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Non-Gaussian Component Analysis (NGCA) is the statistical task of finding a non-Gaussian direction in a high-dimensional dataset. Specifically, given i.i.d.\ samples from a distribution $P^A_{v}$ on $\mathbb{R}^n$ that behaves like a known…

Machine Learning · Computer Science 2024-10-30 Ilias Diakonikolas , Sushrut Karmalkar , Shuo Pang , Aaron Potechin

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We consider the well-studied problem of learning intersections of halfspaces under the Gaussian distribution in the challenging \emph{agnostic learning} model. Recent work of Diakonikolas et al. (2021) shows that any Statistical Query (SQ)…

Machine Learning · Computer Science 2022-02-11 Daniel Hsu , Clayton Sanford , Rocco Servedio , Emmanouil-Vasileios Vlatakis-Gkaragkounis

The problem of Non-Gaussian Component Analysis (NGCA) is about finding a maximal low-dimensional subspace $E$ in $\mathbb{R}^n$ so that data points projected onto $E$ follow a non-gaussian distribution. Although this is an appropriate model…

Machine Learning · Computer Science 2017-04-05 Yan Shuo Tan , Roman Vershynin

Non-Gaussian Component Analysis (NGCA) is the following distribution learning problem: Given i.i.d. samples from a distribution on $\mathbb{R}^d$ that is non-gaussian in a hidden direction $v$ and an independent standard Gaussian in the…

Data Structures and Algorithms · Computer Science 2021-12-17 Ilias Diakonikolas , Daniel M. Kane

This work studies information-computation gaps for statistical problems. A common approach for providing evidence of such gaps is to show sample complexity lower bounds (that are stronger than the information-theoretic optimum) against…

Data Structures and Algorithms · Computer Science 2025-11-25 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu , Thanasis Pittas

We study the complexity of smoothed agnostic learning, recently introduced by~\cite{CKKMS24}, in which the learner competes with the best classifier in a target class under slight Gaussian perturbations of the inputs. Specifically, we focus…

Machine Learning · Computer Science 2026-02-25 Ilias Diakonikolas , Daniel M. Kane

In the Tensor PCA problem introduced by Richard and Montanari (2014), one is given a dataset consisting of $n$ samples $\mathbf{T}_{1:n}$ of i.i.d. Gaussian tensors of order $k$ with the promise that $\mathbb{E}\mathbf{T}_1$ is a rank-1…

Statistics Theory · Mathematics 2021-02-16 Rishabh Dudeja , Daniel Hsu

Non-Gaussian component analysis (NGCA) is a problem in multidimensional data analysis which, since its formulation in 2006, has attracted considerable attention in statistics and machine learning. In this problem, we have a random variable…

Machine Learning · Computer Science 2019-07-25 Navin Goyal , Abhishek Shetty

We study the problem of estimating the mean of an identity covariance Gaussian in the truncated setting, in the regime when the truncation set comes from a low-complexity family $\mathcal{C}$ of sets. Specifically, for a fixed but unknown…

Data Structures and Algorithms · Computer Science 2024-03-05 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

We study the complexity of learning mixtures of separated Gaussians with common unknown bounded covariance matrix. Specifically, we focus on learning Gaussian mixture models (GMMs) on $\mathbb{R}^d$ of the form $P= \sum_{i=1}^k w_i…

Machine Learning · Computer Science 2023-06-23 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…

Statistics Theory · Mathematics 2025-10-09 Mengqi Lou , Guy Bresler , Ashwin Pananjady

We study the problem of learning mixtures of linear classifiers under Gaussian covariates. Given sample access to a mixture of $r$ distributions on $\mathbb{R}^n$ of the form $(\mathbf{x},y_{\ell})$, $\ell\in [r]$, where…

Machine Learning · Computer Science 2023-10-19 Ilias Diakonikolas , Daniel M. Kane , Yuxin Sun

Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation.…

Machine Learning · Statistics 2016-01-29 Hiroaki Sasaki , Gang Niu , Masashi Sugiyama

Non-Gaussian component analysis (NGCA) is an unsupervised linear dimension reduction method that extracts low-dimensional non-Gaussian "signals" from high-dimensional data contaminated with Gaussian noise. NGCA can be regarded as a…

Machine Learning · Statistics 2017-05-25 Hiroaki Shiino , Hiroaki Sasaki , Gang Niu , Masashi Sugiyama

Non-gaussian component analysis (NGCA) introduced in offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way.…

Statistics Theory · Mathematics 2009-04-24 Elmar Diederichs , Anatoli Juditsky , Vladimir Spokoiny , Christof Schuette

Bandeira et al. (2022) introduced the Franz-Parisi (FP) criterion for characterizing the computational hard phases in statistical detection problems. The FP criterion, based on an annealed version of the celebrated Franz-Parisi potential…

Statistics Theory · Mathematics 2025-06-09 Siyu Chen , Theodor Misiakiewicz , Ilias Zadik , Peiyuan Zhang

We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…

Data Structures and Algorithms · Computer Science 2022-06-10 Ilias Diakonikolas , Daniel M. Kane , Yuxin Sun

We study the fundamental problems of agnostically learning halfspaces and ReLUs under Gaussian marginals. In the former problem, given labeled examples $(\mathbf{x}, y)$ from an unknown distribution on $\mathbb{R}^d \times \{ \pm 1\}$,…

Machine Learning · Computer Science 2020-06-30 Ilias Diakonikolas , Daniel M. Kane , Nikos Zarifis

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis
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