diff --git a/approx_alg.tex b/approx_alg.tex index 2378251..2ccb738 100644 --- a/approx_alg.tex +++ b/approx_alg.tex @@ -1,3 +1,29 @@ %root: main.tex \section{$1 \pm \epsilon$ Approximation Algorithm} -\AH{There are things in the poly write up for this section which \textit{I am not exactly sure on how to verify as of yet}, and with Atri being gone this week, I may not be able to verify everything, so my approach will be to \LaTeX this section up, and {\Large \bf leave notes for things that need to be verified.}} \ No newline at end of file +\begin{Lemma}\label{lem:approx-alg} +For any query polynomial $\poly(X_1,\ldots, X_n)$, an approximation of $\rpoly(\prob_1,\ldots, \prob_n)$ can be computed in $O\left(|\poly|\cdot k \frac{\log\frac{1}{\conf}}{\error^2}\right)$, within $1 \pm \error$ multiplicative error with probability $\geq 1 - \conf$, where $k$ denotes the product width of $\poly$. +\end{Lemma} + +\begin{proof}[Proof of Lemma \ref{lem:approx-alg}] +Assume a set of $\samplesize$ random variables $\vct{\randvar}$, where $\randvar_i \sim \unidist{\coeffset}$, such that $\coeffset = \{\coeffitem{1},\ldots, \coeffitem{\setsize}\}$, where $\coeffitem{i}$ is the value of the $i^{th}$ monomial term in $\rpoly(\prob_1,\ldots, \prob_n)$, with $c_i$ being the coefficient, and $\distinctvars$ being the number of distinct variables appearing in the $i^{th}$ monomial of $\poly$. + +Given random variable $\randvar_1$, it is the case that $\expct\pbox{\randvar_1} = \sum_{i = 1}^{\setsize}\frac{\coeffitem{i}}{\setsize} = \ave{\coeffset}$. Let $\hoeffest = \frac{1}{\samplesize}\sum_{i = 1}^{\samplesize}\randvar_i$, and then it is true that + +\[\expct\pbox{\hoeffest} = \expct\pbox{ \frac{1}{\samplesize}\sum_{i = 1}^{\samplesize}\randvar_i} = \frac{1}{\samplesize}\sum_{i = 1}^{\samplesize}\expct\pbox{\randvar_i} = \frac{1}{\samplesize}\sum_{i = 1}^{\samplesize}\frac{1}{\setsize}\sum_{j = 1}^{\setsize}\coeffitem{j} = \ave{\coeffset}.\] + +Denote $\hoeffestsum = \hoeffest \cdot \setsize$ and $\setsum = \ave{\coeffset} \cdot \setsize$. + +Given the range $[a, b]$ for every $\randvar_i$ in $\vct{\randvar}$, by Hoeffding, it is true that $Pr\pbox{| \hoeffestsum - \setsum | \geq \error\setsize} \leq 2\exp{-\frac{2\samplesize^2\setsize^2\error^2}{\sum_{i = 1}^{\samplesize}\left(b_i - a_i\right)^2}} \leq \conf$. + +Solving for the number of samples $\samplesize$ we get +\begin{align} +&\conf \geq 2\exp{-\frac{2\samplesize^2\setsize^2\error^2}{\sum_{i = 1}^{\samplesize}\left(b_i - a_i\right)^2}}\nonumber\\ +&\frac{\conf}{2} \geq \exp{-\frac{2\samplesize^2\setsize^2\error^2}{\sum_{i = 1}^{\samplesize}\left(b_i - a_i\right)^2}}\nonumber\\ +&\frac{2}{\conf} \leq \exp{\frac{2\samplesize^2\setsize^2\error^2}{\sum_{i = 1}^{\samplesize}\left(b_i - a_i\right)^2}}\nonumber\\ +&\log{\frac{2}{\conf}} \leq \frac{2\samplesize^2\setsize^2\error^2}{\sum_{i = 1}^{\samplesize}\left(b_i - a_i\right)^2}\nonumber\\ +&\log{\frac{2}{\conf}} \leq \frac{2\samplesize\setsize^2\error^2}{\left(b_i - a_i\right)^2}\nonumber\\ +&\frac{\log{\frac{2}{\conf}}\left(b - a\right)^2}{2\setsize^2\error^2} \leq \samplesize.\nonumber +\end{align} + +Let us now show a sampling scheme which can run in $O\left(|\poly|\cdot k\right)$ per sample. +\end{proof} \ No newline at end of file diff --git a/macros.tex b/macros.tex index 0750b57..834ad92 100644 --- a/macros.tex +++ b/macros.tex @@ -29,6 +29,21 @@ \newcommand{\mtrix}[1]{M_{#1}} \newcommand{\dtrm}[1]{Det\left(#1\right)} +%Approx Alg +\newcommand{\randvar}{Y} +\newcommand{\coeffset}{S} +\newcommand{\distinctvars}{d} +\newcommand{\coeffitem}[1]{c_{#1}\cdot\prob^{\distinctvars_{#1}}} +\newcommand{\unidist}[1]{Uniform\left(#1\right)} +\newcommand{\samplesize}{N} +\newcommand{\setsize}{m} +\newcommand{\hoeffest}{\overline{\randvar}} +\newcommand{\setsum}{SUM} +\newcommand{\ave}[1]{AVE(#1)} +\newcommand{\hoeffestsum}{EST_{\setsum}} +\newcommand{\error}{\epsilon} +\newcommand{\conf}{\delta} + %PDBs \newcommand{\ti}{TIDB}