Statistical-Computational Trade-offs for Density Estimation

We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that is ``close'' to $q$. Recently~\cite{aamand2023data} gave the first and only known result that achieves sublinear bounds in {\em both} the sampling complexity and the query time while preserving polynomial data structure space. However, their improvement over linear samples and time is only by subpolynomial factors. Our main result is a lower bound showing that, for a broad class of data structures, their bounds cannot be significantly improved. In particular, if an algorithm uses $O(n/\log^c k)$ samples for some constant $c>0$ and polynomial space, then the query time of the data structure must be at least $k^{1-O(1)/\log \log k}$, i.e., close to linear in the number of distributions $k$. This is a novel \emph{statistical-computational} trade-off for density estimation, demonstrating that any data structure must use close to a linear number of samples or take close to linear query time. The lower bound holds even in the realizable case where $q=p_i$ for some $i$, and when the distributions are flat (specifically, all distributions are uniform over half of the domain $[n]$). We also give a simple data structure for our lower bound instance with asymptotically matching upper bounds. Experiments show that the data structure is quite efficient in practice.

Paper

References (21)

Scroll for more · 9 remaining

Similar papers

Peer review

Reviewer b6AN7/10 · confidence 3/52024-07-04

Summary

The paper provides a lower bound, and an upper bound w.r.t the hard instances, for the problem of Density Estimation. Their lower bound is based on the ‘list-of-points’ model of computation, which captures all the upper bounds from existing results. Their bounds quantify the necessary tradeoff between sampling complexity, runtime, and space complexity. Their theoretical results are also complemented by experiments showing an improvement over previous methods.

Strengths

Significance: The paper considers the prominent problem of density estimation, which arises in various areas of machine learning. They prove a fundamental lower bound for the problem (and an upper bound for the hard instances), which paves the way for the construction of better algorithms for this problem (and for a deeper understanding of the fundamental problem). Originality: the paper’s proof techniques are not entirely original, they start from lower bounds for set similarity from [3]. However, adapting these to their setting is non-trivial, and they have to deal with a complicated optimization problem for which closed-form solutions are not immediate, and their techniques for dealing with that seem unique. Quality and Clarity: The paper is well written and clear, and the results are tight. The theoretical results are also complemented with experiments showing significant improvement over previous methods.

Weaknesses

I do not know of any significant weakness to point out in the work. There is always room to make the work even more clear, especially since the bounds for the different complexities are not always intuitive, so maybe more diagrams could make it more clear but they are not necessary.

Questions

A quick question about the model of computation: do you suspect this to be the only and the main model of computation that is relevant for this problem? Are there any known algorithms (even inefficient) that do not fit this model of computation? In other words, do you expect this lower bound to hold universally over all algorithms (although, of course, maybe not provably)?

Rating

7

Confidence

3

Soundness

4

Presentation

4

Contribution

4

Limitations

authors have adequately addressed the limitations of their work.

Reviewer ZQja5/10 · confidence 3/52024-07-12

Summary

This paper considers the discrete density estimation problem supported on n points. Specifically, given a set of k discrete distributions and samples from one distribution, we would like to recover the underlying distribution. The main focus of this paper is on the interplay between sample complexity and query complexity in solving this problem. The main contribution of this paper lies in establishing a trade-off between sample complexity and query complexity based on the data structure called “list-of-point-model”. The main message is that either we need a linear sample size or we need a number of queries proportional to k. The main tool used in this paper is based on the lower bound established in Ref. [3] and the technical contribution is on solving an implicit optimization problem for their problem.

Strengths

The statistical and computational trade-off result for density estimation is interesting and explains why the results in the literature are nearly the best possible. This paper also gives a matching upper bound for some special cases.

Weaknesses

It seems that the main hardness result the paper use is GapSS, which is from [3]. The reduction part from GapSS to URDE is new, but not sure what the novelty is there. The writing in this paper is a little bit confusing and it would be helpful if the authors could explain what they mean by data structure in the paper. For example: l5: what does it mean “preserving polynomial data structure”? l38: “the data structures are subject to statistical-computational trade-offs”, it is unclear to me what it means.

