Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Date and Time: Thursday, December 16, 2021, 12:15 pm

Duration: 30 minutes

Location: OAT S15/S16/S17

Speaker: Rajai Nasser

Robust recovery for stochastic block models

We develop an efficient algorithm for weak recovery in a robust version of the stochastic block model. The algorithm matches the statistical guarantees of the best known algorithms for the vanilla version of the stochastic block model. In this sense, our results show that there is no price of robustness in the stochastic block model. A key challenge is the peculiar optimization landscape underlying our algorithm: The planted partition may be far from optimal in the sense that completely unrelated solutions could achieve the same objective value. This phenomenon is related to the push-out effect at the BBP phase transition for PCA. To the best of our knowledge, our algorithm is the first to achieve robust recovery in the presence of such a push-out effect in a non-asymptotic setting. Our algorithm is an instantiation of a framework based on convex optimization (related to but distinct from sum-of-squares), which may be useful for other robust matrix estimation problems. A by-product of our analysis is a general technique that boosts the probability of success (over the randomness of the input) of an arbitrary robust weak-recovery algorithm from constant (or slowly vanishing) probability to exponentially high probability. This is a joint work with Jingqiu Ding, Tommaso d'Orsi and David Steurer. arXiv link: arxiv.org/abs/2111.08568

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