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metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced S
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Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

Dec 17, 2015

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Page 1: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

metric embeddings, graph expansion,

and high-dimensional convex geometry

James R. LeeInstitute for Advanced Study

Page 2: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

graph expansion and the sparsest cut

Given a graph G=(V,E), and a subset S µ V, we denote

S

E(S, S)

The edge expansion of G is the value

Page 3: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

graph expansion and the sparsest cut

Given a graph G=(V,E), and a subset S µ V, we denote

S

E(S, S)

The edge expansion of G is the value

Page 4: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

graph expansion and the sparsest cut

Given a graph G=(V,E), and a subset S µ V, we denote

S

E(S, S)

The edge expansion of G is the value

Goal: Find the least-expanding cut in G (at least approximately).

Page 5: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

geometric approach

There is a natural SDP-based approach: Spectral analysis (first try)

can be computed by a semi-definite program

gap can be (n) even

if G is an n-cycle!

Page 6: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

geometric approach

SDP relaxation:

Page 7: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

geometric approach

SDP relaxation:

triangle inequality constraints:

A distance function satisfying theabove constraint is called a negative-type metric on V.

Page 8: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

geometric approach

SDP relaxation:

triangle inequality constraints:

impose a strange geometry on the solution space

Page 9: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

geometric approach

triangle inequality constraints:

impose a strange geometry on the solution space

·

x

yz

1Euclidean distance after t steps

is at most √ t

Page 10: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

The distortion of f is the smallest number D such that

embeddings and distortion

Given two metric spaces (X,dX) and (Y,dY), an embedding of X into Y is a mapping f : X ! Y.

Page 11: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

The distortion of f is the smallest number D such that

embeddings and distortion

Given two metric spaces (X,dX) and (Y,dY), an embedding of X into Y is a mapping f : X ! Y.

We will be concerned with the cases Y = L1 or Y = L2

(think of Y = Rn with the L1 or L2 norm)

In this case, we write c1(X) or c2(X) for the smallest possible distortion necessary to embed X into L1 and L2, resp.

Page 12: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

the connection

negative-type metrics (NEG), embeddings, L1, L2

NEG metric(V,d)

Integrality gap

max c1(V,d)

max distortion into L1

==

allow weights w(u,v)“sparsest cut”

Page 13: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

embedding NEG spaces

So we just need to figure out a way to embed every NEG space into L1 with small distortion...

Problem: We don’t have strong L1-specific techniques.

Let’s instead try to embed NEG spaces into L2 spaces (i.e. Euclideanspaces). This is actually stronger, since L2 µ L1, but there is a naturalbarrier... Even the d-dimensional hypercube {0,1}d requires d1/2 = (log n)1/2 distortion to embed into a Euclidean space. GOAL: Prove that the hypercube is the “worst” NEG metric.Known: Every n-point NEG metric (V,d) has c2(V,d) = O(log n) [Bourgain]

Conjecture: Every n-point NEG metric (V,d) has c2(V,d) = O(√log n)

Page 14: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

embedding NEG spaces

Conjecture: Every n-point NEG metric (V,d) has c2(V,d) = O(√log n)

Implies O(√log n)-approximation for edge expansion (even SparsestCut), improving the previous O(log n) bound. [Leighton-Rao, Linial-London-Rabinovich, Aumann-Rabani]Also: Something provable to be gained from spectral approach!

Thinking about the conjecture: Subsets of hypercubes {0,1}k provide interesting NEG metrics. If you had to pick an n-point subset of some hypercube which is furthest from a Euclidean space, would you just choose {0,1}log n, or a sparse subset of some higher-dimensional cube?

Page 15: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

average distortion (1)

The embedding comes in three steps

1.Average distortion: Fighting concentration of measure Want a non-expansive map f : X ! Rn which sends a “large fraction” of pairs far apart.

NEG space Euclidean space

fRn

Page 16: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

average distortion (1)

The embedding comes in three steps

1.Average distortion: Fighting concentration of measure Want a non-expansive map f : X ! Rn which sends a “large fraction” of pairs far apart.

Every non-expansive map from {0,1}d into L2 mapsmost pairs to distance at most √d = √log n

) average distance contracts by a √log n factor

fRn

hype

rcub

e

Page 17: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

average distortion (1)

The embedding comes in three steps

1.Average distortion: Fighting concentration of measure Want a non-expansive map f : X ! Rn which sends a “large fraction” of pairs far apart.

¼1

|A| ¸ n/5

|B| ¸ n/5

d(A,B) ¸ 1/√log n0

AB

1/√log n

f : X ! R

Page 18: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

average distortion (1)

The embedding comes in three steps

1.Average distortion: Fighting concentration of measure Want a non-expansive map f : X ! Rn which sends a “large fraction” of pairs far apart.

