Paper ID: 2204.07879

Polynomial-time Sparse Measure Recovery: From Mean Field Theory to Algorithm Design

Hadi Daneshmand, Francis Bach

Mean field theory has provided theoretical insights into various algorithms by letting the problem size tend to infinity. We argue that the applications of mean-field theory go beyond theoretical insights as it can inspire the design of practical algorithms. Leveraging mean-field analyses in physics, we propose a novel algorithm for sparse measure recovery. For sparse measures over $\mathbb{R}$, we propose a polynomial-time recovery method from Fourier moments that improves upon convex relaxation methods in a specific parameter regime; then, we demonstrate the application of our results for the optimization of particular two-dimensional, single-layer neural networks in realizable settings.

Submitted: Apr 16, 2022