# CS 294 Lecture 14: ARV Analysis, Part 3

In which we complete the analysis of the ARV rounding algorithm

We are finally going to complete the analysis of the Arora-Rao-Vazirani rounding algorithm, which rounds a Semidefinite Programming solution of a relaxation of sparsest cut into an actual cut, with an approximation ratio ${O(\sqrt {\log |V|})}$.

In previous lectures, we reduced the analysis of the algorithm to the following claim.

Lemma 1 Let ${d(\cdot, \cdot)}$ be a semi-metric over a set ${C}$ such that ${d(u,v) \leq 1}$ for all ${u,v \in C}$, let ${\{ {\bf x}_v \}_{v \in C}}$ be a collection of vectors in ${{\mathbb R}^m}$, such that ${d(i,j) := ||{\bf x}_u - {\bf x}_v ||^2}$ is a semimetric, let ${{\bf g}}$ be a random Gaussian vector in ${{\mathbb R}^m}$, define ${Y_v := \langle {\bf g}, {\bf x}_v \rangle}$, and suppose that, for every ${{\bf g}}$, we can define a set of disjoint pairs ${M_{\bf g}}$ such that, with probability 1 over ${{\bf g}}$,

$\displaystyle \forall \{ u,v \} \in M_{\bf g}. \ | Y_u - Y_v | \geq \sigma \ \wedge \ d(u,v) \leq \ell$

and

$\displaystyle \forall u\in C. \ \mathop{\mathbb P} [ \exists v. \{ u,v\} \in M_{\bf g} ] \geq \epsilon$

Then

$\displaystyle \ell \geq \Omega_{\epsilon, \sigma} \left( \frac 1 {\sqrt{\log |C|}} \right)$

1. An Inductive Proof that Gives a Weaker Result

In this section we will prove a weaker lower bound on ${\ell}$, of the order of ${\frac 1 {(\log |C|)^{\frac 23}}}$. We will then show how to modify the proof to obtain the tight result.

We begin will the following definitions. We define the ball or radius ${r}$ centered at ${u}$ as

$\displaystyle B(u,r) := \{ v \in C. \ d(u,v) \leq r \}$

We say that a point ${u\in C}$ has the ${(p,r,\delta)}$-Large-Projection-Property, or that it is ${(p,r,\delta)}$-LPP if

$\displaystyle \mathop{\mathbb P} \left [ \max_{v \in B(u,r)} Y_v - Y_u \geq p \right] \geq \delta$

Lemma 2 Under the assumptions of Lemma 1, there is a constant ${c_4 >0}$ (that depends only on ${\epsilon}$ and ${\sigma}$) such that for all ${t \leq c_4 \cdot \frac 1 {\sqrt \ell}}$, at least ${\left( \frac \epsilon 8 \right)^{t} \cdot |C|}$ elements of ${C}$ have the ${\left( t \frac \sigma 2 , t \ell, 1- \frac \epsilon 4 \right)}$ Large Projection Property.

Proof: We will prove the Lemma by induction on ${t}$. We call ${C_t}$ the set of elements of ${C}$ that are ${\left( t \frac \sigma 2 , t \ell, 1- \frac \epsilon 4 \right)}$-LPP

Let ${M'_{\bf g}}$ be the set of ordered pairs ${(u,v)}$ such that ${\{ u,v\} \in M_{\bf g}}$ and ${Y_v > Y_u}$, and hence ${Y_v - Y_u \geq \sigma}$. Because ${{\bf g}}$ and ${-{\bf g}}$ have the same distribution, we have that, for every ${u\in C}$, there is probability ${\geq \epsilon /2}$ that there is a ${v\in C}$ such that ${(v,u) \in M'_{\bf g}}$ (a fact that we will use in the inductive step).

For the base case ${t=0}$ there is nothing to prove.

For the inductive case, define the function ${F: C_t \rightarrow C}$ (which will be a random variable dependent on ${{\bf g}}$) such that ${F(v)}$ is the lexicographically smallest ${w \in B(v, t \ell) }$ such that ${Y_w- Y_v \geq \sigma}$ if such a ${w}$ exists, and ${F(v) = \bot}$ otherwise. The definition of ${C_t}$ is that ${\mathop{\mathbb P} [ F(v) \neq \bot] \geq 1-\epsilon/4}$ for every ${v\in C_t}$, and the inductive assumption is that ${|C_t| \geq |C| \cdot (\epsilon/8)^{t}}$ .

