On computing and the complexity of computing higher-order $U$-statistics, exactly

📄 Abstract

Abstract: Higher-order $U$-statistics abound in fields such as statistics, machine learning, and computer science, but are known to be highly time-consuming to compute in practice. Despite their widespread appearance, a comprehensive study of their computational complexity is surprisingly lacking. This paper aims to fill that gap by presenting several results related to the computational aspect of $U$-statistics. First, we derive a useful decomposition from an $m$-th order $U$-statistic to a linear combination of $V$-statistics with orders not exceeding $m$, which are generally more feasible to compute. Second, we explore the connection between exactly computing $V$-statistics and Einstein summation, a tool often used in computational mathematics, quantum computing, and quantum information sciences for accelerating tensor computations. Third, we provide an optimistic estimate of the time complexity for exactly computing $U$-statistics, based on the treewidth of a particular graph associated with the $U$-statistic kernel. The above ingredients lead to a new, much more runtime-efficient algorithm of exactly computing general higher-order $U$-statistics. We also wrap our new algorithm into an open-source Python package called $\texttt{u-stats}$. We demonstrate via three statistical applications that $\texttt{u-stats}$ achieves impressive runtime performance compared to existing benchmarks. This paper aspires to achieve two goals: (1) to capture the interest of researchers in both statistics and other related areas further to advance the algorithmic development of $U$-statistics, and (2) to offer the package $\texttt{u-stats}$ as a valuable tool for practitioners, making the implementation of methods based on higher-order $U$-statistics a more delightful experience.