Related papers: Algorithmic Thresholds in Mean Field Spin Glasses
We consider the Hamiltonians of mean-field spin glasses, which are certain random functions $H_N$ defined on high-dimensional cubes or spheres in $\mathbb R^N$. The asymptotic maximum values of these functions were famously obtained by…
Approximate Message Passing (AMP) is a class of iterative algorithms that have found applications in many problems in high-dimensional statistics and machine learning. In its general form, AMP can be formulated as an iterative procedure…
This paper develops approximate message passing algorithms to optimize multi-species spherical spin glasses. We first show how to efficiently achieve the algorithmic threshold energy identified in our companion work, thus confirming that…
We study the problem of algorithmically optimizing the Hamiltonian $H_N$ of a spherical or Ising mixed $p$-spin glass. The maximum asymptotic value $\mathsf{OPT}$ of $H_N/N$ is characterized by a variational principle known as the Parisi…
Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…
Mean-field spin glasses are families of random energy functions (Hamiltonians) on high-dimensional product spaces. In this paper we consider the case of Ising mixed $p$-spin models, namely Hamiltonians $H_N:\Sigma_N\to {\mathbb R}$ on the…
We study the high-temperature regime of a mean-field spin glass model whose couplings matrix is orthogonally invariant in law. The magnetization of this model is conjectured to satisfy a system of TAP equations, originally derived by Parisi…
We use heuristic optimization methods in extensive computations to determine with low systematic error ground state configurations of the mean-field $p$-spin glass model with $p=3$. Here, all possible triplets in a system of $N$ Ising spins…
A generalization of the Sherrington-Kirkpatrick (SK) model for spin glasses is considered, in which the interaction matrix is endowed with a variance profile that has no particular structure an may be sparse. In the first part of this…
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…
Spin-glass systems are universal models for representing many-body phenomena in statistical physics and computer science. High quality solutions of NP-hard combinatorial optimization problems can be encoded into low energy states of…
Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…
We study efficient optimization of the Hamiltonians of multi-species spherical spin glasses. Our results characterize the maximum value attained by algorithms that are suitably Lipschitz with respect to the disorder through a variational…
It is a folklore belief in the theory of spin glasses and disordered systems that out-of-equilibrium dynamics fail to find stable local optima exhibiting e.g. local strict convexity on physical time-scales. In the context of the…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
Universality, namely distributional invariance, is a well-known property for many random structures. For example, it is known to hold for a broad range of variational problems with random input. Much less is known about the algorithmic…
Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the…
Let ${\boldsymbol A}\in{\mathbb R}^{n\times n}$ be a symmetric random matrix with independent and identically distributed Gaussian entries above the diagonal. We consider the problem of maximizing $\langle{\boldsymbol \sigma},{\boldsymbol…
Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…
Obtaining the low-energy configurations of spin glasses that have rugged energy landscapes is of direct relevance to combinatorial optimization and fundamental science. Search-based heuristics have difficulty with this task due to the…