# Hashing to Estimate the Size of a Stream

Problem: Estimate the number of distinct items in a data stream that is too large to fit in memory.

Solution: (in python)

import random

def randomHash(modulus):
a, b = random.randint(0,modulus-1), random.randint(0,modulus-1)
def f(x):
return (a*x + b) % modulus
return f

def average(L):
return sum(L) / len(L)

def numDistinctElements(stream, numParallelHashes=10):
modulus = 2**20
hashes = [randomHash(modulus) for _ in range(numParallelHashes)]
minima = [modulus] * numParallelHashes
currentEstimate = 0

for i in stream:
hashValues = [h(i) for h in hashes]
for i, newValue in enumerate(hashValues):
if newValue < minima[i]:
minima[i] = newValue

currentEstimate = modulus / average(minima)

yield currentEstimate


Discussion: The technique used here is to use random hash functions. The central idea is the same as the general principle presented in our recent post on hashing for load balancing. In particular, if you have an algorithm that works under the assumption that the data is uniformly random, then the same algorithm will work (up to a good approximation) if you process the data through a randomly chosen hash function.

So if we assume the data in the stream consists of $N$ uniformly random real numbers between zero and one, what we would do is the following. Maintain a single number $x_{\textup{min}}$ representing the minimum element in the list, and update it every time we encounter a smaller number in the stream. A simple probability calculation or an argument by symmetry shows that the expected value of the minimum is $1/(N+1)$. So your estimate would be $1/(x_{\textup{min}}+1)$. (The extra +1 does not change much as we’ll see.) One can spend some time thinking about the variance of this estimate (indeed, our earlier post is great guidance for how such a calculation would work), but since the data is not random we need to do more work. If the elements are actually integers between zero and $k$, then this estimate can be scaled by $k$ and everything basically works out the same.

Processing the data through a hash function $h$ chosen randomly from a 2-universal family (and we proved in the aforementioned post that this modulus thing is 2-universal) makes the outputs “essentially random” enough to have the above technique work with some small loss in accuracy. And to reduce variance, you can process the stream in parallel with many random hash functions. This rough sketch results in the code above. Indeed, before I state a formal theorem, let’s see the above code in action. First on truly random data:

S = [random.randint(1,2**20) for _ in range(10000)]

for k in range(10,301,10):
for est in numDistinctElements(S, k):
pass
print(abs(est))

# output
18299.75567190227
7940.7497160166595
12034.154552410098
12387.19432959244
15205.56844547564
8409.913113220158
8057.99978043693
9987.627098464103
10313.862295081966
9084.872639057356
10952.745228373375
10360.569781803211
11022.469475216301
9741.250165892501
11474.896038520465
10538.452261306533
10068.793492995934
10100.266495424627
9780.532155130093
8806.382800033594
10354.11482578643
10001.59202254498
10623.87031408308
9400.404915767062
10710.246772348424
10210.087633885101
9943.64709187974
10459.610972568578
10159.60175069326
9213.120899718839


As you can see the output is never off by more than a factor of 2. Now with “adversarial data.”

S = range(10000) #[random.randint(1,2**20) for _ in range(10000)]

for k in range(10,301,10):
for est in numDistinctElements(S, k):
pass
print(abs(est))

# output

12192.744186046511
15935.80547112462
10167.188106011634
12977.425742574258
6454.364151175674
7405.197740112994
11247.367453263867
4261.854392115023
8453.228233608026
7706.717624577393
7582.891328643745
5152.918628936483
1996.9365093316926
8319.20208545846
3259.0787592465967
6812.252720480753
4975.796789951151
8456.258064516129
8851.10133724288
7317.348220516398
10527.871485943775
3999.76974425661
3696.2999065091117
8308.843106180666
6740.999794281012
8468.603733730935
5728.532232608959
5822.072220349402
6382.349459544548
8734.008940222673


The estimates here are off by a factor of up to 5, and this estimate seems to get better as the number of hash functions used increases. The formal theorem is this:

Theorem: If $S$ is the set of distinct items in the stream and $n = |S|$ and $m > 100 n$, then with probability at least 2/3 the estimate $m / x_{\textup{min}}$ is between $n/6$ and $6n$.

We omit the proof (see below for references and better methods). As a quick analysis, since we’re only storing a constant number of integers at any given step, the algorithm has space requirement $O(\log m) = O(\log n)$, and each step takes time polynomial in $\log(m)$ to update in each step (since we have to compute multiplication and modulus of $m$).

This method is just the first ripple in a lake of research on this topic. The general area is called “streaming algorithms,” or “sublinear algorithms.” This particular problem, called cardinality estimation, is related to a family of problems called estimating frequency moments. The literature gets pretty involved in the various tradeoffs between space requirements and processing time per stream element.

As far as estimating cardinality goes, the first major results were due to Flajolet and Martin in 1983, where they provided a slightly more involved version of the above algorithm, which uses logarithmic space.

Later revisions to the algorithm (2003) got the space requirement down to $O(\log \log n)$, which is exponentially better than our solution. And further tweaks and analysis improved the variance bounds to something like a multiplicative factor of $\sqrt{m}$. This is called the HyperLogLog algorithm, and it has been tested in practice at Google.

Finally, a theoretically optimal algorithm (achieving an arbitrarily good estimate with logarithmic space) was presented and analyzed by Kane et al in 2010.

# A Quasipolynomial Time Algorithm for Graph Isomorphism: The Details

Update 2017-01-09: Laci claims to have found a workaround to the previously posted error, and the claim is again quasipolynoimal time! Updated arXiv paper to follow.

Update 2017-01-04: Laci has posted an update on his paper. The short version is that one small step of his analysis was not quite correct, and the result is that his algorithm is sub-exponential, but not quasipolynomial time. The fact that this took over a year to sort out is a testament to the difficulty of the mathematics and the skill of the mathematicians involved. Even the revised result is still a huge step forward in the analysis of graph isomorphism. Finally, this should reinforce how we should think about progress in mathematics: it comes in fits and starts, with occasional steps backward.

Update 2015-12-13: Laci has posted a preprint on arXiv. It’s quite terse, but anyone who is comfortable with the details sketched in this article should have a fine time (albeit a long time)  reading it.

Update 2015-11-21: Ken Regan and Dick Lipton posted an article with some more details, and a high level overview of how the techniques fit into the larger picture of CS theory.