By a union bound, for every ${v\in C_t}$, there is probability at least ${\epsilon/4}$ that there is an ${u\in C}$ such that ${(u,v) \in M'_{\bf g}}$ and ${F(v)= w \neq \bot}$. In this case, we will define ${F'(u) = w}$, otherwise ${F'(u) = \bot}$.

Note that the above definition is consistent, because ${M'_{\bf g}}$ is a set of disjoint pairs, so for every ${u}$ there is at most one ${v}$ that could be used to define ${F'(u)}$. We also note that, if ${F'(u) = w \neq \bot}$, then

$\displaystyle Y_w - Y_u \geq t \cdot \frac \sigma 2 + \sigma \ ,$

$\displaystyle d(u,w) \leq (t+1) \cdot \ell$

and

$\displaystyle \sum_{u \in C} \mathop{\mathbb P} [ F'(u) \neq \bot] = \sum_{v \in C_t} [ F(v) \neq \bot \wedge \exists u. (u,v) \in M'_{\bf g}] \geq |C_t| \cdot \frac {\epsilon}4$

Now we can use another averaging argument to say that there have to be at least ${|C_t|\cdot \frac{\epsilon}8}$ elements ${u}$ of ${C}$ such that

$\displaystyle \mathop{\mathbb P} [ F'(u) \neq \bot] \geq \frac {\epsilon}8 \cdot \frac {|C_t|}{|C|} \geq \left( \frac \epsilon 8 \right) ^{t+1}$

Let us call ${C_{t+1}}$ the set of such element. As required, ${|C_{t+1}| \geq |C| \cdot (\epsilon/8)^{t+1}}$.

By applying concentration of measure, the fact that, for every ${u\in C_{t+1}}$ we have

$\displaystyle \mathop{\mathbb P} \left[ \max_{w \in B(u, (t+1) \cdot \ell)} Y_w - Y_u \geq (t+1) \frac \sigma 2 + \frac \sigma 2 \right ] \geq \left( \frac {\epsilon} 8 \right)^{t+1}$

implies that, for every ${u\in C_{t+1}}$

$\displaystyle \mathop{\mathbb P} \left[\max_{w \in B(u, (t+1) \cdot \ell)} Y_w - Y_u \geq (t+1) \frac \sigma 2 + \frac \sigma 2 - c_3 \sqrt{ \log \frac {4\cdot 8^{t+1}}{\epsilon^{t+2}}} \sqrt{(t+1) \cdot \ell} \right ] \geq 1 -\frac {\epsilon} 4$

and the inductive step is proved, provided

$\displaystyle \frac \sigma 2 \geq c_3 \sqrt{ (t+2) \cdot \log \frac 8\epsilon } \sqrt{(t+1) \cdot \ell}$

which is true when

$\displaystyle t+2 \leq \frac{\sigma}{2c_3 \sqrt {\log 8/\epsilon} } \cdot \frac 1 {\sqrt \ell}$

which proves the lemma if we choose ${c_4}$ appropriately. $\Box$

Applying the previous lemma with ${t = c_4 /\sqrt {\ell}}$, we have that, with probability ${\Omega(1)}$, there is a pair ${u,v}$ in ${C}$ such that

$\displaystyle Y_v- Y_u \geq \Omega( 1/\sqrt{\ell} )$

and

$\displaystyle d(u,v) \leq O( \sqrt \ell)$

but we also know that, with ${1-o(1)}$ probability, for all pairs ${u,v}$ in ${C}$,

$\displaystyle | Y_v - Y_u|^2 \leq O(\log |C|) \cdot d(i,j)$

and so

$\displaystyle \frac 1 \ell \leq O(\log |C|) \sqrt{\ell}$

implying

$\displaystyle \ell \geq \Omega \left( \frac 1 {(\log |C|)^{2/3} } \right)$

2. The Tight Bound

In the result proved in the previous section, we need ${\frac \sigma 2 }$, which is a constant, to be bigger than the loss incurred in the application of concentration of measure, which is of the order of ${t \sqrt \ell}$. A factor of ${\sqrt {t \ell}}$ simply comes from the distances between the points that we are considering; an additional factor of ${\sqrt t}$ comes from the fact that we need to push up the probability from a bound that is exponentially small in ${t}$.

