# The Inner Product as a Decision Rule

The standard inner product of two vectors has some nice geometric properties. Given two vectors $x, y \in \mathbb{R}^n$, where by $x_i$ I mean the $i$-th coordinate of $x$, the standard inner product (which I will interchangeably call the dot product) is defined by the formula

$\displaystyle \langle x, y \rangle = x_1 y_1 + \dots + x_n y_n$

This formula, simple as it is, produces a lot of interesting geometry. An important such property, one which is discussed in machine learning circles more than pure math, is that it is a very convenient decision rule.

In particular, say we’re in the Euclidean plane, and we have a line $L$ passing through the origin, with $w$ being a unit vector perpendicular to $L$ (“the normal” to the line).

If you take any vector $x$, then the dot product $\langle x, w \rangle$ is positive if $x$ is on the same side of $L$ as $w$, and negative otherwise. The dot product is zero if and only if $x$ is exactly on the line $L$, including when $x$ is the zero vector.

Left: the dot product of $w$ and $x$ is positive, meaning they are on the same side of $w$. Right: The dot product is negative, and they are on opposite sides.

Here is an interactive demonstration of this property. Click the image below to go to the demo, and you can drag the vector arrowheads and see the decision rule change.

Click above to go to the demo

The code for this demo is available in a github repository.

It’s always curious, at first, that multiplying and summing produces such geometry. Why should this seemingly trivial arithmetic do anything useful at all?

The core fact that makes it work, however, is that the dot product tells you how one vector projects onto another. When I say “projecting” a vector $x$ onto another vector $w$, I mean you take only the components of $x$ that point in the direction of $w$. The demo shows what the result looks like using the red (or green) vector.

In two dimensions this is easy to see, as you can draw the triangle which has $x$ as the hypotenuse, with $w$ spanning one of the two legs of the triangle as follows:

If we call $a$ the (vector) leg of the triangle parallel to $w$, while $b$ is the dotted line (as a vector, parallel to $L$), then as vectors $x = a + b$. The projection of $x$ onto $w$ is just $a$.

Another way to think of this is that the projection is $x$, modified by removing any part of $x$ that is perpendicular to $w$. Using some colorful language: you put your hands on either side of $x$ and $y$, and then you squish $x$ onto $y$ along the line perpendicular to $y$ (i.e., along $b$).

And if $y$ is a unit vector, then the length of $a$—that is, the length of the projection of $x$ onto $y$—is exactly the inner product product $\langle x, y \rangle$.

Moreover, if the angle between $x$ and $y$ is larger than 90 degrees, the projected vector will point in the opposite direction of $y$, so it’s really a “signed” length.

Left: the projection points in the same direction as $w$. Right: the projection points in the opposite direction.

And this is precisely why the decision rule works. This 90-degree boundary is the line perpendicular to $y$.

More technically said: Let $x, y \in \mathbb{R}^n$ be two vectors, and $\langle x,y \rangle$ their dot product. Define by $\| y \|$ the length of $y$, specifically $\sqrt{\langle y, y \rangle}$. Define by $\text{proj}_{y}(x)$ by first letting $y' = \frac{y}{\| y \|}$, and then let $\text{proj}_{y}(x) = \langle x,y' \rangle y'$. In words, you scale $y$ to a unit vector $y'$, use the result to compute the inner product, and then scale $y$ so that it’s length is $\langle x, y' \rangle$. Then

Theorem: Geometrically, $\text{proj}_y(x)$ is the projection of $x$ onto the line spanned by $y$.

This theorem is true for any $n$-dimensional vector space, since if you have two vectors you can simply apply the reasoning for 2-dimensions to the 2-dimensional plane containing $x$ and $y$. In that case, the decision boundary for a positive/negative output is the entire $n-1$ dimensional hyperplane perpendicular to $y$ (the projected vector).