Update 2015-11-16: Laci has posted the talk on his website. It’s an hour and a half long, and I encourage you to watch it if you have the time 🙂

Laszlo Babai has claimed an astounding theorem, that the Graph Isomorphism problem can be solved in quasipolynomial time (now outdated; see Update 2017-01-04 above). On Tuesday I was at Babai’s talk on this topic (he has yet to release a preprint), and I’ve compiled my notes here. As in Babai’s talk, familiarity with basic group theory and graph theory is assumed, and if you’re a casual (i.e., math-phobic) reader looking to understand what the fuss is all about, this is probably not the right post for you. This post is research level theoretical computer science. We’re here for the juicy, glorious details.

Note: this blog post will receive periodic updates as my understanding of the details improve.

Laci during his lecture. Photo taken by me.

Standing room only at Laci’s talk. My advisor in the bottom right, my coauthor mid-left with the thumbs. Various famous researchers spottable elsewhere.

## Background on Graph Isomorphism

I’ll start by giving a bit of background into why Graph Isomorphism (hereafter, GI) is such a famous problem, and why this result is important. If you’re familiar with graph isomorphism and the basics of complexity theory, skip to the next section where I get into the details.

GI is the following problem: given two graphs $G = (V_G, E_G), H = (V_H, E_H)$, determine whether the graphs are isomorphic, that is, whether there is a bijection $f : V_G \to V_H$ such that $u,v$ are connected in $G$ if and only if $f(u), f(v)$ are connected in $H$. Informally, GI asks whether it’s easy to tell from two drawings of a graph whether the drawings actually represent the same graph. If you’re wondering why this problem might be hard, check out the following picture of the same graph drawn in three different ways.

Indeed, a priori the worst-case scenario is that one would have to try all $n!$ ways to rearrange the nodes of the first graph and see if one rearrangement achieves the second graph. The best case scenario is that one can solve this problem efficiently, that is, with an algorithm whose worst-case runtime on graphs with $n$ nodes and $m$ edges is polynomial in $n$ and $m$ (this would show that GI is in the class P). However, nobody knows whether there is a polynomial time algorithm for GI, and it’s been a big open question in CS theory for over forty years. This is the direction that Babai is making progress toward, showing that there are efficient algorithms. He didn’t get a polynomial time algorithm, but he got something quite close, which is why everyone is atwitter.

It turns out that telling whether two graphs are isomorphic has practical value in some applications. I hear rumor that chemists use it to search through databases of chemicals for one with certain properties (one way to think of a chemical compound is as a graph). I also hear that some people use graph isomorphism to compare files, do optical character recognition, and analyze social networks, but it seems highly probable to me that GI is not the central workhorse (or even a main workhorse) in these fields. Nevertheless, the common understanding is that pretty much anybody who needs to solve GI on a practical level can do so efficiently. The heuristics work well. Even in Babai’s own words, getting better worst-case algorithms for GI is purely a theoretical enterprise.

So if GI isn’t vastly important for real life problems, why are TCS researchers so excited about it?

Well it’s known that GI is in the class NP, meaning if two graphs are isomorphic you can give me a short proof that I can verify in polynomial time (the proof is just a description of the function $f : V_G \to V_H$). And if you’ll recall that inside NP there is this class called NP-complete, which are the “hardest” problems in NP. Now most problems in NP that we care about are also NP-complete, but it turns out GI is not known to be NP-complete either. Now, for all we know P = NP and then the question about GI is moot, but in the scenario that most people believe P and NP are different, so it leaves open the question of where GI lies: does it have efficient algorithms or not?

So we have a problem which is in NP, it’s not known to be in P, and it’s not known to be NP-complete. One obvious objection is that it might be neither. In fact, there’s a famous theorem of Ladner that says if P is different from NP, then there must be problems in NP, not in P, and not NP-complete. Such problems are called “NP-intermediate.” It’s perfectly reasonable that GI is one of these problems. But there’s a bit of a catch.

See, Ladner’s theorem doesn’t provide a natural problem which is NP intermediate; what Ladner did in his theorem was assume P is not NP, and then use that assumption to invent a new problem that he could prove is NP intermediate. If you come up with a problem whose only purpose is to prove a theorem, then the problem is deemed unnatural. In fact, there is no known “natural” NP-intermediate problem (assuming P is not NP). The pattern in CS theory is actually that if we find a problem that might be NP-intermediate, someone later finds an efficient algorithm for it or proves it’s NP-complete. There is a small and dwindling list of such problems. I say dwindling because not so long ago the problem of telling whether an integer is prime was in this list. The symptoms are that one first solves the problem on many large classes of special cases (this is true of GI) or one gets a nice quasipolynomial-time algorithm (Babai’s claimed new result), and then finally it falls into P. In fact, there is even stronger evidence against it being NP-complete: if GI were NP-complete, the polynomial hierarchy would collapse. To the layperson, the polynomial hierarchy is abstruse complexity theoretic technical hoo-hah, but suffice it to say that most experts believe the hierarchy does not collapse, so this counts as evidence.

So indeed, it could be that GI will become the first ever problem which is NP-intermediate (assuming P is not NP), but from historical patterns it seems more likely that it will fall into P. So people are excited because it’s tantalizing: everyone believes it should be in P, but nobody can prove it. It’s right at the edge of the current state of knowledge about the theoretical capabilities and limits of computation.

This is the point at which I will start assuming some level of mathematical maturity.

## The Main Result

Theorem: There is a deterministic algorithm for GI which runs in time $2^{O(\log^c(n))}$ for some constant $c$.

This is an improvement over the best previously known algorithm which had runtime $2^{\sqrt{n \log n}}$. Note the $\sqrt{n}$ in the exponent has been eliminated, which is a huge difference. Quantities which are exponential in some power of a logarithm are called “quasipolynomial.”

But the main result is actually a quasipolynomial time algorithm for a different, more general problem called string automorphism. In this context, given a set $X$string is a function from $X$ to some finite alphabet (really it is a coloring of $X$, but we are going to use colorings in the usual sense later so we have to use a new name here). If the set $X$ is given a linear ordering then strings on $X$ really correspond to strings of length $|X|$ over the alphabet. We will call strings $x,y \in X$.