The reason for such a poor probability bound is the averaging argument: each element of ${C_t}$ has probability ${\Omega(1)}$ of being the “middle point” of the construction, so that the sum over the elements ${u}$ of ${C}$ of the probability that ${u}$ has ${F'(u) \neq \bot}$ adds up to ${\Omega (|C_t|)}$; such overall probability, however, could be spread out over all of ${C}$, with each element of ${C}$ getting a very low probability of the order of ${|C_t|/|C|}$, which is exponentially small in ${t}$.

Not all elements of ${C}$, however, can be a ${u}$ for which ${F'(u) \neq \bot}$; this is only possible for elements ${u}$ that are within distance ${\ell}$ from ${C_t}$. If the set ${\Gamma_{\ell} (C_t) := \{ u : \exists v \in C_t : d(u,v) \leq \ell \}}$ has cardinality of the same order of ${C_t}$, then we only lose a constant factor in the probability, and we do not pay the extra ${\sqrt t}$ term in the application of concentration of measure. But what do we do if ${\Gamma_{\ell} (C_t)}$ is much bigger than ${C_t}$? In that case we may replace ${C_t}$ and ${\Gamma_\ell (C_t)}$ and have similar properties.

Lemma 3 Under the assumptions of Lemma 1, if ${S\subseteq C}$ is a set of points such that for every ${v \in S}$

$\displaystyle \mathop{\mathbb P} \left[ \max_{w \in B(v, d)} Y_w - Y_v \geq p \right ] \geq \epsilon$

then, for every distance ${D}$, every ${k>0}$, and every ${u \in \Gamma_D(S)}$

$\displaystyle \mathop{\mathbb P} \left[ \max _{w \in B(u, d+D)} Y_w - Y_u \geq p - \sqrt D \cdot k \right ] \geq \epsilon - e^{-k^2/2}$

That is, if all the elements of ${S}$ are ${(p,d,\epsilon)}$-LPP, then all the elements of ${\Gamma_D(S)}$ are ${(p - k \sqrt{D}, d+D, \epsilon - e^{-k^2/2})}$-LPP.

Proof: If ${u\in \Gamma_D(S)}$, then there is ${v\in S}$ such that ${d(u,v) \leq D}$, and, with probability ${1-e^{-k^2/2}}$ we have ${Y_u - Y_v \leq \sqrt D \cdot k}$. The claim follows from a union bound. $\Box$

Lemma 4 Under the assumptions of Lemma 1, there is a constant ${c_5 >0}$ (that depends only on ${\epsilon}$ and ${\sigma}$) such that for all ${t \leq c_5 \cdot \frac 1 {\ell}}$, there is a set ${C_t \subseteq C}$ such that ${|C_t | \geq |C| \cdot(\epsilon/8) ^{t}}$, every element of ${C_t}$ is ${\left( t \cdot \frac \sigma 4, \left(2t+\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right) \cdot \ell , 1 - \frac \epsilon 4 \right)}$-LPP, and

$\displaystyle | \Gamma_\ell (C_t) | \leq \frac 8 \epsilon |C_t|$

Proof: The base case ${t=0}$ is proved by setting ${C_0 = C}$.

For the inductive step, we define ${F(\cdot)}$ and ${F'(\cdot)}$ as in the proof of Lemma 2. We have that if ${F'(u) = w \neq \bot}$, then

$\displaystyle Y_w - Y_u \geq t \cdot \frac \sigma 4 + \sigma \ ,$

$\displaystyle d(u,w) \leq \left(2t+\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right)\cdot \ell + \ell \ ,$

and

$\displaystyle \sum_{u \in C} \mathop{\mathbb P} [ F'(u) \neq \bot] = \sum_{v \in C_t} [ F(v) \neq \bot \wedge \exists u. (u,v) \in M'_{\bf g}] \geq |C_t| \cdot \frac {\epsilon}4$

Now we can use another averaging argument to say that there have to be at least ${|C_t|\cdot \frac{\epsilon}8}$ elements ${u}$ of ${C}$ such that

$\displaystyle \mathop{\mathbb P} [ F'(u) \neq \bot] \geq \frac {\epsilon}8 \cdot \frac {|C_t|}{|\Gamma_\ell(C_t)|} \geq \left( \frac {\epsilon^2} {64} \right)$

Let us call ${C^{(0)}_{t+1}}$ the set of such elements.

