Abstract:
In this paper, we propose sample complexity bounds for learning a simplex from noisy samples. A dataset of size $n$ is given which includes i.i.d. samples drawn from a uniform distribution over an unknown arbitrary simplex in $\mathbb{R}^K$, where samples are assumed to be corrupted by a multi-variate additive Gaussian noise of an arbitrary magnitude. We prove the existence of an algorithm that with high probability outputs a simplex having a $\ell_2$ distance of at most $\varepsilon$ from the true simplex (for any $\varepsilon>0$). Also, we theoretically show that in order to achieve this bound, it is sufficient to have $n\ge\tilde{\Omega}\left(K^2/\varepsilon^2\right)e^{\Omega\left(K/\mathrm{SNR}^2\right)}$ samples, where $\mathrm{SNR}$ stands for the signal-to-noise ratio and is defined as the ratio of the maximum component-wise standard deviation of the simplex (signal) to that of the noise vector. This result solves an important open problem in this area of research, and shows as long as $\mathrm{SNR}\ge\Omega\left(\sqrt{K}\right)$ the sample complexity of the noisy regime has the same order to that of the noiseless case. Our proofs are a combination of the so-called sample compression technique in (Ashtiani et al., 2018), mathematical tools from high-dimensional geometry, and Fourier analysis. In particular, we have proposed a general Fourier-based technique for recovery of a more general class of distribution families from additive Gaussian noise, which can be further used in a variety of other related problems.
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