Title: Iterative Refinement for $\ell_p$-norm Regression,
Abstract: We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x}
\|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our
algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p
+ |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}})$ iterations, where each iteration
requires solving an $m \times m$ linear system, $m$ being the dimension of the
ambient space.
By maintaining an approximate inverse of the linear systems that we solve in
each iteration, we give algorithms for solving $\ell_{p}$-regression to $1 /
\text{poly}(n)$ accuracy that run in time $\tilde{O}_p(m^{\max\{\omega,
7/3\}}),$ where $\omega$ is the matrix multiplication constant. For the current
best value of $\omega > 2.37$, we can thus solve $\ell_{p}$ regression as fast
as $\ell_{2}$ regression, for all constant $p$ bounded away from $1.$
Our algorithms can be combined with fast graph Laplacian linear equation
solvers to give minimum $\ell_{p}$-norm flow / voltage solutions to $1 /
\text{poly}(n)$ accuracy on an undirected graph with $m$ edges in
$\tilde{O}_{p}(m^{1 + \frac{|p-2|}{2p + |p-2|}}) \le
\tilde{O}_{p}(m^{\frac{4}{3}})$ time.
For sparse graphs and for matrices with similar dimensions, our iteration
counts and running times improve on the $p$-norm regression algorithm by
[Bubeck-Cohen-Lee-Li STOC`18] and general-purpose convex optimization
algorithms. At the core of our algorithms is an iterative refinement scheme for
$\ell_{p}$-norms, using the smoothed $\ell_{p}$-norms introduced in the work of
Bubeck et al. Given an initial solution, we construct a problem that seeks to
minimize a quadratically-smoothed $\ell_{p}$ norm over a subspace, such that a
crude solution to this problem allows us to improve the initial solution by a
constant factor, leading to algorithms with fast convergence.