Lecture 9: SOS Lower Bound for Knapsack Lecture Outline Part I: - - PowerPoint PPT Presentation
Lecture 9: SOS Lower Bound for Knapsack Lecture Outline Part I: - - PowerPoint PPT Presentation
Lecture 9: SOS Lower Bound for Knapsack Lecture Outline Part I: Knapsack Eqations and Pseudo- expectation Values Part II: Johnson Scheme Part III: Proving PSDness Part IV: Further Work Part I: Knapsack Eqations and
Lecture Outline
- Part I: Knapsack Eqations and Pseudo-
expectation Values
- Part II: Johnson Scheme
- Part III: Proving PSDness
- Part IV: Further Work
Part I: Knapsack Eqations and Pseudo-expectation Values
- Knapsack problem: Given weights π₯1, β¦ , π₯π
and a knapsack with total capacity π·, what is the maximum weight that can be carried?
- In other words, defining π₯π½ = Οπβπ½ π₯π for each
subset π½ β [1, π], what is max{π₯π½: π½ β 1, π , π₯π½ β€ π·}?
- Here weβll consider the simple case where
π₯π = 1 for all π and π· β [0, π] is not an integer.
- Answer is π· , but can SOS prove it?
Knapsack Problem
- Want π¦π = 1 if π β π½ and π¦π = 0 otherwise.
- Knapsack equations:
1. βπ, π¦π
2 = π¦π
2. Οπ=1
π
π¦π = π
- Here we take π β [0, π] to be a non-integer.
- Equations are infeasible because Οπ=1
π
π¦π β β€
Knapsack Equations
- Theorem[Gri01]: SOS needs degree at least
2min{π, π β π} to refute these equations
- Weβll follow the presentation of [MPW15] and
show a lower bound of min{π, π β π}
- Note: This presentation was already in the
retracted paper [MW13]
SOS Lower Bound for Knapsack
- Recall: To prove an SOS lower bound, we
generally do the following:
- 1. Come up with pseudo-expectation values ΰ·¨
πΉ which
- bey the required linear equations
- 2. Show that the moment matrix π is PSD
- Here weβll use symmetry for part 1 and some
combinatorics for part 2.
Review: SOS Lower Bound Strategy
- Define π¦π½ = Οπβπ½ π¦π
- βπ½, (Οπ=1
π
π¦π)π¦π½ = Οπβπ½ π¦ππ¦π½ + Οπβπ½ π¦ππ¦π½ = ππ¦π½
- If ΰ·¨
πΉ[π¦π½] only depends on |π½|, βπ½, π β π½, |π½| ΰ·¨ πΉ[π¦π½] + π β |π½| ΰ·¨ πΉ[π¦π½βͺ{π}] = π ΰ·¨ πΉ[π¦π½] βπ½, π β π½, ΰ·¨ πΉ π¦π½βͺ{π} = π β |π½| π β |π½| ΰ·¨ πΉ[π¦π½]
- Thus, ΰ·¨
πΉ[π¦π½] = π πβ1 β¦(πβ|π½|+1)
π πβ1 β¦(πβ|π½|+1) =
π |π½| π |π½|
Pseudo-expectation Values
- ΰ·¨
πΉ[π¦π½] =
π |π½| π |π½|
- Could have predicted this as follows: If we had
a set π΅ of 1s of size π, then of the
π |π½|
possible sets of size |π½|,
π |π½| of them will be
contained in π΅.
- Bayesian view: ΰ·¨
πΉ[π¦π½] is the expected value of π¦π½ given what we can compute (in SOS).
- Here it is a true expectation if π β β€
Viewing ΰ·¨ πΉ as an Expectation
- Recall from last lecture: If we have
constraints π¦π
2 = π¦π or π¦π 2 = 1, it is sufficient
to consider ΰ·¨ πΉ[π2] for multilinear π.
- Reason: For every polynomial π, there is a
multilinear polynomial πβ² with deg πβ² β€ deg(π) such that ΰ·¨ πΉ πβ²2 = ΰ·¨ πΉ[π2].
- Thus, it is sufficient to consider the restriction
- f π to multilinear indices.
Reduction to Multilinear Indices
- Lemma: If we also have the constraint
Οπ=1
π
π¦π = π, for every polynomial π of degree at most
π 2, there is a homogeneous, multilinear
polynomial πβ² of degree exactly
π 2 such that
ΰ·¨ πΉ πβ²2 = ΰ·¨ πΉ[π2].
