Emergent Mind

Robustly Learning any Clusterable Mixture of Gaussians

(2005.06417)
Published May 13, 2020 in cs.DS , cs.LG , math.ST , stat.ML , and stat.TH

Abstract

We study the efficient learnability of high-dimensional Gaussian mixtures in the outlier-robust setting, where a small constant fraction of the data is adversarially corrupted. We resolve the polynomial learnability of this problem when the components are pairwise separated in total variation distance. Specifically, we provide an algorithm that, for any constant number of components $k$, runs in polynomial time and learns the components of an $\epsilon$-corrupted $k$-mixture within information theoretically near-optimal error of $\tilde{O}(\epsilon)$, under the assumption that the overlap between any pair of components $Pi, Pj$ (i.e., the quantity $1-TV(Pi, Pj)$) is bounded by $\mathrm{poly}(\epsilon)$. Our separation condition is the qualitatively weakest assumption under which accurate clustering of the samples is possible. In particular, it allows for components with arbitrary covariances and for components with identical means, as long as their covariances differ sufficiently. Ours is the first polynomial time algorithm for this problem, even for $k=2$. Our algorithm follows the Sum-of-Squares based proofs to algorithms approach. Our main technical contribution is a new robust identifiability proof of clusters from a Gaussian mixture, which can be captured by the constant-degree Sum of Squares proof system. The key ingredients of this proof are a novel use of SoS-certifiable anti-concentration and a new characterization of pairs of Gaussians with small (dimension-independent) overlap in terms of their parameter distance.

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