In fact, the usual formula for the angle between two vectors, i.e. the formula $\langle x, y \rangle = \|x \| \cdot \| y \| \cos \theta$, is a restatement of the projection theorem in terms of trigonometry. The $\langle x, y' \rangle$ part of the projection formula (how much you scale the output) is equal to $\| x \| \cos \theta$. At the end of this post we have a proof of the cosine-angle formula above.

Part of why this decision rule property is so important is that this is a linear function, and linear functions can be optimized relatively easily. When I say that, I specifically mean that there are many known algorithms for optimizing linear functions, which don’t have obscene runtime or space requirements. This is a big reason why mathematicians and statisticians start the mathematical modeling process with linear functions. They’re inherently simpler.

In fact, there are many techniques in machine learning—a prominent one is the so-called Kernel Trick—that exist solely to take data that is not inherently linear in nature (cannot be fruitfully analyzed by linear methods) and transform it into a dataset that is. Using the Kernel Trick as an example to foreshadow some future posts on Support Vector Machines, the idea is to take data which cannot be separated by a line, and transform it (usually by adding new coordinates) so that it can. Then the decision rule, computed in the larger space, is just a dot product. Irene Papakonstantinou neatly demonstrates this with paper folding and scissors. The tradeoff is that the size of the ambient space increases, and it might increase so much that it makes computation intractable. Luckily, the Kernel Trick avoids this by remembering where the data came from, so that one can take advantage of the smaller space to compute what would be the inner product in the larger space.

Next time we’ll see how this decision rule shows up in an optimization problem: finding the “best” hyperplane that separates an input set of red and blue points into monochromatic regions (provided that is possible). Finding this separator is core subroutine of the Support Vector Machine technique, and therein lie interesting algorithms. After we see the core SVM algorithm, we’ll see how the Kernel Trick fits into the method to allow nonlinear decision boundaries.

Proof of the cosine angle formula

Theorem: The inner product $\langle v, w \rangle$ is equal to $\| v \| \| w \| \cos(\theta)$, where $\theta$ is the angle between the two vectors.

Note that this angle is computed in the 2-dimensional subspace spanned by $v, w$, viewed as a typical flat plane, and this is a 2-dimensional plane regardless of the dimension of $v, w$.

Proof. If either $v$ or $w$ is zero, then both sides of the equation are zero and the theorem is trivial, so we may assume both are nonzero. Label a triangle with sides $v,w$ and the third side $v-w$. Now the length of each side is $\| v \|, \| w\|,$ and $\| v-w \|$, respectively. Assume for the moment that $\theta$ is not 0 or 180 degrees, so that this triangle is not degenerate.

The law of cosines allows us to write

$\displaystyle \| v - w \|^2 = \| v \|^2 + \| w \|^2 - 2 \| v \| \| w \| \cos(\theta)$

Moreover, The left hand side is the inner product of $v-w$ with itself, i.e. $\| v - w \|^2 = \langle v-w , v-w \rangle$. We’ll expand $\langle v-w, v-w \rangle$ using two facts. The first is trivial from the formula, that inner product is symmetric: $\langle v,w \rangle = \langle w, v \rangle$. Second is that the inner product is linear in each input. In particular for the first input: $\langle x + y, z \rangle = \langle x, z \rangle + \langle y, z \rangle$ and $\langle cx, z \rangle = c \langle x, z \rangle$. The same holds for the second input by symmetry of the two inputs. Hence we can split up $\langle v-w, v-w \rangle$ as follows.

\displaystyle \begin{aligned} \langle v-w, v-w \rangle &= \langle v, v-w \rangle - \langle w, v-w \rangle \\ &= \langle v, v \rangle - \langle v, w \rangle - \langle w, v \rangle + \langle w, w \rangle \\ &= \| v \|^2 - 2 \langle v, w \rangle + \| w \|^2 \\ \end{aligned}

Combining our two offset equations, we can subtract $\| v \|^2 + \| w \|^2$ from each side and get

$\displaystyle -2 \|v \| \|w \| \cos(\theta) = -2 \langle v, w \rangle,$

Which, after dividing by $-2$, proves the theorem if $\theta \not \in \{0, 180 \}$.