- Proof idea: Use the following reductions:
1. βπ, π¦π
2π = π¦ππ
2. βπ½ β 1, π : π½ <
π 2, π¦π½ = Οπβπ½
π
π¦π½βͺ{π} πβ|π½|
. To see this, note that Οπ=1
π
π¦π π¦π½ = ππ¦π½ = π½ π¦π½ + Οπβπ½
π π¦π½βͺ{π}
Reduction to Degree
π 2 Indices
- Corollary: To prove that π β½ 0, it is sufficient to
prove that the submatrix of π with multilinear entries of degree exactly
π 2 is PSD.
Reduction to Degree
π 2 Indices
Part II: Johnson Scheme
Johnson Scheme
- Algebra of matrices π such that:
- 1. The rows and columns of π are indexed by
subsets of [1, π] of size π for some π . 2. ππ½πΎ only depends on |π½ β© πΎ|
- Equivalently, the Johnson Scheme is the algebra
- f matrices which are invariant under
permutations of [1, π].
- Claim: The matrices π in the Johnson scheme
are all symmetric and commute with each other
Johnson Scheme Claim Proof
- Claim: For all π΅, πΆ in the Johnson scheme, π΅π =
π΅, π΅πΆ is in the Johnson scheme as well, and π΅πΆ = πΆπ΅
- Proof: For the first part, βπ½, πΎ, π΅π½πΎ = π΅πΎπ½ because
π½ β© πΎ = |πΎ β© π½|. For the second part, π΅πΆπ½πΏ = ΟπΎβ π
π π΅π½πΎπΆπΎπΏ. Now observe that for any
permutation π of [1, π], π΅πΆπ½πΏ = ΟπΎβ π
π π΅π½πΎπΆπΎπΏ =
ΟπΎβ π
π π΅π(π½)πΎπΆπΎπ(πΏ) = π΅πΆπ π½ π(πΏ)
- For the third part, π΅πΆ = π΅πΆ π = πΆππ΅π = πΆπ΅
Johnson Scheme Picture for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
π½ β© πΎ = 0 π½ β© πΎ = 1
Johnson Scheme Picture for π = 2
12 13 14 15 16 23 24 25 26 34 35 36 45 46 56 12 13 14 15 16 23 24 25 26 34 35 36 45 46 56
π½ β© πΎ = 1 π½ β© πΎ = 2 π½ β© πΎ = 0
- Natural basis for Johnson Scheme: Define
πΈπ β β
π π Γ π π to have entries πΈπ π½πΎ = 1 if
π½ β© πΎ = π and πΈπ π½πΎ = 0 if π½ β© πΎ β π.
- Easy to express matrices in this basis, but not
so easy to show PSDness
Basis for Johnson Scheme
- Want a convenient basis of PSD matrices.
- Building block: Define π€π΅ so that π€π΅ π½ = 1 if
A β π½ and 0 otherwise
- PSD basis for Johnson Scheme: Define π
π β
β
π π Γ π π to be π
π = Οπ΅β 1,π : π΅ =π π€π΅π€π΅ π
- π
π has entries π π π½πΎ = |π½β©πΎ| π
because π€π΅π€π΅
π = 1 if and only if π΅ β π½ β© πΎ and there
are |π½β©πΎ|
π
such π΅ β [1, π] of size π.
PSD Basis for Johnson Scheme
Basis for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
πΈ0 π½πΎ = 1 πΈ0 π½πΎ = 0
Basis for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
πΈ1 π½πΎ = 0 πΈ1 π½πΎ = 1
PSD Basis for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
π0 π½πΎ = = 1 π0 π½πΎ = 1 = 1
PSD Basis for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
π
1 π½πΎ =
1 = 0 π
1 π½πΎ =
1 1 = 1
PSD Basis for π = 2
12 13 14 15 16 23 24 25 26 34 35 36 45 46 56 12 13 14 15 16 23 24 25 26 34 35 36 45 46 56
π0 π½πΎ = 2 = 1 π0 π½πΎ = 1 = 1 π0 π½πΎ = = 1
PSD Basis for π = 2
12 13 14 15 16 23 24 25 26 34 35 36 45 46 56 12 13 14 15 16 23 24 25 26 34 35 36 45 46 56
π
1 π½πΎ =
2 1 = 2 π
1 π½πΎ =
1 1 = 1 π
1 π½πΎ =
1 = 0
PSD Basis for π = 2
12 13 14 15 16 23 24 25 26 34 35 36 45 46 56 12 13 14 15 16 23 24 25 26 34 35 36 45 46 56
π2 π½πΎ = 2 2 = 1 π2 π½πΎ = 1 2 = 0 π2 π½πΎ = 2 = 0
- Basis for Johnson Scheme: πΈπ π½πΎ = ππ|π½β©πΎ|
- PSD Basis for Johnson Scheme : π
π π½πΎ = |π½β©πΎ| π
- Want to shift between bases.
