The Kikuchi Hierarchy and Tensor PCA
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For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of algorithms that are increasingly powerful yet require increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (approximate message passing). Our level-ℓ algorithm can be thought of as a (linearized) message-passing algorithm that keeps track of ℓ-wise dependencies among the hidden variables. Specifically, our algorithms are spectral methods based on the Kikuchi Hessian matrix, which generalizes the well-studied Bethe Hessian matrix to the higher-order Kikuchi free energies. It is known that AMP, the flagship algorithm of statistical physics, has substantially worse performance than SOS for tensor PCA. In this work we `redeem' the statistical physics approach by showing that our hierarchy gives a polynomial-time algorithm matching the performance of SOS. Our hierarchy also yields a continuum of subexponential-time algorithms, and we prove that these achieve the same (conjecturally optimal) tradeoff between runtime and statistical power as SOS. Our results hold for even-order tensors, and we conjecture that they also hold for odd-order tensors. Our methods suggest a new avenue for systematically obtaining optimal algorithms for Bayesian inference problems, and our results constitute a step toward unifying the statistical physics and sum-of-squares approaches to algorithm design.
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