Define ${C^{(1)}_{t+1} := \Gamma_\ell (C^{(0)}_{t+1})}$, ${C^{(2)}_{t+1} := \Gamma_\ell (C^{(1)}_{t+1})}$, and so on, and let ${k}$ be the first time such that ${| C^{(k+1)}_{t+1} | \leq \frac 8 \epsilon |C^{(k)}_{t+1}|}$. We will define ${C_{t+1} := C^{(k)}_{t+1}}$. Note that

$\displaystyle |C_{t+1} | \geq \left( \frac 8 \epsilon \right)^k \cdot |C^{(0)} _{t+1} | \geq \left( \frac 8 \epsilon \right)^{k-1} \cdot |C_t| \geq \left( \frac 8 \epsilon \right)^{k-1 - t} |C|$

which implies that ${k \leq t+1}$. We have ${|C_{t+1}| \geq |C^{(0)}_{t+1}| \geq \frac \epsilon 8 |C_t|}$ so we satisfy the inductive claim about the size of ${C_t}$. Regarding the other properties, we note that ${C_{t+1} \subseteq \Gamma_{k\ell} (C^{(0)}_{t+1})}$, and that every element of ${C^{(0)}_{t+1}}$ is

$\displaystyle \left( t \frac \sigma 4 + \sigma, \left(2t+ 1 +\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right)\cdot \ell , \frac {\epsilon^2}{64} \right) - {\rm LPP}$

so we also have that every element of ${C_{t+1}}$ is

$\displaystyle \left( t \frac \sigma 4 + \frac \sigma 2, \left(2t+ 1 + k +\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right) \cdot \ell , \frac {\epsilon^2}{128} \right)-{\rm LPP}$

provided

$\displaystyle \frac \sigma 2 \geq \sqrt { 2 \log \frac{128}{\epsilon^2}} \cdot k \ell$

which we can satisfy with an appropriate choice of ${c_4}$, recalling that ${k \leq t+1}$.

Then we apply concentration of measure to deduce that every element of ${C_{t+1}}$ is

$\displaystyle \left( t \frac \sigma 4 +\frac \sigma 4, \left(2t+ 1 + k +\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right) \cdot \ell , 1 - \frac \epsilon 4 \right)-{\rm LPP}$

provided that

$\displaystyle \frac \sigma 4 \geq c_3 \sqrt { \log \frac{512}{\epsilon^3}} \cdot \left(2t+ 1 + k +\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \right) \cdot \ell$

which we can again satisfy with an appropriate choice of ${c_4}$, because ${k \leq t+1}$ and ${\log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} }$ is smaller than or equal to zero.

Finally,

$\displaystyle 2t+ 1 + k + \log_{\frac 8 \epsilon} \frac {|C_t|}{|C|} \leq 2t +2 + \log_{\frac 8 \epsilon} \frac {|C_{t+1}|}{|C|}$

because, as we established above,

$\displaystyle |C_{t+1}| \geq \left( \frac 8{\epsilon} \right)^{k-1} |C_t|$

$\Box$

By applying Lemma 4 with ${t = \Omega(1/\ell)}$, we find that there is ${\Omega(1)}$ probability that there are ${u,v}$ in ${C}$ such that

$\displaystyle Y_j - Y_i \geq \Omega(1/\ell)$

$\displaystyle d(i,j) \leq 1$

$\displaystyle |Y_i - Y_j|^2 \leq O(\log n) \cdot d(i,j)$

which, together, imply

$\displaystyle \ell \geq \Omega \left( \frac 1 {\sqrt{ \log n}} \right)$