- Lemma:
1. π
π = Οπ=π π π π πΈπ
2. πΈπ = Οπ=π
π
β1 πβπ π
π ππ
- First part is trivial, second part follows from a
bit of combinatorics.
Shifting Between Bases
- Lemma:
1. π
π = Οπ=π π π π πΈπ
2. πΈπ = Οπ=π
π
β1 πβπ π
π ππ
- Proof of the second part: Observe that
Οπ=π
π
β1 πβπ π
π ππ = Οπβ²=π π
Οπ=π
πβ²
β1 πβπ π
π πΈπ
- Must show that for all πβ² β₯ π,
Οπ=π
πβ²
β1 πβπ
πβ² π π π = ππβ²π
- In-class exercise: Prove this
Shifting Between Bases Proof
- Need to show: Οπ=π
πβ²
β1 πβπ
πβ² π π π = ππβ²π
- Answer: Observe that
πβ² π π π = πβ²!π! π!(πβ²βπ)!π!(πβπ)! = πβ²! π! πβ²βπ ! πβ²βπ ! πβ²βπ ! πβπ !
- Our expression is equal to
πβ²! π! πβ²βπ ! Οπ=0 π
β1 π
π π
where π = πβ² β π
- Now note that Οπ=0
π
β1 π
π π
= 1 + β1
π,
which equals 1 if π = 0 and 0 if π > 0.
Shifting Between Bases Proof
Part III: Proving PSDness
- Recall that ΰ·¨
πΉ[π¦π½] =
π |π½| π |π½|
- ππ½πΎ =
π |π½βͺπΎ| π |π½βͺπΎ|
- Thus, π = Οπ=0
π
π 2π βπ π 2π βπ πΈπ
Decomposition of π
- To prove π β½ 0, it is sufficient to express π
as a non-negative linear combination of the matrices π
π.
PSD Decomposition
Example: Decomposition for π = 1
1 2 3 4 5 6 1 2 3 4 5 6
ππ½πΎ = π π β 1 π(π β 1) ππ½πΎ = π π
- π =
π π πΈ1 + π πβ1 π(πβ1) πΈ0 = π π π 1 + π πβ1 π πβ1 (π0 β π 1)
- π =
π π β π πβ1 π(πβ1) π 1 + π πβ1 π(πβ1) π0 = π(πβπ) π(πβ1) π 1 + π πβ1 π(πβ1) π0
- Claim: π = Οπ=0
π
π 2π π 2π β πβπ π πβ2π +π π
π
π
- For the proof, see the appendix
- Corollary: π β½ 0 if π β₯ 2π and π β π β₯ π
(where π = 2π )
PSD Decomposition
- {π
π} is a nice basis to work with because it is
relatively easy to go between {πΈπ} and {π
π}.
- However, in some sense, itβs not the right
basis to use.
- Want a basis {π
π β²} such that all symmetric PSD
matrices are a non-negative linear combination of the {π
π β²}.
- With the right basis, can get a higher degree
lower bound.
Improving Degree Lower Bound
- Let πΎ be the all ones matrix.
- For the case π = 2, π = 1, π0 = πΎ and π
1 = π½π
- Better basis: π0
β² = πΎ, π 1 β² = πβ1 π π½π β 1 π πΎ
Example
Part IV: Further Work
- Can we take advantage of symmetry in the
problem more generally?
- Yes!
Using Symmetry
- Proposition: Whenever there are valid pseudo-
expectation values, there are valid pseudo- expectation values which are symmetric.
- Proof: Let π be the group of symmetries of the
- problem. If we have pseudo-expectation values
ΰ·¨ πΉ, then for any π β π, ΰ·ͺ πΉβ² f = ΰ·© E[π π ] is also
- valid. Since the conditions for pseudo-
expectation values are convex, ΰ·« πΉππ€π π =
ΰ·¨ πΉ Οπβπ π π |π|
is valid as well and is symmetric.
Using Symmetry
- Gatermann and Parrilo [GP04] show how
symmetry can be used to drastically reduce the search space for finding pseudo- expectation values.
- Recently, Raymond, Saunderson, Singh, and
Thomas [RSST16] showed that if the problem is symmetric, it can be solved with a semidefinite program whose size is independent of π.
Using Symmetry
- One way to give intuition for the lower bound:
SOS βthinksβ that we are choosing π elements
- ut of π and takes the corresponding pseudo-
expectation values.
- SOS is very bad at determining functions must
be integers and needs degree β₯ π to detect a problem.