Now if $\theta = 0$ or 180 degrees, the vectors are parallel, so we can write one as a scalar multiple of the other. Say $w = cv$ for $c \in \mathbb{R}$. In that case, $\langle v, cv \rangle = c \| v \| \| v \|$. Now $\| w \| = | c | \| v \|$, since a norm is a length and is hence non-negative (but $c$ can be negative). Indeed, if $v, w$ are parallel but pointing in opposite directions, then $c < 0$, so $\cos(\theta) = -1$, and $c \| v \| = - \| w \|$. Otherwise $c > 0$ and $\cos(\theta) = 1$. This allows us to write $c \| v \| \| v \| = \| w \| \| v \| \cos(\theta)$, and this completes the final case of the theorem.

$\square$

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# The Reasonable Effectiveness of the Multiplicative Weights Update Algorithm

Christos Papadimitriou, who studies multiplicative weights in the context of biology.

## Hard to believe

Sanjeev Arora and his coauthors consider it “a basic tool [that should be] taught to all algorithms students together with divide-and-conquer, dynamic programming, and random sampling.” Christos Papadimitriou calls it “so hard to believe that it has been discovered five times and forgotten.” It has formed the basis of algorithms in machine learning, optimization, game theory, economics, biology, and more.

What mystical algorithm has such broad applications? Now that computer scientists have studied it in generality, it’s known as the Multiplicative Weights Update Algorithm (MWUA). Procedurally, the algorithm is simple. I can even describe the core idea in six lines of pseudocode. You start with a collection of $n$ objects, and each object has a weight.

Set all the object weights to be 1.
For some large number of rounds:
Pick an object at random proportionally to the weights
Some event happens
Increase the weight of the chosen object if it does well in the event
Otherwise decrease the weight

The name “multiplicative weights” comes from how we implement the last step: if the weight of the chosen object at step $t$ is $w_t$ before the event, and $G$ represents how well the object did in the event, then we’ll update the weight according to the rule:

$\displaystyle w_{t+1} = w_t (1 + G)$

Think of this as increasing the weight by a small multiple of the object’s performance on a given round.

Here is a simple example of how it might be used. You have some money you want to invest, and you have a bunch of financial experts who are telling you what to invest in every day. So each day you pick an expert, and you follow their advice, and you either make a thousand dollars, or you lose a thousand dollars, or something in between. Then you repeat, and your goal is to figure out which expert is the most reliable.

This is how we use multiplicative weights: if we number the experts $1, \dots, N$, we give each expert a weight $w_i$ which starts at 1. Then, each day we pick an expert at random (where experts with larger weights are more likely to be picked) and at the end of the day we have some gain or loss $G$. Then we update the weight of the chosen expert by multiplying it by $(1 + G / 1000)$. Sometimes you have enough information to update the weights of experts you didn’t choose, too. The theoretical guarantees of the algorithm say we’ll find the best expert quickly (“quickly” will be concrete later).

In fact, let’s play a game where you, dear reader, get to decide the rewards for each expert and each day. I programmed the multiplicative weights algorithm to react according to your choices. Click the image below to go to the demo.

This core mechanism of updating weights can be interpreted in many ways, and that’s part of the reason it has sprouted up all over mathematics and computer science. Just a few examples of where this has led:

