Sudakov-Fernique post-AMP, and a new proof of the local convexity of the TAP free energy

DOI10.1214/23-AOP1675arXiv2208.09550MaRDI QIDQ6408319FDOQ6408319

Authors: Michael Celentano 

Publication date: 19 August 2022

Abstract: In many problems in modern statistics and machine learning, it is often of interest to establish that a first order method on a non-convex risk function eventually enters a region of parameter space in which the risk is locally convex. We derive an asymptotic comparison inequality, which we call the Sudakov-Fernique post-AMP inequality, which, in a certain class of problems involving a GOE matrix, is able to probe properties of an optimization landscape locally around the iterates of an approximate message passing (AMP) algorithm. As an example of its use, we provide a new, and arguably simpler, proof of some of the results of Celentano et al. (2021), which establishes that the so-called TAP free energy in the $mathbb{Z}_2$-synchronization problem is locally convex in the region to which AMP converges. We further prove a conjecture of El Alaoui et al. (2022) involving the local convexity of a related but distinct TAP free energy, which, as a consequence, confirms that their algorithm efficiently samples from the Sherrington-Kirkpatrick Gibbs measure throughout the "easy" regime.

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Mathematics Subject Classification ID

Gaussian processes (60G15) Estimation in multivariate analysis (62H12) Geometric probability and stochastic geometry (60D05)

Cited In (1)

• Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization

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