Questions

1.Could the authors explain where they incorporate the space information as a constraint in showing their lower bound? From Table 1, we know that if we allow superpolynomial space, then logarithmic sampling and query complexity are enough. 2.Does the query complexity used in this paper connect to the statistical query complexity? The latter is often used to establish statistical-computational trade-offs in statistical problems. 3.Does the result in this paper provide evidence for row 5 in Table 1, i.e., when s is a constant? 4. l110 in Definition 2.1 is confusing. I am wondering P is a dataset that consists data or distributions? I think the word "dataset" usually refers to samples.

Rating

5

Confidence

3

Soundness

3

Presentation

2

Contribution

2

Limitations

This paper only considers discrete density estimation, while I think it might be more interesting to learn density in the continuous setting, such as in mixtures of Gaussians. It would be great if the authors could comment more on it.

Reviewer prnQ5/10 · confidence 3/52024-07-12

Summary

This paper considers the problem of constructing a data structure for density estimation: given a set of k distributions over [n], construct a data structure. Given samples from one of the distributions, use the data structure to identify a nearby distribution quickly. There is a three-way tradeoff between the number of samples, query time, and data structure space. The goal of this paper is to rule out any algorithm that is nearly optimal along all three axes: if you only have polynomial space, any sublinear sample complexity requires near-linear query time. [For contrast, with exponential space you can get logarithmic samples + time.]

Strengths

* The lower bound is evidence against "good" data structures for this problem. * This sort of lower bound, involving all of sample complexity + query time + space complexity, is pretty new. * The lower bound is numerically quite tight, at least for "half-uniform" distributions, for o(n) samples.

Weaknesses

* I'm not sure that NeurIPS is the best venue, this seems much more theoretical. * The lower bound is only for a particular kind of data structure. * The upper bound is just for the instances as used in the lower bound construction, and very synthetic. Overall, it seems like this paper makes some reasonable progress towards understanding the complexity of data structures for this density estimation problem. But I don't really see a strong motivation for this problem, where one gets samples from one of a fixed, large-but-finite, set of possible discrete distributions and must identify which one. The chief argument, AFAICT, is something like: there is a line of work using density estimation to learn mixtures of Gaussians, and this paper shows limits on improving the density estimation part as a black box. But of course mixtures of Gaussians are probably way easier than the half-uniform distributions considered here.

Questions

Are there other settings where one would like to solve this problem, so knowing it's hard is useful?

Rating

5

Confidence

3

Soundness

4

Presentation

3

Contribution

3

Limitations

Fine.

Reviewer yUic6/10 · confidence 2/52024-07-12

Summary

The authors study the density estimation problem, i.e., given k distributions p1,...,pk over a domain [n] and a query based on samples from a query distribution q, the goal is to output a pi close to q in the 1-norm, i.e., |q-p_i|\le eps (realizable case). Note that usually k>>n. This leads to a natural trade-off between number of samples, query time and data-structure space. Their upper bound is a modest improvement over Aamand et al. Their main result is Theorem 3.1, a lower bound for the URDE problem, based on a reduction from set similarity (Ahle and Knudson).

Strengths

(strengths and weakness) The sample complexity of the density estimation problem is important practically and thus the lower bound in the paper is of interest. The authors do a good job of illustrating the reduction from the GapSS problem (Ahle and Knudson), but at the same time they only do an okay job of illustrating the novelty of their ideas. I feel the paper would benefit from a discussion of novelty in their techniques as opposed to just a survey of known bounds. Without that it's difficult for someone like me to judge their contribution.

Weaknesses

see strengths above

Questions

see strengths above

Rating

6

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

Theory paper, no concerns

Reviewer ZQja2024-08-12

I would like to thank the authors for the detailed response! I will keep my score.

© 2026 NYSGPT2525 LLC