1. In game theory, weights are the “belief” of a player about the strategy of an opponent. The most famous algorithm to use this is called Fictitious Play, and others include EXP3 for minimizing regret in the so-called “adversarial bandit learning” problem.
2. In machine learning, weights are the difficulty of a specific training example, so that higher weights mean the learning algorithm has to “try harder” to accommodate that example. The first result I’m aware of for this is the Perceptron (and similar Winnow) algorithm for learning hyperplane separators. The most famous is the AdaBoost algorithm.
3. Analogously, in optimization, the weights are the difficulty of a specific constraint, and this technique can be used to approximately solve linear and semidefinite programs. The approximation is because MWUA only provides a solution with some error.
4. In mathematical biology, the weights represent the fitness of individual alleles, and filtering reproductive success based on this and updating weights for successful organisms produces a mechanism very much like evolution. With modifications, it also provides a mechanism through which to understand sex in the context of evolutionary biology.
5. The TCP protocol, which basically defined the internet, uses additive and multiplicative weight updates (which are very similar in the analysis) to manage congestion.
6. You can get easy $\log(n)$-approximation algorithms for many NP-hard problems, such as set cover.

Additional, more technical examples can be found in this survey of Arora et al.

In the rest of this post, we’ll implement a generic Multiplicative Weights Update Algorithm, we’ll prove it’s main theoretical guarantees, and we’ll implement a linear program solver as an example of its applicability. As usual, all of the code used in the making of this post is available in a Github repository.

## The generic MWUA algorithm

Let’s start by writing down pseudocode and an implementation for the MWUA algorithm in full generality.

In general we have some set $X$ of objects and some set $Y$ of “event outcomes” which can be completely independent. If these sets are finite, we can write down a table $M$ whose rows are objects, whose columns are outcomes, and whose $i,j$ entry $M(i,j)$ is the reward produced by object $x_i$ when the outcome is $y_j$. We will also write this as $M(x, y)$ for object $x$ and outcome $y$. The only assumption we’ll make on the rewards is that the values $M(x, y)$ are bounded by some small constant $B$ (by small I mean $B$ should not require exponentially many bits to write down as compared to the size of $X$). In symbols, $M(x,y) \in [0,B]$. There are minor modifications you can make to the algorithm if you want negative rewards, but for simplicity we will leave that out. Note the table $M$ just exists for analysis, and the algorithm does not know its values. Moreover, while the values in $M$ are static, the choice of outcome $y$ for a given round may be nondeterministic.

The MWUA algorithm randomly chooses an object $x \in X$ in every round, observing the outcome $y \in Y$, and collecting the reward $M(x,y)$ (or losing it as a penalty). The guarantee of the MWUA theorem is that the expected sum of rewards/penalties of MWUA is not much worse than if one had picked the best object (in hindsight) every single round.

Let’s describe the algorithm in notation first and build up pseudocode as we go. The input to the algorithm is the set of objects, a subroutine that observes an outcome, a black-box reward function, a learning rate parameter, and a number of rounds.

def MWUA(objects, observeOutcome, reward, learningRate, numRounds):
...


We define for object $x$ a nonnegative number $w_x$ we call a “weight.” The weights will change over time so we’ll also sub-script a weight with a round number $t$, i.e. $w_{x,t}$ is the weight of object $x$ in round $t$. Initially, all the weights are $1$. Then MWUA continues in rounds. We start each round by drawing an example randomly with probability proportional to the weights. Then we observe the outcome for that round and the reward for that round.

# draw: [float] -> int
# pick an index from the given list of floats proportionally
# to the size of the entry (i.e. normalize to a probability
# distribution and draw according to the probabilities).
def draw(weights):
choice = random.uniform(0, sum(weights))
choiceIndex = 0

for weight in weights:
choice -= weight
if choice <= 0:
return choiceIndex

choiceIndex += 1

# MWUA: the multiplicative weights update algorithm
def MWUA(objects, observeOutcome, reward, learningRate numRounds):
weights = [1] * len(objects)
for t in numRounds:
chosenObjectIndex = draw(weights)
chosenObject = objects[chosenObjectIndex]

outcome = observeOutcome(t, weights, chosenObject)
thisRoundReward = reward(chosenObject, outcome)

...


