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TCS+ Talk

Wednesday, November 4, 2020
10:00am to 11:00am
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Online Event
Forecasting Algorithms, Minimax Theorems, and Randomized Lower Bounds
Shalev Ben-David, Assistant Professor, University of Waterloo,

Abstract: I will present a new approach to randomized lower bounds, particularly in the setting where we wish to give a fine-grained analysis of randomized algorithms that achieve small bias. The approach is as follows: instead of considering ordinary randomized algorithms which give an output in {0,1} and may err, we switch models to look at "forecasting" randomized algorithms which output a confidence in [0,1] for whether they think the answer is 1. When scored by a proper scoring rule, the performance of the best forecasting algorithm is closely related to the bias of the best (ordinary) randomized algorithm, but is more amenable to analysis.

As an application, I'll present a new minimax theorem for randomized algorithms, which can be viewed as a strengthening of Yao's minimax theorem. Yao's minimax theorem guarantees the existence of a hard distribution for a function f such that solving f against this distribution (to a desired error level) is as hard as solving f in the worst case (to that same error level). However, the hard distribution provided by Yao's theorem depends on the chosen error level. Our minimax theorem removes this dependence, giving a distribution which certifies the hardness of f against all bias levels at once. In recent work, we used this minimax theorem to give a tight composition theorem for randomized query complexity.

Based on joint work with Eric Blais.

To watch the talk:

  • Watching the live stream. At the announced start time of the talk (or a minute before), a live video stream will be available on our "next talk" page. Simply connect to the page and enjoy the talk. No webcam or registration is needed. Questions and comments during the talk are welcome (text only, unfortunately); simply post a comment below the live video stream on YouTube.
  • Watching the recorded talk offline. The recorded talk will be made available shortly after the talk ends on our YouTube page. (Please leave a comment if you enjoyed it!)
For more information, please contact Bonnie Leung by email at [email protected].