Obtaining Lower Bounds Directly
- Is there a way to say that this intuition is good
enough to obtain a lower bound without going through the combinatorics?
- Unless Iβm mistaken, yes (this is work in
progress).
Obtaining Lower Bounds Directly
References
- [GP04] K. Gatermann and P. Parrilo. Symmetry groups, semidefinite programs, and
sums of squares. J. Pure Appl. Algebra, 192(1-3):95β128, 2004.
- [Gri01] D. Grigoriev. Complexity of Positivstellensatz proofs for the knapsack.
Computational Complexity 10(2):139β154, 2001
- [MW13] R. Meka and A. Wigderson Association schemes, non-commutative
polynomial concentration, and sum-of-squares lower bounds for planted clique. https://arxiv.org/abs/1307.7615v1
- [MPW15] R. Meka, A Potechin, A. Wigderson, Sum-of-squares lower bounds for
planted clique. STOC p.87β96, 2015
- [RSST16] A. Raymond, J. Saunderson, M. Singh, R. Thomas. Symmetric sums of
squares over k-subset hypercubes. https://arxiv.org/abs/1606.05639, 2016
Appendix: PSD Decomposition Calculations
Picture for π = 2
12 13 14 15 16 23 24 25 26 34 35 36 45 46 56 12 13 14 15 16 23 24 25 26 34 35 36 45 46 56
ππ½πΎ =
π 3 π 3
ππ½πΎ =
π 2 π 2
ππ½πΎ =
π 4 π 4
Decomposition for π = 2
- π =
π 2 π 2 πΈ2 + π 3 π 3 πΈ1 + π 4 π 4 πΈ0
- π =
π 2 π 2 π2 + π 3 π 3 (π
1β2π2) +
π 4 π 4 (π0βπ
1 + π2)
- π =
π 2 π 2 β 2 π 3 π 3 + π 4 π 4
π2 +
π 3 π 3 β 2 π 4 π 4
π
1 +
π 4 π 4 π0
- π
4 π 4 =
π(πβ1)(πβ2)(πβ3) π(πβ1)(πβ2)(πβ3)
- π
3 π 3 β π 4 π 4
=
π(πβ1)(πβ2)( πβ3 β πβ3 ) π(πβ1)(πβ2)(πβ3)
=
π(πβ1)(πβ2)(πβπ) π(πβ1)(πβ2)(πβ3)
Decomposition for π = 2
- Claim:
π 2 π 2 β 2 π 3 π 3 + π 4 π 4
=
π(πβ1) πβπ πβπβ1 π(πβ1)(πβ2)(πβ3)
- Proof: Consider
π(πβ1)(πβ2)(πβ3) π(πβ1)
π 2 π 2 β 2 π 3 π 3 + π 4 π 4
. This equals π β 2 π β 3 β 2 π β 2 π β 3 + π β 2 π β 3 which equals π β 2 β π β 2 π β 3 β (π β 2)(π β 3 β (π β 3)) = π β π π β 3 β π β 2 = (π β π)(π β π β 1)
General Pattern
- π = π(πβ1) πβπ
πβπβ1 π(πβ1)(πβ2)(πβ3) π2 + π(πβ1)(πβ2)(πβπ) π(πβ1)(πβ2)(πβ3) π 1 + π(πβ1)(πβ2)(πβ3) π πβ1 πβ2 πβ3 π0
- Can you see the pattern?
- General Pattern: π =
π 2π π 2π
Οπ=0
π
πβπ π πβ2π +π π
π
π
General Pattern Proof
- Claim: π =
π 2π π 2π
Οπ=0
π
πβπ π πβ2π +π π
π
π
- This gives π =
π 2π π 2π
Οπ=0
π
Οπ=π
π
πβπ π πβ2π +π π
π π πΈπ
- π =
π 2π π 2π
Οπ=0
π
Οπ=0
π
πβπ π πβ2π +π π
π π πΈπ
- Need to show: Οπ=0
π
πβπ π πβ2π +π π
π π =
πβ2π +π π πβ2π +π π
General Pattern Proof
- Claim: Οπ=0
π
πβπ π πβ2π +π π
π π =
πβ2π +π π πβ2π +π π
- Proof: Note that
πβ2π +π π πβ2π +π π
=
πβ2π +π πβπ π π
, so this is equivalent to the following: Οπ=0
π πβπ π πβ2π +π πβπ
=
πβ2π +π π
General Pattern Proof
- Claim:Οπ=0
π πβπ π πβ2π +π πβπ
=
πβ2π +π π
- Proof: One way to choose π elements out of