Sampling objects in this way is the same as associating a distribution $D_t$ to each round, where if $S_t = \sum_{x \in X} w_{x,t}$ then the probability of drawing $x$, which we denote $D_t(x)$, is $w_{x,t} / S_t$. We don’t need to keep track of this distribution in the actual run of the algorithm, but it will help us with the mathematical analysis.

Next comes the weight update step. Let’s call our learning rate variable parameter $\varepsilon$. In round $t$ say we have object $x_t$ and outcome $y_t$, then the reward is $M(x_t, y_t)$. We update the weight of the chosen object $x_t$ according to the formula:

$\displaystyle w_{x_t, t} = w_{x_t} (1 + \varepsilon M(x_t, y_t) / B)$

In the more general event that you have rewards for all objects (if not, the reward-producing function can output zero), you would perform this weight update on all objects $x \in X$. This turns into the following Python snippet, where we hide the division by $B$ into the choice of learning rate:

# MWUA: the multiplicative weights update algorithm
def MWUA(objects, observeOutcome, reward, learningRate, numRounds):
weights = [1] * len(objects)
for t in numRounds:
chosenObjectIndex = draw(weights)
chosenObject = objects[chosenObjectIndex]

outcome = observeOutcome(t, weights, chosenObject)
thisRoundReward = reward(chosenObject, outcome)

for i in range(len(weights)):
weights[i] *= (1 + learningRate * reward(objects[i], outcome))


One of the amazing things about this algorithm is that the outcomes and rewards could be chosen adaptively by an adversary who knows everything about the MWUA algorithm (except which random numbers the algorithm generates to make its choices). This means that the rewards in round $t$ can depend on the weights in that same round! We will exploit this when we solve linear programs later in this post.

But even in such an oppressive, exploitative environment, MWUA persists and achieves its guarantee. And now we can state that guarantee.

Theorem (from Arora et al): The cumulative reward of the MWUA algorithm is, up to constant multiplicative factors, at least the cumulative reward of the best object minus $\log(n)$, where $n$ is the number of objects. (Exact formula at the end of the proof)

The core of the proof, which we’ll state as a lemma, uses one of the most elegant proof techniques in all of mathematics. It’s the idea of constructing a potential function, and tracking the change in that potential function over time. Such a proof usually has the mysterious script:

1. Define potential function, in our case $S_t$.
2. State what seems like trivial facts about the potential function to write $S_{t+1}$ in terms of $S_t$, and hence get general information about $S_T$ for some large $T$.
3. Theorem is proved.
4. Wait, what?

Clearly, coming up with a useful potential function is a difficult and prized skill.

In this proof our potential function is the sum of the weights of the objects in a given round, $S_t = \sum_{x \in X} w_{x, t}$. Now the lemma.

Lemma: Let $B$ be the bound on the size of the rewards, and $0 < \varepsilon < 1/2$ a learning parameter. Recall that $D_t(x)$ is the probability that MWUA draws object $x$ in round $t$. Write the expected reward for MWUA for round $t$ as the following (using only the definition of expected value):

$\displaystyle R_t = \sum_{x \in X} D_t(x) M(x, y_t)$

Then the claim of the lemma is:

$\displaystyle S_{t+1} \leq S_t e^{\varepsilon R_t / B}$

Proof. Expand $S_{t+1} = \sum_{x \in X} w_{x, t+1}$ using the definition of the MWUA update:

$\displaystyle \sum_{x \in X} w_{x, t+1} = \sum_{x \in X} w_{x, t}(1 + \varepsilon M(x, y_t) / B)$

Now distribute $w_{x, t}$ and split into two sums:

$\displaystyle \dots = \sum_{x \in X} w_{x, t} + \frac{\varepsilon}{B} \sum_{x \in X} w_{x,t} M(x, y_t)$

Using the fact that $D_t(x) = \frac{w_{x,t}}{S_t}$, we can replace $w_{x,t}$ with $D_t(x) S_t$, which allows us to get $R_t$

\displaystyle \begin{aligned} \dots &= S_t + \frac{\varepsilon S_t}{B} \sum_{x \in X} D_t(x) M(x, y_t) \\ &= S_t \left ( 1 + \frac{\varepsilon R_t}{B} \right ) \end{aligned}

And then using the fact that $(1 + x) \leq e^x$ (Taylor series), we can bound the last expression by $S_te^{\varepsilon R_t / B}$, as desired.

