Abstract

We study the computational cost of recovering a unit-norm sparse principal component $$x \in \mathbb {R}^n$$ planted in a random matrix, in either the Wigner or Wishart spiked model (observing either $$W + \lambda xx^\top $$ with W drawn from the Gaussian orthogonal ensemble, or N independent samples from $$\mathcal {N}(0, I_n + \beta xx^\top )$$ , respectively). Prior work has shown that when the signal-to-noise ratio ( $$\lambda $$ or $$\beta \sqrt{N/n}$$ , respectively) is a small constant and the fraction of nonzero entries in the planted vector is $$\Vert x\Vert _0 / n = \rho $$ , it is possible to recover x in polynomial time if $$\rho \lesssim 1/\sqrt{n}$$ . While it is possible to recover x in exponential time under the weaker condition $$\rho \ll 1$$ , it is believed that polynomial-time recovery is impossible unless $$\rho \lesssim 1/\sqrt{n}$$ . We investigate the precise amount of time required for recovery in the “possible but hard” regime $$1/\sqrt{n} \ll \rho \ll 1$$ by exploring the power of subexponential-time algorithms, i.e., algorithms running in time $$\exp (n^\delta )$$ for some constant $$\delta \in (0,1)$$ . For any $$1/\sqrt{n} \ll \rho \ll 1$$ , we give a recovery algorithm with runtime roughly $$\exp (\rho ^2 n)$$ , demonstrating a smooth tradeoff between sparsity and runtime. Our family of algorithms interpolates smoothly between two existing algorithms: the polynomial-time diagonal thresholding algorithm and the $$\exp (\rho n)$$ -time exhaustive search algorithm. Furthermore, by analyzing the low-degree likelihood ratio, we give rigorous evidence suggesting that the tradeoff achieved by our algorithms is optimal.

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