Now given a set $X$ and a group $G$ acting on $X$, there is a natural action of $G$ on strings over $X$, denoted $x^\sigma$, by permuting the indices $x^{\sigma}(i) = x(\sigma(i))$. So you can ask the natural question: given two strings $x,y$ and a representation of a group $G$ acting on $X$ by a set of generating permutations of $G$, is there a $\sigma \in G$ with $x^\sigma = y$? This problem is called the string isomorphism problem, and it’s clearly in NP.

Now if you call $\textup{ISO}_G(x,y)$ the set of all permutations in $G$ that map $x$ to $y$, and you call $\textup{Aut}_G(x) = \textup{ISO}_G(x,x)$, then the actual theorem Babai claims to have proved is the following.

Theorem: Given a generating set for a group $G$ of permutations of a set $X$ and a string $x$, there is a quasipolynomial time algorithm which produces a generating set of the subgroup $\textup{Aut}_G(x)$ of $G$, i.e. the string automorphisms of $x$ that lie in in $G$.

It is not completely obvious that GI reduces to the automorphism problem, but I will prove it does in the next section. Furthermore, the overview of Babai’s proof of the theorem follows an outline laid out by Eugene Luks in 1982, which involves a divide-and-conquer method for splitting the analysis of $\textup{Aut}_G(x)$ into simpler and simpler subgroups as they are found.

## Luks’s program

Eugene Luks was the first person to incorporate “serious group theory” (Babai’s words) into the study of graph isomorphism. Why would group theory help in a question about graphs? Let me explain with a lemma.

Lemma: GI is polynomial-time reducible to the problem of computing, given a graph $X$, a list of generators for the automorphism group of $G$, denoted $\textup{Aut}(X)$.

Proof. Without loss of generality suppose $X_1, X_2$ are connected graphs. If we want to decide whether $X_1, X_2$ are isomorphic, we may form the disjoint union $X = X_1 \cup X_2$. It is easy to see that $X_1$ and $X_2$ are isomorphic if and only if some $\sigma \in \textup{Aut}(X)$ swaps $X_1$ and $X_2$. Indeed, if any automorphism with this property exists, every generating set of $\textup{Aut}(G)$ must contain one.

$\square$

Similarly, the string isomorphism problem reduces to the problem of computing a generating set for $\textup{Aut}_G(x)$ using a similar reduction to the one above. As a side note, while $\textup{ISO}_G(x,y)$ can be exponentially large as a set, it is either the empty set, or a coset of $\textup{Aut}_G(x)$ by any element of $\textup{ISO}_G(x,y)$. So there are group-theoretic connections between the automorphism group of a string and the isomorphisms between two strings.

But more importantly, computing the automorphism group of a graph reduces to computing the automorphism subgroup of a particular group for a given string in the following way. Given a graph $X$ on a vertex set $V = \{ 1, 2, \dots, v \}$ write $X$ as a binary string on the set of unordered pairs $Z = \binom{V}{2}$ by mapping $(i,j) \to 1$ if and only if $i$ and $j$ are connected by an edge. The alphabet size is 2. Then $\textup{Aut}(X)$ (automorphisms of the graph) induces an action on strings as a subgroup $G_X$ of $\textup{Aut}(Z)$ (automorphisms of strings). These induced automorphisms are exactly those which preserve proper encodings of a graph. Moreover, any string automorphism in $G_X$ is an automorphism of $X$ and vice versa. Note that since $Z$ is larger than $V$ by a factor of $v^2$, the subgroup $G_X$ is much smaller than all of $\textup{Aut}(Z)$.

Moreover, $\textup{Aut}(X)$ sits inside the full symmetry group $\textup{Sym}(V)$ of $V$, the vertex set of the starting graph, and $\textup{Sym}(V)$ also induces an action $G_V$ on $Z$. The inclusion is

$\displaystyle \textup{Aut}(X) \subset \textup{Sym}(V)$

induces

$\displaystyle G_X = \textup{Aut}(\textup{Enc}(X)) \subset G_V \subset \textup{Aut}(Z)$

I.e.,

Call $G = G_V$ the induced subgroup of permutations of strings-as-graphs. Now we just have some subgroup of permutations $G$ of $\textup{Aut}(Z)$, and we want to find a generating set for $\textup{Aut}_G(x)$ (where $x$ happens to be the encoding of a graph). That is exactly the string automorphism problem. Reduction complete.

Now the basic idea to compute $\textup{Aut}_G(x)$ is to start from the assumption that $\textup{Aut}_G(x) = G$. We know it’s a subgroup, so it could be all of $G$; in terms of GI if this assumption were true it would mean the starting graph was the complete graph, but for string automorphism in general $G$ can be whatever. Then we try to refute this belief by finding additional structure in $\textup{Aut}_G(x)$, either by breaking it up into smaller pieces (say, orbits) or by constructing automorphisms in it. That additional structure allows us to break up $G$ in a way that $\textup{Aut}_G(x)$ is a subgroup of the product of the corresponding factors of $G$.

The analogy that Babai used, which goes back to graphs, is the following. If you have a graph $X$ and you want to know its automorphisms, one thing you can do is to partition the vertices by degree. You know that an automorphism has to preserve the degree of an individual vertex, so in particular you can break up the assumption that $\textup{Aut}(X) = \textup{Sym}(V)$ into the fact that $\textup{Aut}(X)$ must be a subgroup of the product of the symmetry groups of the pieces of the partition; then you recurse. In this way you’ve hugely reduced the total number of automorphisms you need to consider. When the degrees get small enough you can brute-force search for automorphisms (and there is some brute-force searching in putting the pieces back together). But of course this approach fails miserably in the first step you start with a regular graph, so one would need to look for other kinds of structure.

One example is an equitable partition, which is a partition of vertices by degree relative to vertices in other blocks of the partition. So a vertex which has degree 3 but two degree 2 neighbors would be in a different block than a vertex with degree 3 and only 1 neighbor of degree 2. Finding these equitable partitions (which can be done in polynomial time) is one of the central tools used to attack GI. As an example of why it can be very helpful: in many regimes a Erdos-Renyi random graph has asymptotically almost surely a coarsest equitable partition which consists entirely of singletons. This is despite the fact that the degree sequences themselves are tightly constrained with high probability. This means that, if you’re given two Erdos-Renyi random graphs and you want to know whether they’re isomorphic, you can just separately compute the coarsest equitable partition for each one and see if the singleton blocks match up. That is your isomorphism.

Even still, there are many worst case graphs that resist being broken up by an equitable partition. A hard example is known as the Johnson graph, which we’ll return to later.

