Sparse Linear Regression and Lattice Problems

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq k$) and small, arbitrary noise $w$, and the goal is to find a $k$-sparse $\widehat{\theta} \in \mathbb{R}^n$ that minimizes the mean squared prediction error $\frac{1}{m}\|X\widehat{\theta}-X\theta^*\|^2_2$. While $\ell_1$-relaxation methods such as basis pursuit, Lasso, and the Dantzig selector solve SLR when the design matrix is well-conditioned, no general algorithm is known, nor is there any formal evidence of hardness in an average-case setting with respect to all efficient algorithms. We give evidence of average-case hardness of SLR w.r.t. all efficient algorithms assuming the worst-case hardness of lattice problems. Specifically, we give an instance-by-instance reduction from a variant of the bounded distance decoding (BDD) problem on lattices to SLR, where the condition number of the lattice basis that defines the BDD instance is directly related to the restricted eigenvalue condition of the design matrix, which characterizes some of the classical statistical-computational gaps for sparse linear regression. Also, by appealing to worst-case to average-case reductions from the world of lattices, this shows hardness for a distribution of SLR instances; while the design matrices are ill-conditioned, the resulting SLR instances are in the identifiable regime. Furthermore, for well-conditioned (essentially) isotropic Gaussian design matrices, where Lasso is known to behave well in the identifiable regime, we show hardness of outputting any good solution in the unidentifiable regime where there are many solutions, assuming the worst-case hardness of standard and well-studied lattice problems.

Continuous LWE is as Hard as LWE & Applications to Learning Gaussian Mixtures

We show direct and conceptually simple reductions between the classical learning with errors (LWE) problem and its continuous analog, CLWE (Bruna, Regev, Song and Tang, STOC 2021). This allows us to bring to bear the powerful machinery of LWE-based cryptography to the applications of CLWE. For example, we obtain the hardness of CLWE under the classical worst-case hardness of the gap shortest vector problem. Previously, this was known only under quantum worst-case hardness of lattice problems. More broadly, with our reductions between the two problems, any future developments to LWE will also apply to CLWE and its downstream applications. As a concrete application, we show an improved hardness result for density estimation for mixtures of Gaussians. In this computational problem, given sample access to a mixture of Gaussians, the goal is to output a function that estimates the density function of the mixture. Under the (plausible and widely believed) exponential hardness of the classical LWE problem, we show that Gaussian mixture density estimation in $\mathbb{R}^n$ with roughly $\log n$ Gaussian components given $\mathsf{poly}(n)$ samples requires time quasi-polynomial in $n$. Under the (conservative) polynomial hardness of LWE, we show hardness of density estimation for $n^{\epsilon}$ Gaussians for any constant $\epsilon > 0$, which improves on Bruna, Regev, Song and Tang (STOC 2021), who show hardness for at least $\sqrt{n}$ Gaussians under polynomial (quantum) hardness assumptions. Our key technical tool is a reduction from classical LWE to LWE with $k$-sparse secrets where the multiplicative increase in the noise is only $O(\sqrt{k})$, independent of the ambient dimension $n$.

The Fine-Grained Hardness of Sparse Linear Regression

Sparse linear regression is the well-studied inference problem where one is given a design matrix $\mathbf{A} \in \mathbb{R}^{M\times N}$ and a response vector $\mathbf{b} \in \mathbb{R}^M$, and the goal is to find a solution $\mathbf{x} \in \mathbb{R}^{N}$ which is $k$-sparse (that is, it has at most $k$ non-zero coordinates) and minimizes the prediction error $||\mathbf{A} \mathbf{x} - \mathbf{b}||_2$. On the one hand, the problem is known to be $\mathcal{NP}$-hard which tells us that no polynomial-time algorithm exists unless $\mathcal{P} = \mathcal{NP}$. On the other hand, the best known algorithms for the problem do a brute-force search among $N^k$ possibilities. In this work, we show that there are no better-than-brute-force algorithms, assuming any one of a variety of popular conjectures including the weighted $k$-clique conjecture from the area of fine-grained complexity, or the hardness of the closest vector problem from the geometry of numbers. We also show the impossibility of better-than-brute-force algorithms when the prediction error is measured in other $\ell_p$ norms, assuming the strong exponential-time hypothesis.