Seminar Details
The Complexity of Dynamic Least-Squares Regression
- Start Date: March 6, 2024
- Event Start Time: 11:00 AM
- Event End Time: 12:00 PM
- Seminar Series: Theoretical Computer Science Seminar
- Presenter(s): Shunhua Jiang - Columbia University
- Event Location: Conference Room 301 | Rutgers University | CoRE Building | 96 Frelinghuysen Road
- Event Additional Info: <p>See: <a href="https://theory.cs.rutgers.edu/theory_seminar">https://theory.cs.rutgers.edu/theory_seminar</a></p>
- Presentation Type: Stand Alone Presentation
- Abstract:
We settle the complexity of dynamic least-squares regression (LSR), where rows and labels (A^(t),b^(t)) can be adaptively inserted and/or deleted, and the goal is to efficiently maintain an ε-approximate solution to min_{x^(t)} ||A^(t) x^(t) − b^(t)||_2 for all t ∈ [T]. We prove sharp separations (d^{2−o(1)} vs. ~d) between the amortized update time of: (i) Fully vs. Partially dynamic 0.01-LSR; (ii) High vs. low-accuracy LSR in the partially-dynamic (insertion-only) setting.
Our lower bounds follow from a gap-amplification reduction—reminiscent of iterative refinement—from the exact version of the Online Matrix Vector Conjecture (OMv), to constant approximate OMv over the reals, where the i-th online product Hv^(i) only needs to be computed to 0.1-relative error. All previous fine-grained reductions from OMv to its approximate versions only show hardness for inverse polynomial approximation ε = n^{−ω(1)} (additive or multiplicative). This result is of independent interest in fine-grained complexity and for the investigation of the OMv Conjecture, which is still widely open.