For strings the sorts of structures to look for are even more refined than equitable partitions of graphs, because the automorphism group of a graph can be partitioned into orbits which preserve the block structure of an equitable partition. But it still turns out that Johnson graphs admit parts of the automorphism group that can’t be broken up much by orbits.

The point is that when some useful substructure is found, it will “make progress” toward the result by breaking the problem into many pieces (say, $n^{\log n}$ pieces) where each piece has size $9/10$ the size of the original. So you get a recursion in the amount of time needed which looks like $f(n) \leq n^{\log n} f(9n/10)$. If you call $q(n) = n^{\log n}$ the quasipolynomial factor, then solving the recurrence gives $f(n) \leq q(n)^{O(\log n)}$ which only adds an extra log factor in the exponent. So you keep making progress until the problem size is polylogarithmic, and then you brute force it and put the pieces back together in quasipolynomial time.

## Two main lemmas, which are theorems in their own right

This is where the details start to get difficult, in part because Babai jumped back and forth between thinking of the object as a graph and as a string. The point of this in the lecture was to illustrate both where the existing techniques for solving GI (which were in terms of finding canonical graph substructures in graphs) break down.

The central graph-theoretic picture is that of “individualizing” a vertex by breaking it off from an existing equitable partition, which then breaks the equitable partition structure so you need to do some more (polytime) work to further refine it into an equitable partition again. But the point is that you can take all the vertices in a block, pick all possible ways to individualize them by breaking them into smaller blocks. If you traverse these possibilities in a canonical order, you will eventually get down to a partition of singletons, which is your “canonical labeling” of the graph. And if you do this process with two different graphs and you get to different canonical labelings, you had to have started with non-isomorphic graphs.

The problem is that when you get to a coarsest equitable partition, you may end up with blocks of size $\sqrt{n}$, meaning you have an exponential number of individualizations to check. This is the case with Johnson graphs, and in fact if you have a Johnson graph $J(m,t)$ which has $\binom{m}{t}$ vertices and you individualize fewer than $m/10t$ if them, then you will only get down to blocks of size polynomially smaller than $\binom{m}{t}$, which is too big if you want to brute force check all individualizations of a block.

The main combinatorial lemma that Babai proves to avoid this problem is that the Johnson graphs are the only obstacle to finding efficient partitions.

Theorem (Babai 15): If $X$ is a regular graph on $m$ vertices, then by individualizing a polylog number of vertices we can find one of the three following things:

1. A canonical coloring with each color class having at most 90% of all the nodes.
2. A canonical equipartition of some subset of the vertices that has at least 90% of the nodes (i.e. a big color class from (1)).
3. A canonically embedded Johnson graph on at least 90% of the nodes.

[Edit: I think that what Babai means by a “canonical coloring” is an equitable partition of the nodes (not to be confused with an equipartition), but I am not entirely sure. I have changed the language to reflect more clearly what was in the talk as opposed to what I think I understood from doing additional reading.]

The first two are apparently the “easy” cases in the sense that they allow for simple recursion that has already been known before Babai’s work. The hard part is establishing the last case (and this is the theorem whose proof sketch he has deferred for two more weeks). But once you have such a Johnson graph your life is much better, because (for a reason I did not understand) you can recurse on a problem of size roughly the square root of the starting size.

In discussing Johnson graphs, Babai said they were a source of “unspeakable misery” for people who want to solve GI quickly. At the same time, it is a “curse and a blessing,” as once you’ve found a Johnson graph embedded in your problem you can recurse to much smaller instances. This routine to find one of these three things is called the “split-or-Johnson” routine.

The analogue for strings (I believe this is true, but I’m a bit fuzzy on this part) is to find a “canonical” $k$-ary relational structure (where $k$ is polylog in size) with some additional condition on the size of alternating subgroups of the automorphism group of the $k$-ary relational structure. Then you can “individualize” the points in the base of this relational structure and find analogous partitions and embedded Johnson schemes (a special kind of combinatorial design).

One important fact to note is that the split-or-Johnson routine breaks down at $\log^3(n)$ size, and Babai has counterexamples that say his result is tight, so getting GI in P would have to bypass this barrier with a different idea.

The second crucial lemma has to do with giant homomorphisms, and this is the method by which Babai constructs automorphisms that bound $\textup{Aut}_G(x)$ from below. As opposed to the split-or-Johnson lemma, which finds structure to bound the group from above by breaking it into simpler pieces. Fair warning: one thing I don’t yet understand is how these two routines interact in the final algorithm. My guess is they are essentially run in parallel (or alternate), but that guess is as good as wild.

Definition: A homomorphism $\varphi: G \to S_m$ is called giant if the image of $G$ is either the alternating group $A_n$ or else all of $S_m$. I.e. $\varphi$ is surjective, or almost so. Let $\textup{Stab}_G(x)$ denote the stabilizer subgroup of $x \in G$. Then $x$ is called “affected” by $\varphi$ if $\varphi|_{\textup{Stab}_g(x)}$ is not giant.

The central tool in Babai’s algorithm is the dichotomy between points that are affected and those that are not. The ability to decide this property in quasipolynomial time is what makes the divide and conquer work.

There is one deep theorem he uses that relates affected points to giant homomorphisms:

Theorem (Unaffected Stabilizer Theorem): Let $\varphi: G \to S_m$ be a giant homomorphism and $U \subset G$ the set of unaffected elements. Let $G_{(U)}$ be the pointwise stabilizer of $U$, and suppose that $m > \textup{max}(8, 2 + \log_2 n)$. Then the restriction $\varphi : G_{(U)} \to S_m$ is still giant.

Babai claimed this was a nontrivial theorem, not because the proof is particularly difficult, but because it depends on the classification of finite simple groups. He claimed it was a relatively straightforward corollary, but it appears that this does not factor into the actual GI algorithm constructively, but only as an assumption that a certain loop invariant will hold.

To recall, we started with this assumption that $\textup{Aut}_G(x)$ was the entire symmetry group we started with, which is in particular an assumption that the inclusion $\varphi \to S_m$ is giant. Now you want to refute this hypothesis, but you can’t look at all of $S_m$ because even the underlying set $m$ has too many subsets to check. But what you can do is pick a test set $A \subset [m]$ where $|A|$ is polylogarithmic in size, and test whether the restriction of $\varphi$ to the test set is giant in $\textup{Sym}(A)$. If it is giant, we call $A$ full.

