Statistical Query Lower Bounds for Robust Estimation of High-Dimensional Gaussians and Gaussian Mixtures (Extended Abstract)

We describe a general technique that yields the first Statistical Query lower bounds for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning Gaussian mixture models (GMMs), and (2) robust (agnostic) learning of a single unknown Gaussian distribution. For each of these problems, we show a super-polynomial gap between the (information-theoretic) sample complexity and the computational complexity of any Statistical Query algorithm for the problem. Statistical Query (SQ) algorithms are a class of algorithms that are only allowed to query expectations of functions of the distribution rather than directly access samples. This class of algorithms is quite broad: a wide range of known algorithmic techniques in machine learning are known to be implementable using SQs. Moreover, for the unsupervised learning problems studied in this paper, all known algorithms with non-trivial performance guarantees are SQ or are easily implementable using SQs. Our SQ lower bound for Problem (1) is qualitatively matched by known learning algorithms for GMMs. At a conceptual level, this result implies that-as far as SQ algorithms are concerned-the computational complexity of learning GMMs is inherently exponential in the dimension of the latent space-even though there is no such information-theoretic barrier. Our lower bound for Problem (2) implies that the accuracy of the robust learning algorithm in [29] is essentially best possible among all polynomial-time SQ algorithms. On the positive side, we also give a new (SQ) learning algorithm for Problem (2) achieving the information-theoretically optimal accuracy, up to a constant factor, whose running time essentially matches our lower bound. Our algorithm relies on a filtering technique generalizing [29] that removes outliers based on higher-order tensors. Our SQ lower bounds are attained via a unified moment-matching technique that is useful in other contexts and may be of broader interest. Our technique yields nearly-tight lower bounds for a number of related unsupervised estimation problems. Specifically, for the problems of (3) robust covariance estimation in spectral norm, and (4) robust sparse mean estimation, we establish a quadratic statistical-computational tradeoff for SQ algorithms, matching known upper bounds. Finally, our technique can be used to obtain tight sample complexity lower bounds for high-dimensional testing problems. Specifically, for the classical problem of robustly testing an unknown mean (known covariance) Gaussian, our technique implies an information-theoretic sample lower bound that scales linearly in the dimension. Our sample lower bound matches the sample complexity of the corresponding robust learning problem and separates the sample complexity of robust testing from standard (non-robust) testing. This separation is surprising because such a gap does not exist for the corresponding learning problem.