¼1

|A| ¸ n/5

|B| ¸ n/5

d(A,B) ¸ 1/√log n

Theorem: Such sets A,B µ X always exist! [Arora-Rao-Vazirani]

Page 19: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

single-scale distortion (2)

2. Single-scale distortion Now we want a non-expansive map f : X ! Rn which “handles” all the pairs x,y 2 X with d(x,y)¼1.

¼1

If we had a randomized procedure forgenerating A and B, then we could samplek = O(log n) random coordinates of theform x ! d(x, A), and handle every paira constant fraction of the time(with high probability)...

A

B

Page 20: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

Choosing A and B “at random”

single-scale distortion (2)

Randomized version:

A

B

1.Choose a random (n-1)-hyperplane.

2. Prune the “exceptions.”

Rn

H want d(A0,B0) ¸ 1/√log n

A0

B0

Page 21: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

Choosing A and B “at random”

single-scale distortion (2)

Randomized version:

A

B

2. Prune the “exceptions.”

Rn

H

A0

B0

Pruning ) d(A,B) is large.The hard part is showing that

|A|, |B| = (n) whpafter the pruning!

Page 22: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

Choosing A and B “at random”

single-scale distortion (2)

Randomized version:

A

B

Rn

H

Pruning ) d(A,B) is large.The hard part is showing that

|A|, |B| = (n) whpafter the pruning!

[ARV] gives

[L] yields the optimal bound

Page 23: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

A and B are not “random” enough

single-scale distortion (2)

Adversarial noise:

A

B

Rn

H

A0, B0 would be great, but we are stuck with A,B

[Chawla-Gupta-Racke] (multiplicative update):1.Give every point of X some weight.2. Make it harder to prune heavy points3. If a point is not pruned in some iteration, half its weight.4. The adversary cannot keep pruning the same point from the matching.

After O(log n) iterations, every point is left

un-pruned in at least ½ of the trials.

Page 24: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

3. Multi-scale distortion Finally, we want to take our analysis of “one scale” and get a low-distortion embedding.

Page 25: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

metric spaces have various scales

Page 26: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

3. Multi-scale distortion Need an embedding that handles all scales simultaneously.

So far, we know that if (X,d) is an n-point NEG metric, then...

Page 27: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

3. Multi-scale distortion Known: Using some tricks, the number of “relevant” scales is only m = O(log n), so take the corresponding maps....

and just “concatenate” the coordinates and rescale:Oops: The distortion of this map is only O(log n)!

Page 28: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

[Krauthgamer-L-Mendel-Naor, LA, Arora-L-Naor, LB]

Basic moral: Not all scales are created equal.

(measured descent, gluing lemmas, etc.)

x

The local expansion of a metric space plays a central role.

Ratio small ) locality well-behaved.

Represents the “dimension” of X near x 2 X at scale R.

Key fact: X has only n points.

Page 29: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

x

The local expansion of a metric space plays a central role.

Ratio small ) locality well-behaved.

Represents the “dimension” of X near x 2 X at scale R.

Key fact: X has only n points.

Page 30: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

The local expansion of a metric space plays a central role.

Ratio small ) locality well-behaved.

Represents the “dimension” of X near x 2 X at scale R.

Key fact: X has only n points.

controls smoothness of bump functions(useful for gluing maps on a metric space)

controls size of “accurate”random samples

Page 31: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

multi-scale distortion (3)

GLUING THEOREMSIf such an ensemble exists, then X embeds in a Euclidean space with distortion...

[KLMN, LA] (CGR)

[ALN]

[LB]

Page 32: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

lower bounds, hardness, and stability

No hardness of approximation results are known for edge expansionunder standard assumptions (e.g. P NP).

Recently, there have been hardness results proved using variantsof Khot’s Unique Games Conjecture (UGC):

[Khot-Vishnoi, Chawla-Krauthgamer-Kumar-Rabani-Sivakumar]

And unconditional results about embeddings, and the integralitygap of the SDP:

[Khot-Vishnoi, Krauthgamer-Rabani]

Page 33: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

lower bounds, hardness, and stability

The analysis of all these lower bounds are based on isoperimetric stabilityresults in graphs based on the discrete cube {0,1}d.

Classical fact: The cuts with minimal (S) are dimension cuts.

Page 34: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

lower bounds, hardness, and stability

The analysis of all these lower bounds are based on isoperimetric stabilityresults in graphs based on the discrete cube {0,1}d.

Stability version: Every near-optimal cut is “close” to a dimension cut. (much harder: uses discrete Fourier analysis)

Page 35: Metric embeddings, graph expansion, and high-dimensional convex geometry James R. Lee Institute for Advanced Study.

open problems

What is the right bound for embedding NEG metrics into L1?

Does every planar graph metric embed into L1 with O(1) distortion? (Strongly related to “multi-scale gluing” for L1 embeddings)

What about embedding edit distance into L1? (Applications to sketching, near-neighbor search, etc.)