$\square$

Now using the lemma, we can get a hold on $S_T$ for a large $T$, namely that

$\displaystyle S_T \leq S_1 e^{\varepsilon \sum_{t=1}^T R_t / B}$

If $|X| = n$ then $S_1=n$, simplifying the above. Moreover, the sum of the weights in round $T$ is certainly greater than any single weight, so that for every fixed object $x \in X$,

$\displaystyle S_T \geq w_{x,T} \leq (1 + \varepsilon)^{\sum_t M(x, y_t) / B}$

Squeezing $S_t$ between these two inequalities and taking logarithms (to simplify the exponents) gives

$\displaystyle \left ( \sum_t M(x, y_t) / B \right ) \log(1+\varepsilon) \leq \log n + \frac{\varepsilon}{B} \sum_t R_t$

Multiply through by $B$, divide by $\varepsilon$, rearrange, and use the fact that when $0 < \varepsilon < 1/2$ we have $\log(1 + \varepsilon) \geq \varepsilon - \varepsilon^2$ (Taylor series) to get

$\displaystyle \sum_t R_t \geq \left [ \sum_t M(x, y_t) \right ] (1-\varepsilon) - \frac{B \log n}{\varepsilon}$

The bracketed term is the payoff of object $x$, and MWUA’s payoff is at least a fraction of that minus the logarithmic term. The bound applies to any object $x \in X$, and hence to the best one. This proves the theorem.

$\square$

Briefly discussing the bound itself, we see that the smaller the learning rate is, the closer you eventually get to the best object, but by contrast the more the subtracted quantity $B \log(n) / \varepsilon$ hurts you. If your target is an absolute error bound against the best performing object on average, you can do more algebra to determine how many rounds you need in terms of a fixed $\delta$. The answer is roughly: let $\varepsilon = O(\delta / B)$ and pick $T = O(B^2 \log(n) / \delta^2)$. See this survey for more.

## MWUA for linear programs

Now we’ll approximately solve a linear program using MWUA. Recall that a linear program is an optimization problem whose goal is to minimize (or maximize) a linear function of many variables. The objective to minimize is usually given as a dot product $c \cdot x$, where $c$ is a fixed vector and $x = (x_1, x_2, \dots, x_n)$ is a vector of non-negative variables the algorithm gets to choose. The choices for $x$ are also constrained by a set of $m$ linear inequalities, $A_i \cdot x \geq b_i$, where $A_i$ is a fixed vector and $b_i$ is a scalar for $i = 1, \dots, m$. This is usually summarized by putting all the $A_i$ in a matrix, $b_i$ in a vector, as

$x_{\textup{OPT}} = \textup{argmin}_x \{ c \cdot x \mid Ax \geq b, x \geq 0 \}$

We can further simplify the constraints by assuming we know the optimal value $Z = c \cdot x_{\textup{OPT}}$ in advance, by doing a binary search (more on this later). So, if we ignore the hard constraint $Ax \geq b$, the “easy feasible region” of possible $x$‘s includes $\{ x \mid x \geq 0, c \cdot x = Z \}$.

In order to fit linear programming into the MWUA framework we have to define two things.

1. The objects: the set of linear inequalities $A_i \cdot x \geq b_i$.
2. The rewards: the error of a constraint for a special input vector $x_t$.

Number 2 is curious (why would we give a reward for error?) but it’s crucial and we’ll discuss it momentarily.

