Discovering Discrete Structures using SDP Relaxation: Hidden Integrality, Statistical Optimality and Semirandom Robustness
Understanding discrete structures of data has been an important and ongoing effort in the communities of machine learning, optimization and statistics. We will introduce the problem under a wide range of generative models, including the well-known Stochastic Block Model and Gaussian Mixture Model. After discussing several popular algorithms, we will present an algorithm based on semidefinite programming (SDP) relaxation. We show that despite being a relaxation, this algorithm achieves an optimal (or nearly optimal) error rate in terms of distance to the target solution, and that this result is enabled by a surprising connection with an Oracle integer program. Moreover, this algorithm is robust under the so-called semirandom model, a property many algorithms lack.