We study the verification problem in distributed networks, stated as follows. Let H be a subgraph of a network G where each vertex of G knows which edges incident on it are in H. We would like to verify whether H has some properties, e.g., if it is a tree or if it is connected (every node knows in the end of the process whether H has the specified property or not). We would like to perform this verification in a decentralized fashion via a distributed algorithm. The time complexity of verification is measured as the number of rounds of distributed communication.

In this paper we initiate a systematic study of distributed verification, and give almost tight lower bounds on the running time of distributed verification algorithms for many fundamental problems such as connectivity, spanning connected subgraph, and s-t cut verification.

We then show applications of these results in deriving strong unconditional time lower bounds on the hardness of distributed approximation for many classical optimization problems including minimum spanning tree, shortest paths, and minimum cut.

Many of these results are the first non-trivial lower bounds for both exact and approximate distributed computation and they resolve previous open questions. Moreover, our unconditional lower bound of approximating minimum spanning tree (MST) subsumes and improves upon the previous hardness of approximation bound of Elkin [STOC 2004] as well as the lower bound for (exact) MST computation of Peleg and Rubinovich [FOCS 1999]. Our result implies that there can be no distributed approximation algorithm for MST that is significantly faster than the current exact algorithm, for any approximation factor.

Our lower bound proofs show an interesting connection between communication complexity and distributed computing which turns out to be useful in establishing the time complexity of exact and approximate distributed computation of many problems.

## Another publication from the same category: Machine Learning and Data Science

### Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.

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