Clustering Mixture Models in Almost-Linear Time via List-Decodable Mean Estimation

TL;DR

This paper introduces nearly-linear time algorithms for list-decodable mean estimation and clustering mixtures of distributions, significantly improving runtime over previous methods while maintaining strong statistical guarantees.

Contribution

It presents the first almost-linear time algorithms for clustering mixtures of distributions, bypassing $k$-PCA, and introduces a new robust mean estimation method based on matrix multiplicative weights.

Findings

Achieved nearly-optimal statistical guarantees with $O(n^{1+ ext{epsilon}_0} d)$ runtime.

First runtime improvement for clustering mixtures of distributions in nearly two decades.

Developed a new robust mean estimation algorithm in the $ ext{alpha} o 1$ regime.

Abstract

We study the problem of list-decodable mean estimation, where an adversary can corrupt a majority of the dataset. Specifically, we are given a set $T$ of $n$ points in $\mathbb{R}^d$ and a parameter $0< \alpha <\frac 1 2$ such that an $\alpha$-fraction of the points in $T$ are i.i.d. samples from a well-behaved distribution $\mathcal{D}$ and the remaining $(1-\alpha)$-fraction are arbitrary. The goal is to output a small list of vectors, at least one of which is close to the mean of $\mathcal{D}$. We develop new algorithms for list-decodable mean estimation, achieving nearly-optimal statistical guarantees, with running time $O(n^{1 + \epsilon_0} d)$, for any fixed $\epsilon_0 > 0$. All prior algorithms for this problem had additional polynomial factors in $\frac 1 \alpha$. We leverage this result, together with additional techniques, to obtain the first almost-linear time algorithms for clustering mixtures of $k$ separated well-behaved distributions, nearly-matching the statistical guarantees of spectral methods. Prior clustering algorithms inherently relied on an application of $k$-PCA, thereby incurring runtimes of $\Omega(n d k)$. This marks the first runtime improvement for this basic statistical problem in nearly two decades. The starting point of our approach is a novel and simpler near-linear time robust mean estimation algorithm in the $\alpha \to 1$ regime, based on a one-shot matrix multiplicative weights-inspired potential decrease. We crucially leverage this new algorithmic framework in the context of the iterative multi-filtering technique of Diakonikolas et al. '18, '20, providing a method to simultaneously cluster and downsample points using one-dimensional projections -- thus, bypassing the $k$-PCA subroutines required by prior algorithms.