最小值的,同时还可以实现多项式时间程序的最小适应性指数。因此,从最坏的观点角度来看,与双变量案例形成鲜明对比,模型中的潜在排列不会在香草等渗回归之外和更高的计算困难中引入严重的计算困难。另一方面,适应的基本限制在有或没有未知排列的情况下显着不同:假设平均案例复杂性理论的硬度猜想是一种统计计算的差距,在前一种情况下是一种统计计算的差距。在互补的方向上,我们表明,现有估计器的自然修改无法满足至少最佳最坏情况统计性能,计算效率和快速适应性的绝望。在显示结果的过程中,我们改善了适应性的结果,在特殊情况下$ d = 2 $,并为香草等渗回归的估计量提供了一些属性,这两者都可能具有独立的利益。

Motivated by models for multiway comparison data, we consider the problem of estimating a coordinate-wise isotonic function on the domain $[0, 1]^d$ from noisy observations collected on a uniform lattice, but where the design points have been permuted along each dimension. While the univariate and bivariate versions of this problem have received significant attention, our focus is on the multivariate case $d \geq 3$. We study both the minimax risk of estimation (in empirical $L_2$ loss) and the fundamental limits of adaptation (quantified by the adaptivity index) to a family of piecewise constant functions. We provide a computationally efficient Mirsky partition estimator that is minimax optimal while also achieving the smallest adaptivity index possible for polynomial time procedures. Thus, from a worst-case perspective and in sharp contrast to the bivariate case, the latent permutations in the model do not introduce significant computational difficulties over and above vanilla isotonic regression. On the other hand, the fundamental limits of adaptation are significantly different with and without unknown permutations: Assuming a hardness conjecture from average-case complexity theory, a statistical-computational gap manifests in the former case. In a complementary direction, we show that natural modifications of existing estimators fail to satisfy at least one of the desiderata of optimal worst-case statistical performance, computational efficiency, and fast adaptation. Along the way to showing our results, we improve adaptation results in the special case $d = 2$ and establish some properties of estimators for vanilla isotonic regression, both of which may be of independent interest.

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