Theorem (Babai 15): One can test the property of a polylogarithmic size test set being full in quasipolynomial time in m.

Babai claimed it should be surprising that fullness is a quasipolynomial time testable property, but more surprising is that regardless of whether it’s full or not, we can construct an explicit certificate of fullness or non-fullness. In the latter case, one can come up with an explicit subgroup which contains the image of the projection of the automorphism group onto the symmetry group of the test set. In addition, given two test sets $A,B$, one can efficiently compare the action between the two different test sets. And finding these non-full test sets is what allows one to construct the $k$-ary relations. So the output of this lower bound technique informs the upper bound technique of how to proceed.

The other outcome is that $A$ could be full, and coming up with a certificate of fullness is harder. The algorithm sketched below claims to do it, and it involves finding enough “independent” automorphisms to certify that the projection is giant.

Now once you try all possible test sets, which gives $\binom{m}{k}^2$ many certificates (a quasipolynomial number), one has to aggregate them into a full automorphism of $x$, which Babai assured us was a group theoretic exercise.

The algorithm to test fullness (and construct a certificate) he called the Local Certificates Algorithm. It was sketched as follows: you are given as input a set $A$ and a group $G_A \subset G$ being the setwise stabilizer of $A$ under $\psi_A : G_A \to \textup{Sym}(A)$. Now let $W$ be the group elements affected by $\psi_A$. You can be sure that at least one point is affected. Now you stabilize on $W$ and get a refined subgroup of $G_A$, which you can use to compute newly affected elements, growing $W$ in each step. By the unaffected stabilizer theorem, this preserves gianthood. Furthermore, in each step you get layers of $W$, and all of the stabilizers respect the structure of the previous layers. Babai described this as adding on “layers of a beard.”

The termination of this is either when $W$ stops growing, in which case the projection is giant and $W$ is our certificate of fullness (i.e. we get a rich family of automorphisms that are actually in our target automorphism group), or else we discover the projected ceases to be giant and $W$ is our certificate of non-fullness. Indeed, the subgroup generated by these layers is a subgroup of $\textup{Aut}_G(x)$, and the subgroup generated by the elements of a non-fullness certificate contain the automorphism group.

## Not enough details?

This was supposed to be just a high-level sketch of the algorithm, and Babai is giving two more talks elaborating on the details. Unfortunately, I won’t be able to make it to his second talk in which he’ll discuss some of the core group theoretic ideas that go into the algorithm. I will, however, make it to his third talk in which he will sketch the proof of the split-or-Johnson routine. That is in two weeks from the time of this writing, and I will update this post with any additional insights then.

Babai has not yet released a preprint, and when I asked him he said “soon, soon.” Until then 🙂

This blog post is based on my personal notes from Laszlo Babai’s lecture at the University of Chicago on November 10, 2015. At the time of this writing, Babai’s work has not been peer reviewed, and my understanding of his lectures has large gaps and may be faulty. Do not put your life in danger based on information in this post.

# Elliptic Curve Diffie-Hellman

So far in this series we’ve seen elliptic curves from many perspectives, including the elementary, algebraic, and programmatic ones. We implemented finite field arithmetic and connected it to our elliptic curve code. So we’re in a perfect position to feast on the main course: how do we use elliptic curves to actually do cryptography?

## History

As the reader has heard countless times in this series, an elliptic curve is a geometric object whose points have a surprising and well-defined notion of addition. That you can add some points on some elliptic curves was a well-known technique since antiquity, discovered by Diophantus. It was not until the mid 19th century that the general question of whether addition always makes sense was answered by Karl Weierstrass. In 1908 Henri Poincaré asked about how one might go about classifying the structure of elliptic curves, and it was not until 1922 that Louis Mordell proved the fundamental theorem of elliptic curves, classifying their algebraic structure for most important fields.

While mathematicians have always been interested in elliptic curves (there is currently a million dollar prize out for a solution to one problem about them), its use in cryptography was not suggested until 1985. Two prominent researchers independently proposed it: Neal Koblitz at the University of Washington, and Victor Miller who was at IBM Research at the time. Their proposal was solid from the start, but elliptic curves didn’t gain traction in practice until around 2005. More recently, the NSA was revealed to have planted vulnerable national standards for elliptic curve cryptography so they could have backdoor access. You can see a proof and implementation of the backdoor at Aris Adamantiadis’s blog. For now we’ll focus on the cryptographic protocols themselves.

## The Discrete Logarithm Problem

Koblitz and Miller had insights aplenty, but the central observation in all of this is the following.

What I mean by this is usually called the discrete logarithm problem. Here’s a formal definition. Recall that an additive group is just a set of things that have a well-defined addition operation, and the that notation $ny$ means $y + y + \dots + y$ ($n$ times).

Definition: Let $G$ be an additive group, and let $x, y$ be elements of $G$ so that $x = ny$ for some integer $n$. The discrete logarithm problem asks one to find $n$ when given $x$ and $y$.

I like to give super formal definitions first, so let’s do a comparison. For integers this problem is very easy. If you give me 12 and 4185072, I can take a few seconds and compute that $4185072 = (348756) 12$ using the elementary-school division algorithm (in the above notation, $y=12, x=4185072$, and $n = 348756$). The division algorithm for integers is efficient, and so it gives us a nice solution to the discrete logarithm problem for the additive group of integers $\mathbb{Z}$.

The reason we use the word “logarithm” is because if your group operation is multiplication instead of addition, you’re tasked with solving the equation $x = y^n$ for $n$. With real numbers you’d take a logarithm of both sides, hence the name. Just in case you were wondering, we can also solve the multiplicative logarithm problem efficiently for rational numbers (and hence for integers) using the square-and-multiply algorithm. Just square $y$ until doing so would make you bigger than $x$, then multiply by $y$ until you hit $x$.

But integers are way nicer than they need to be. They are selflessly well-ordered. They give us division for free. It’s a computational charity! What happens when we move to settings where we don’t have a division algorithm? In mathematical lingo: we’re really interested in the case when $G$ is just a group, and doesn’t have additional structure. The less structure we have, the harder it should be to solve problems like the discrete logarithm. Elliptic curves are an excellent example of such a group. There is no sensible ordering for points on an elliptic curve, and we don’t know how to do division efficiently. The best we can do is add $y$ to itself over and over until we hit $x$, and it could easily happen that $n$ (as a number) is exponentially larger than the number of bits in $x$ and $y$.