The special input $x_t$ depends on the weights in round $t$ (which is allowed, recall). Specifically, if the weights are $w = (w_1, \dots, w_m)$, we ask for a vector $x_t$ in our “easy feasible region” which satisfies

$\displaystyle (A^T w) \cdot x_t \geq w \cdot b$

For this post we call the implementation of procuring such a vector the “oracle,” since it can be seen as the black-box problem of, given a vector $\alpha$ and a scalar $\beta$ and a convex region $R$, finding a vector $x \in R$ satisfying $\alpha \cdot x \geq \beta$. This allows one to solve more complex optimization problems with the same technique, swapping in a new oracle as needed. Our choice of inputs, $\alpha = A^T w, \beta = w \cdot b$, are particular to the linear programming formulation.

Two remarks on this choice of inputs. First, the vector $A^T w$ is a weighted average of the constraints in $A$, and $w \cdot b$ is a weighted average of the thresholds. So this this inequality is a “weighted average” inequality (specifically, a convex combination, since the weights are nonnegative). In particular, if no such $x$ exists, then the original linear program has no solution. Indeed, given a solution $x^*$ to the original linear program, each constraint, say $A_1 x^*_1 \geq b_1$, is unaffected by left-multiplication by $w_1$.

Second, and more important to the conceptual understanding of this algorithm, the choice of rewards and the multiplicative updates ensure that easier constraints show up less prominently in the inequality by having smaller weights. That is, if we end up overly satisfying a constraint, we penalize that object for future rounds so we don’t waste our effort on it. The byproduct of MWUA—the weights—identify the hardest constraints to satisfy, and so in each round we can put a proportionate amount of effort into solving (one of) the hard constraints. This is why it makes sense to reward error; the error is a signal for where to improve, and by over-representing the hard constraints, we force MWUA’s attention on them.

At the end, our final output is an average of the $x_t$ produced in each round, i.e. $x^* = \frac{1}{T}\sum_t x_t$. This vector satisfies all the constraints to a roughly equal degree. We will skip the proof that this vector does what we want, but see these notes for a simple proof. We’ll spend the rest of this post implementing the scheme outlined above.

## Implementing the oracle

Fix the convex region $R = \{ c \cdot x = Z, x \geq 0 \}$ for a known optimal value $Z$. Define $\textup{oracle}(\alpha, \beta)$ as the problem of finding an $x \in R$ such that $\alpha \cdot x \geq \beta$.

For the case of this linear region $R$, we can simply find the index $i$ which maximizes $\alpha_i Z / c_i$. If this value exceeds $\beta$, we can return the vector with that value in the $i$-th position and zeros elsewhere. Otherwise, the problem has no solution.

To prove the “no solution” part, say $n=2$ and you have $x = (x_1, x_2)$ a solution to $\alpha \cdot x \geq \beta$. Then for whichever index makes $\alpha_i Z / c_i$ bigger, say $i=1$, you can increase $\alpha \cdot x$ without changing $c \cdot x = Z$ by replacing $x_1$ with $x_1 + (c_2/c_1)x_2$ and $x_2$ with zero. I.e., we’re moving the solution $x$ along the line $c \cdot x = Z$ until it reaches a vertex of the region bounded by $c \cdot x = Z$ and $x \geq 0$. This must happen when all entries but one are zero. This is the same reason why optimal solutions of (generic) linear programs occur at vertices of their feasible regions.

The code for this becomes quite simple. Note we use the numpy library in the entire codebase to make linear algebra operations fast and simple to read.

def makeOracle(c, optimalValue):
n = len(c)

def oracle(weightedVector, weightedThreshold):
def quantity(i):
return weightedVector[i] * optimalValue / c[i] if c[i] > 0 else -1

biggest = max(range(n), key=quantity)
if quantity(biggest) < weightedThreshold:
raise InfeasibleException

return numpy.array([optimalValue / c[i] if i == biggest else 0 for i in range(n)])

return oracle


## Implementing the core solver

The core solver implements the discussion from previously, given the optimal value of the linear program as input. To avoid too many single-letter variable names, we use linearObjective instead of $c$.

