Title
Clustering Mixture Models in Almost-Linear Time via List-Decodable Mean Estimation
Abstract
We study the problem of list-decodable mean estimation, where an adversary can corrupt a majority of the dataset. Specifically, we are given a set T of n points in R-d and a parameter 0 < alpha < 1/2 such that an alpha-fraction of the points in T are i.i.d. samples from a well-behaved distribution D and the remaining (1 - alpha)-fraction are arbitrary. The goal is to output a small list of vectors, at least one of which is close to the mean of D. We develop new algorithms for this problem achieving nearly-optimal statistical guarantees, with runtime O(n(1+epsilon 0)d), for any fixed epsilon(0) > 0. All prior algorithms for this problem had additional polynomial factors in 1/alpha. We leverage this result, together with additional techniques, to obtain the first almost-linear time algorithms for clustering mixtures of k separated well-behaved distributions, nearly-matching the statistical guarantees of spectral methods. Prior clustering algorithms inherently relied on an application of k-PCA, thereby incurring runtimes of Omega(ndk). This marks the first runtime improvement for this basic statistical problem in nearly two decades. The starting point of our approach is a novel and simpler near-linear time robust mean estimation algorithm in the alpha -> 1 regime, based on a one-shot matrix multiplicative weights-inspired potential decrease. We crucially leverage this new algorithmic framework in the context of the iterative multi-filtering technique of [41, 15], providing a method to simultaneously cluster and downsample points using one-dimensional projections - thus, bypassing the k-PCA subroutines required by prior algorithms.
Year
DOI
Venue
2022
10.1145/3519935.3520014
PROCEEDINGS OF THE 54TH ANNUAL ACM SIGACT SYMPOSIUM ON THEORY OF COMPUTING (STOC '22)
Keywords
DocType
ISSN
robust statistics, clustering, mixture models, list-decodable learning
Conference
0737-8017
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Ilias Diakonikolas177664.21
Daniel M. Kane274361.43
Daniel Kongsgaard301.01
Jerry Li422922.67
Kevin Tian500.68