What we really want is a polynomial time algorithm for solving discrete logarithms. Since we can take multiples of a point very fast using the double-and-add algorithm from our previous post, if there is no polynomial time algorithm for the discrete logarithm problem then “taking multiples” fills the role of a theoretical one-way function, and as we’ll see this opens the door for secure communication.

Here’s the formal statement of the discrete logarithm problem for elliptic curves.

Problem: Let $E$ be an elliptic curve over a finite field $k$. Let $P, Q$ be points on $E$ such that $P = nQ$ for some integer $n$. Let $|P|$ denote the number of bits needed to describe the point $P$. We wish to find an algorithm which determines $n$ and has runtime polynomial in $|P| + |Q|$. If we want to allow randomness, we can require the algorithm to find the correct $n$ with probability at least 2/3.

So this problem seems hard. And when mathematicians and computer scientists try to solve a problem for many years and they can’t, the cryptographers get excited. They start to wonder: under the assumption that the problem has no efficient solution, can we use that as the foundation for a secure communication protocol?

## The Diffie-Hellman Protocol and Problem

Let’s spend the rest of this post on the simplest example of a cryptographic protocol based on elliptic curves: the Diffie-Hellman key exchange.

A lot of cryptographic techniques are based on two individuals sharing a secret string, and using that string as the key to encrypt and decrypt their messages. In fact, if you have enough secret shared information, and you only use it once, you can have provably unbreakable encryption! We’ll cover this idea in a future series on the theory of cryptography (it’s called a one-time pad, and it’s not all that complicated). All we need now is motivation to get a shared secret.

Because what if your two individuals have never met before and they want to generate such a shared secret? Worse, what if their only method of communication is being monitored by nefarious foes? Can they possibly exchange public information and use it to construct a shared piece of secret information? Miraculously, the answer is yes, and one way to do it is with the Diffie-Hellman protocol. Rather than explain it abstractly let’s just jump right in and implement it with elliptic curves.

As hinted by the discrete logarithm problem, we only really have one tool here: taking multiples of a point. So say we’ve chosen a curve $C$ and a point on that curve $Q$. Then we can take some secret integer $n$, and publish $Q$ and $nQ$ for the world to see. If the discrete logarithm problem is truly hard, then we can rest assured that nobody will be able to discover $n$.

How can we use this to established a shared secret? This is where Diffie-Hellman comes in. Take our two would-be communicators, Alice and Bob. Alice and Bob each pick a binary string called a secret key, which in interpreted as a number in this protocol. Let’s call Alice’s secret key $s_A$ and Bob’s $s_B$, and note that they don’t have to be the same. As the name “secret key” suggests, the secret keys are held secret. Moreover, we’ll assume that everything else in this protocol, including all data sent between the two parties, is public.

So Alice and Bob agree ahead of time on a public elliptic curve $C$ and a public point $Q$ on $C$. We’ll sometimes call this point the base point for the protocol.

Bob can cunningly do the following trick: take his secret key $s_B$ and send $s_B Q$ to Alice. Equally slick Alice computes $s_A Q$ and sends that to Bob. Now Alice, having $s_B Q$, computes $s_A s_B Q$. And Bob, since he has $s_A Q$, can compute $s_B s_A Q$. But since addition is commutative in elliptic curve groups, we know $s_A s_B Q = s_B s_A Q$. The secret piece of shared information can be anything derived from this new point, for example its $x$-coordinate.

If we want to talk about security, we have to describe what is public and what the attacker is trying to determine. In this case the public information consists of the points $Q, s_AQ, s_BQ$. What is the attacker trying to figure out? Well she really wants to eavesdrop on their subsequent conversation, that is, the stuff that encrypt with their new shared secret $s_As_BQ$. So the attacker wants find out $s_As_BQ$. And we’ll call this the Diffie-Hellman problem.

Diffie-Hellman Problem: Suppose you fix an elliptic curve $E$ over a finite field $k$, and you’re given four points $Q, aQ, bQ$ and $P$ for some unknown integers $a, b$. Determine if $P = abQ$ in polynomial time (in the lengths of $Q, aQ, bQ, P$).

On one hand, if we had an efficient solution to the discrete logarithm problem, we could easily use that to solve the Diffie-Hellman problem because we could compute $a,b$ and them quickly compute $abQ$ and check if it’s $P$. In other words discrete log is at least as hard as this problem. On the other hand nobody knows if you can do this without solving the discrete logarithm problem. Moreover, we’re making this problem as easy as we reasonably can because we don’t require you to be able to compute $abQ$. Even if some prankster gave you a candidate for $abQ$, all you have to do is check if it’s correct. One could imagine some test that rules out all fakes but still doesn’t allow us to compute the true point, which would be one way to solve this problem without being able to solve discrete log.

So this is our hardness assumption: assuming this problem has no efficient solution then no attacker, even with really lucky guesses, can feasibly determine Alice and Bob’s shared secret.

## Python Implementation

The Diffie-Hellman protocol is just as easy to implement as you would expect. Here’s some Python code that does the trick. Note that all the code produced in the making of this post is available on this blog’s Github page.

def sendDH(privateKey, generator, sendFunction):
return sendFunction(privateKey * generator)



And using our code from the previous posts in this series we can run it on a small test.

import os

def generateSecretKey(numBits):
return int.from_bytes(os.urandom(numBits // 8), byteorder='big')

if __name__ == "__main__":
F = FiniteField(3851, 1)
curve = EllipticCurve(a=F(324), b=F(1287))
basePoint = Point(curve, F(920), F(303))

aliceSecretKey = generateSecretKey(8)
bobSecretKey = generateSecretKey(8)

alicePublicKey = sendDH(aliceSecretKey, basePoint, lambda x:x)
bobPublicKey = sendDH(bobSecretKey, basePoint, lambda x:x)

print('Shared secret is %s == %s' % (sharedSecret1, sharedSecret2))


Pythons os module allows us to access the operating system’s random number generator (which is supposed to be cryptographically secure) via the function urandom, which accepts as input the number of bytes you wish to generate, and produces as output a Python bytestring object that we then convert to an integer. Our simplistic (and totally insecure!) protocol uses the elliptic curve $C$ defined by $y^2 = x^3 + 324 x + 1287$ over the finite field $\mathbb{Z}/3851$. We pick the base point $Q = (920, 303)$, and call the relevant functions with placeholders for actual network transmission functions.

