Inference in High-Dimensional Linear Regression via Lattice Basis Reduction and Integer Relation Detection

Abstract: We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta<sup>*\in\mathbb{R}<sup>p$ from its linear measurements, using a small number $n$ of samples. Unlike most of the literature, we make no sparsity assumption on $\beta<sup>*$, but instead adopt a different regularization: In the noiseless setting, we assume $\beta<sup>*$ consists of entries, which are either rational numbers with a common denominator $Q\in\mathbb{Z}<sup>+$ (referred to as $Q$-rationality); or irrational numbers supported on a rationally independent set of bounded cardinality, known to learner; collectively called as the mixed-support assumption. Using a novel combination of the PSLQ integer relation detection, and LLL lattice basis reduction algorithms, we propose a polynomial-time algorithm which provably recovers a $\beta<sup>*\in\mathbb{R}<sup>p$ enjoying the mixed-support assumption, from its linear measurements $Y=X\beta<sup>*\in\mathbb{R}<sup>n$ for a large class of distributions for the random entries of $X$, even with one measurement $(n=1)$. In the noisy setting, we propose a polynomial-time, lattice-based algorithm, which recovers a $\beta<sup>*\in\mathbb{R}<sup>p$ enjoying $Q$-rationality, from its noisy measurements $Y=X\beta<sup>*+W\in\mathbb{R}<sup>n$, even with a single sample $(n=1)$. We further establish for large $Q$, and normal noise, this algorithm tolerates information-theoretically optimal level of noise. We then apply these ideas to develop a polynomial-time, single-sample algorithm for the phase retrieval problem. Our methods address the single-sample $(n=1)$ regime, where the sparsity-based methods such as LASSO and Basis Pursuit are known to fail. Furthermore, our results also reveal an algorithmic connection between the high-dimensional linear regression problem, and the integer relation detection, randomized subset-sum, and shortest vector problems.