Computational and Statistical Boundaries for Submatrix Localization in A Large Noisy Matrix
Tony Cai, Tengyuan Liang and Alexander Rakhlin
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Abstract:
The interplay between computational efficiency and statistical accuracy in high-dimensional inference has drawn increasing attention in the literature. In this paper, we study computational and statistical boundaries for submatrix localization. Given one observation of a signal submatrix (of magnitude λ and size km × kn) contaminated with a noise matrix (of size m × n), we establish two transition thresholds for the signal to noise ratio λ/σ in terms of m, n, km, and kn. The first threshold, SNRc, corresponds to the computational boundary. Below this threshold, it is shown that no polynomial time algorithm can succeed in identifying the submatrix, under the hidden clique hypothesis. We introduce an adaptive linear time algorithm that identifies the submatrix with high probability when the signal strength is above the threshold SNRc. The second threshold, SNRs, captures the statistical boundary, below which no method can succeed with probability going to one in the minimax sense. The exhaustive search method successfully finds the submatrix above this threshold. The results show an interesting phenomenon that SNRc is always significantly larger than SNRs, which implies an essential gap between statistical optimality and computational efficiency for submatrix localization.
- Paper: pdf file.