There is one issue we have to note. Say we fix our base point $Q$. Since an elliptic curve over a finite field can only have finitely many points (since the field only has finitely many possible pairs of numbers), it will eventually happen that $nQ = 0$ is the ideal point. Recall that the smallest value of $n$ for which $nQ = 0$ is called the order of $Q$. And so when we’re generating secret keys, we have to pick them to be smaller than the order of the base point. Viewed from the other angle, we want to pick $Q$ to have large order, so that we can pick large and difficult-to-guess secret keys. In fact, no matter what integer you use for the secret key it will be equivalent to some secret key that’s less than the order of $Q$. So if an attacker could guess the smaller secret key he wouldn’t need to know your larger key.

The base point we picked in the example above happens to have order 1964, so an 8-bit key is well within the bounds. A real industry-strength elliptic curve (say, Curve25519 or the curves used in the NIST standards*) is designed to avoid these problems. The order of the base point used in the Diffie-Hellman protocol for Curve25519 has gargantuan order (like $2^{256}$). So 256-bit keys can easily be used. I’m brushing some important details under the rug, because the key as an actual string is derived from 256 pseudorandom bits in a highly nontrivial way.

So there we have it: a simple cryptographic protocol based on elliptic curves. While we didn’t experiment with a truly secure elliptic curve in this example, we’ll eventually extend our work to include Curve25519. But before we do that we want to explore some of the other algorithms based on elliptic curves, including random number generation and factoring.

Why do we use elliptic curves for this? Why not do something like RSA and do multiplication (and exponentiation) modulo some large prime?

Well, it turns out that algorithmic techniques are getting better and better at solving the discrete logarithm problem for integers mod $p$, leading some to claim that RSA is dead. But even if we will never find a genuinely efficient algorithm (polynomial time is good, but might not be good enough), these techniques have made it clear that the key size required to maintain high security in RSA-type protocols needs to be really big. Like 4096 bits. But for elliptic curves we can get away with 256-bit keys. The reason for this is essentially mathematical: addition on elliptic curves is not as well understood as multiplication is for integers, and the more complex structure of the group makes it seem inherently more difficult. So until some powerful general attacks are found, it seems that we can get away with higher security on elliptic curves with smaller key sizes.

I mentioned that the particular elliptic curve we chose was insecure, and this raises the natural question: what makes an elliptic curve/field/basepoint combination secure or insecure? There are a few mathematical pitfalls (including certain attacks we won’t address), but one major non-mathematical problem is called a side-channel attack. A side channel attack against a cryptographic protocol is one that gains additional information about users’ secret information by monitoring side-effects of the physical implementation of the algorithm.

The problem is that different operations, doubling a point and adding two different points, have very different algorithms. As a result, they take different amounts of time to complete and they require differing amounts of power. Both of these can be used to reveal information about the secret keys. Despite the different algorithms for arithmetic on Weierstrass normal form curves, one can still implement them to be secure. Naively, one might pad the two subroutines with additional (useless) operations so that they have more similar time/power signatures, but I imagine there are better methods available.

But much of what makes a curve’s domain parameters mathematically secure or insecure is still unknown. There are a handful of known attacks against very specific families of parameters, and so cryptography experts simply avoid these as they are discovered. Here is a short list of pitfalls, and links to overviews:

1. Make sure the order of your basepoint has a short facorization (e.g., is $2p, 3p,$ or $4p$ for some prime $p$). Otherwise you risk attacks based on the Chinese Remainder Theorem, the most prominent of which is called Pohlig-Hellman.
2. Make sure your curve is not supersingular. If it is you can reduce the discrete logarithm problem to one in a different and much simpler group.
3. If your curve $C$ is defined over $\mathbb{Z}/p$, make sure the number of points on $C$ is not equal to $p$. Such a curve is called prime-field anomalous, and its discrete logarithm problem can be reduced to the (additive) version on integers.
4. Don’t pick a small underlying field like $\mathbb{F}_{2^m}$ for small $m$General-purpose attacks can be sped up significantly against such fields.
5. If you use the field $\mathbb{F}_{2^m}$, ensure that $m$ is prime. Many believe that if $m$ has small divisors, attacks based on some very complicated algebraic geometry can be used to solve the discrete logarithm problem more efficiently than any general-purpose method. This gives evidence that $m$ being composite at all is dangerous, so we might as well make it prime.

This is a sublist of the list provided on page 28 of this white paper.

The interesting thing is that there is little about the algorithm and protocol that is vulnerable. Almost all of the vulnerabilities come from using bad curves, bad fields, or a bad basepoint. Since the known attacks work on a pretty small subset of parameters, one potentially secure technique is to just generate a random curve and a random point on that curve! But apparently all respected national agencies will refuse to call your algorithm “standards compliant” if you do this.

Next time we’ll continue implementing cryptographic protocols, including the more general public-key message sending and signing protocols.

Until then!

# Connecting Elliptic Curves with Finite Fields

So here we are. We’ve studied the general properties of elliptic curves, written a program for elliptic curve arithmetic over the rational numbers, and taken a long detour to get some familiarity with finite fields (the mathematical background and a program that implements arbitrary finite field arithmetic).

And now we want to get back on track and hook our elliptic curve program up with our finite field program to make everything work. And indeed, for most cases it’s just that simple! For example, take the point $P = (2,1)$ on the elliptic curve $y = x^3 + x + 1$ with coefficients in $\mathbb{Z}/5$. Using purely code produced in previous posts, we can do arithmetic:

>>> F5 = FiniteField(5, 1)
>>> C = EllipticCurve(a=F5(1), b=F5(1))
>>> P = Point(C, F5(2), F5(1))
>>> P
(2 (mod 5), 1 (mod 5))
>>> 2*P
(2 (mod 5), 4 (mod 5))
>>> 3*P
Ideal


Here’s an example of the same curve $y^2 = x^3 + x + 1$ with coefficients over the finite field of order 25 $\mathbb{F}_{5^2}$.

