Friday, June 23, 2017

TheoryFest Day 3: Streaming symmetric norms.

There's a weird phenomenon in the world of streaming norm estimation: For $\ell_0, \ell_1, \ell_2$ norm estimation, there are polylog (or less)-space streaming approximation algorithms. But once you get to $\ell_p, p \ge 3$, the required space suddenly jumps to polynomial in $n$. What's worse is that if you change norms you need a new algorithm and have to prove all your results all over again.

This paper gives a universal algorithm for estimating a class of norms called "symmetric' (which basically means that the norm is invariant under coordinate permutation and sign flips - you can think of this as being invariant under a  very special class of rotations and reflections if you like). This class includes the $\ell_p$ norms as a special case, so this result generalizes (upto polylog factors) all the prior work.

The result works in a very neat way. The key idea is to define a notion of concentration relative to a Euclidean ball. Specifically,  Fix the unit $\ell_2$ ball in $n$ dimensions, and look at the maximum value of your norm $\ell$ over this call: call it $b_\ell$. Now look at the median value of your norm (with respect to a uniform distribution over the sphere): call it $m(\ell)$. Define the modulus of concentration as
$$ mc(\ell) = \frac{b_\ell}{m_\ell} $$
Notice that this is 1 for $\ell_2$. For $\ell_1$, the maximum value is larger: it's $\sqrt{d}$. The median value as it turns out is also $\Theta(\sqrt{d})$, and so the modulus of concentration is constant. Interestingly, for $p > 2$, the modulus of concentration for $\ell_p$ is $d^{1/2(1 - 2/p)}$ which looks an awful lot like the bound of $d^{1-2/p}$ for sketching $\ell_p$.

As it turns out, this is precisely the point. The authors show that the streaming complexity of any norm $\ell$ can be expressed in terms of the square of $mc(\ell)$. There are some technical details - this is not exactly the theorem statement - but you can read the paper for more information.

Update: Symmetric norms show up in a later paper as well. Andoni, Nikolov, Razenshteyn and Waingarten show how to do approximate near neighbors with $\log \log n$ approximation in spaces endowed with a symmetric norm. It doesn't appear that they use the same ideas from this paper though.

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