Sparse Fourier Transform by traversing Cooley-Tukey FFT computation graphs
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Computing the dominant Fourier coefficients of a vector is a common task in many fields, such as signal processing, learning theory, and computational complexity. In the Sparse Fast Fourier Transform (Sparse FFT) problem, one is given oracle access to a d-dimensional vector x of size N, and is asked to compute the best k-term approximation of its Discrete Fourier Transform, quickly and using few samples of the input vector x. While the sample complexity of this problem is quite well understood, all previous approaches either suffer from an exponential dependence of runtime on the dimension d or can only tolerate a trivial amount of noise. This is in sharp contrast with the classical FFT algorithm of Cooley and Tukey, which is stable and completely insensitive to the dimension of the input vector: its runtime is O(Nlog N) in any dimension d. In this work, we introduce a new high-dimensional Sparse FFT toolkit and use it to obtain new algorithms, both on the exact, as well as in the case of bounded ℓ_2 noise. This toolkit includes i) a new strategy for exploring a pruned FFT computation tree that reduces the cost of filtering, ii) new structural properties of adaptive aliasing filters recently introduced by Kapralov, Velingker and Zandieh'SODA'19, and iii) a novel lazy estimation argument, suited to reducing the cost of estimation in FFT tree-traversal approaches. Our robust algorithm can be viewed as a highly optimized sparse, stable extension of the Cooley-Tukey FFT algorithm. Finally, we explain the barriers we have faced by proving a conditional quadratic lower bound on the running time of the well-studied non-equispaced Fourier transform problem. This resolves a natural and frequently asked question in computational Fourier transforms. Lastly, we provide a preliminary experimental evaluation comparing the runtime of our algorithm to FFTW and SFFT 2.0.
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