>>> F25 = FiniteField(5,2)
>>> F25.idealGenerator
3 + 0 t^1 + 1 t^2
>>> curve = EllipticCurve(a=F25([1]), b=F25([1]))
>>> x = F25([2,1])
>>> y = F25([0,2])
>>> y*y - x*x*x - x - 1
0 ∈ F_{5^2}
>>> curve.testPoint(x,y)
True
>>> P = Point(curve, x, y)
>>> -P
(2 + 1 t^1, 0 + 3 t^1)
>>> P+P
(3 + 1 t^1, 2)
>>> 4*P
(3 + 2 t^1, 4 + 4 t^1)
>>> 9*P
Ideal


There are some subtle issues, though, in that we shouldn’t use the code we have to work over any finite field. But we’ve come very far and covered a lot of technical details, so let’s briefly remember how we got here.

## Taking a Step Back

At the beginning there was only $\mathbb{Q}$, the field of rational numbers. We had a really nice geometric picture of elliptic curves over this field, and using that picture we developed an algorithm for (geometrically) adding points.

If we assume the equation of the elliptic curve had this nice form (the so-called Weierstrass normal form, $y^2 = x^3 + ax + b$), then we were able to translate the geometric algorithm into an algebraic one. This made it possible to write a program to perform the additions, and this was our first programmatic milestone. Along the way, we learned about groups and projective geometry, which I explained was the proper mathematical setting for elliptic curves. In that setting, we saw that for most fields, every elliptic curve could be modified into one in Weierstrass normal form without changing the algebraic structure of the set of solutions. Moreover, we saw that you can replace the field $\mathbb{Q}$ with the field of your choice. The set of solutions to an elliptic curve still forms a group and the same algebraic point-adding algorithm works. It’s just an interesting quirk of mathematics that one way to represent elements of finite fields are as polynomial remainders when dividing by a “prime” polynomial (analogous to modular arithmetic with integers). So we spent a while actually implementing finite fields in terms of this representation.

The reader has probably heard of this, but in practice one uses a (very large) finite field for the coefficients of their elliptic curve. Often this is $\mathbb{Z}/p$ for some really large prime $p$, or the field of $2^m$ elements for some large integer $m$. But one would naturally complain: there are so many (infinitely many!) finite fields to choose from! Which one should we use, and how did they choose these?

As with most engineering problems the answer is a trade-off, in this case between efficiency and security. Arithmetic is faster in fields of characteristic 2 (and easy to implement at the hardware level!) but a lot is known about the finite field of $2^m$ elements. In fact, if you are sloppy in picking $m$ you’ll get no security at all! One prominent example is the so-called Weil descent attack, which breaks security assumptions for elliptic curve cryptography when $m$ is not prime. These attacks use some sophisticated machinery, but this is how it goes. An abstract mathematical breakthrough can immediately invalidate cryptography based on certain elliptic curves.

But before we get neck-deep in cryptography we have an even bigger problem: for some finite fields, not every elliptic curve has a Weierstrass normal form! So our program isn’t expressive enough to represent all elliptic curves we might want to. We could avoid these curves in our applications, but that would be unnecessarily limiting. With a bit more careful work, we can devise a more general algorithm (and a different normal form) that works for all fields. But let’s understand the problem first.

In general, you can have an elliptic curve of the form $\sum_{i+j=3} a_{i,j}x^iy^j = 0$. That is, it’s just a really general degree 3 polynomial in two variables. If we assume the discriminant of this polynomial is nonzero, we’ll get a smooth curve. And then to get to the Weierstrass normal form involves a bunch of changes of variables. The problem is that the algebraic manipulations you do require you to multiply and divide by 2 and 3. In a field of either characteristic, these operations are either destructive (multiplying by zero) or totally illegal (dividing by zero), and they ruin Weierstrass’s day.

So what can we do?

Well it turns out that there is a more general Weierstrass normal form, unsurprisingly called the generalized Weierstrass normal form. It looks like this

$\displaystyle y^2 + a_1 xy + a_3y = x^3 + a_2x^2 + a_4x + a_6$

The same geometric idea of drawing lines works for this curve as well. It’s just that now the formula is way more complicated. It involves computing a bunch of helper constants and computing far more arithmetic. My colleague Daniel Ngheim was kind enough to code up the algorithm, and here it is

    def __add__(self, Q):
if isinstance(Q, Ideal):
return Point(self.curve, self.x, self.y)

a1,a2,a3,a4,a6 = (self.curve.a1, self.curve.a2, self.curve.a3, self.curve.a4, self.curve.a6)

if self.x == Q.x:
x = self.x
if self.y + Q.y + a1*x + a3 == 0:
return Ideal(self.curve)
else:
c = ((3*x*x + 2*a2*x + a4 - a1*self.y) / (2*self.y + a1*x + a3))
d = (-(x*x*x) + a4*x + 2*a6 - a3*self.y) / (2*self.y + a1*x + a3)
Sum_x = c*c + a1*c - a2 - 2*self.x
Sum_y = -(c + a1) * Sum_x - d - a3
return Point(self.curve, Sum_x, Sum_y)
else:
c =  (Q.y - self.y) / (Q.x - self.x)
d =  (self.y*Q.x - Q.y*self.x) / (Q.x - self.x)
Sum_x = c*c + a1*c - a2 - self.x - Q.x
Sum_y = -(c + a1)*Sum_x - d - a3
return Point(self.curve, Sum_x, Sum_y)

def __neg__(self):
return Point(self.curve, self.x, -self.y - self.curve.a1*self.x - self.curve.a3)


I trust that the devoted reader could derive this algorithm by hand, but for a more detailed derivation see the book of Silverman (it’s a graduate level text, but the point is that if you’re not really serious about implementing elliptic curve cryptography then you shouldn’t worry about this more general algorithm).

One might start to wonder: are there still other forms of elliptic curves that we could use to get around some of the difficulties of the Weierstrass normal form? The answer is yes, but we’ll defer their discussion to a future post. The brief explanation is that through a different choice of variable changes you can get to a different form of curve, and the algorithms you get from writing out the algebraic equations for adding points are slightly more efficient.

For the remainder of this series we’ll just work with one family of finite fields, those fields of the form $\mathbb{Z}/p$ for some large $p$. There is one particularly famous elliptic curve over this field that is used in some of the most secure applications in existence, and this will roughly be our target. In either case, we have provided the combined elliptic curve and finite field code (and the generalized elliptic curve class) on this blog’s Github page.

So in the next post we’ll actually start talking about cryptography and how to use elliptic curves to do things like generate a shared secret key.

Until then!