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The Optimizer's Windfall: Bounding Hindsight Gain under Random Restrictions

Xiaohui Bei, Wenhao Wu

cs.DSarXiv:2611.03468

Abstract

Suppose an optimization problem is randomly restricted, independently on each variable, and re-optimized after the restriction is revealed. For multilinear objectives, every fixed solution is unbiased after rescaling, but re-optimizing introduces an upward bias. We bound this excess, the hindsight gain, over products of arbitrary compact local domains in Euclidean unit balls. For interactions A=(Ae)e among r distinct variables and independent random weights ζi, the gain is at most Or(\|A\|F M(r-1)/2σ), where \|A\|F2 is the sum of squared coefficients, M=ΣiEζi2, and σ2=iVar(ζi); only second moments are needed. Under uniform retention with probability p, we sharpen this to Or(pr-1/21-p\,n(r-1)/2\|A\|F), which is tight for every fixed r and p∈(0,1). Our proof combines a comparison principle along a single support direction with tensor projection, vector contraction, and repeated thinning. Applications: (i) For fixed arity and alphabet size, solving the subproblem induced by O(-2) sampled variables estimates a dense Max-rCSP optimum within nr, and this sample size is optimal. (ii) The same approach estimates MaxCut and the distance to bipartiteness within n2 using O(-4) nonadaptive queries and O(-2) examined vertices, both optimal. (iii) We answer a question of Yufei Zhao: vertex percolation at rate p preserves the max-cut fraction whenever p\,e(G)/v(G)∞, and this condition is sharp. (iv) For bounded r-local quantum Hamiltonians of fixed local dimension, O(-3) uniformly sampled particles suffice to estimate the ground-state energy within nr, improving the previous O(-6(1/)) bound.

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