def solveGivenOptimalValue(A, b, linearObjective, optimalValue, learningRate=0.1):
m, n = A.shape  # m equations, n variables
oracle = makeOracle(linearObjective, optimalValue)

def reward(i, specialVector):
...

def observeOutcome(_, weights, __):
...

numRounds = 1000
weights, cumulativeReward, outcomes = MWUA(
range(m), observeOutcome, reward, learningRate, numRounds
)
averageVector = sum(outcomes) / numRounds

return averageVector


First we make the oracle, then the reward and outcome-producing functions, then we invoke the MWUA subroutine. Here are those two functions; they are closures because they need access to $A$ and $b$. Note that neither $c$ nor the optimal value show up here.

    def reward(i, specialVector):
constraint = A[i]
threshold = b[i]
return threshold - numpy.dot(constraint, specialVector)

def observeOutcome(_, weights, __):
weights = numpy.array(weights)
weightedVector = A.transpose().dot(weights)
weightedThreshold = weights.dot(b)
return oracle(weightedVector, weightedThreshold)


## Implementing the binary search, and an example

Finally, the top-level routine. Note that the binary search for the optimal value is sophisticated (though it could be more sophisticated). It takes a max range for the search, and invokes the optimization subroutine, moving the upper bound down if the linear program is feasible and moving the lower bound up otherwise.

def solve(A, b, linearObjective, maxRange=1000):
optRange = [0, maxRange]

while optRange[1] - optRange[0] > 1e-8:
proposedOpt = sum(optRange) / 2
print("Attempting to solve with proposedOpt=%G" % proposedOpt)

# Because the binary search starts so high, it results in extreme
# reward values that must be tempered by a slow learning rate. Exercise
# to the reader: determine absolute bounds for the rewards, and set
# this learning rate in a more principled fashion.
learningRate = 1 / max(2 * proposedOpt * c for c in linearObjective)
learningRate = min(learningRate, 0.1)

try:
result = solveGivenOptimalValue(A, b, linearObjective, proposedOpt, learningRate)
optRange[1] = proposedOpt
except InfeasibleException:
optRange[0] = proposedOpt

return result


Finally, a simple example:

A = numpy.array([[1, 2, 3], [0, 4, 2]])
b = numpy.array([5, 6])
c = numpy.array([1, 2, 1])

x = solve(A, b, c)
print(x)
print(c.dot(x))
print(A.dot(x) - b)


The output:

Attempting to solve with proposedOpt=500
Attempting to solve with proposedOpt=250
Attempting to solve with proposedOpt=125
Attempting to solve with proposedOpt=62.5
Attempting to solve with proposedOpt=31.25
Attempting to solve with proposedOpt=15.625
Attempting to solve with proposedOpt=7.8125
Attempting to solve with proposedOpt=3.90625
Attempting to solve with proposedOpt=1.95312
Attempting to solve with proposedOpt=2.92969
Attempting to solve with proposedOpt=3.41797
Attempting to solve with proposedOpt=3.17383
Attempting to solve with proposedOpt=3.05176
Attempting to solve with proposedOpt=2.99072
Attempting to solve with proposedOpt=3.02124
Attempting to solve with proposedOpt=3.00598
Attempting to solve with proposedOpt=2.99835
Attempting to solve with proposedOpt=3.00217
Attempting to solve with proposedOpt=3.00026
Attempting to solve with proposedOpt=2.99931
Attempting to solve with proposedOpt=2.99978
Attempting to solve with proposedOpt=3.00002
Attempting to solve with proposedOpt=2.9999
Attempting to solve with proposedOpt=2.99996
Attempting to solve with proposedOpt=2.99999
Attempting to solve with proposedOpt=3.00001
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3  # note %G rounds the printed values
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
Attempting to solve with proposedOpt=3
[ 0.     0.987  1.026]
3.00000000425
[  5.20000072e-02   8.49831849e-09]


So there we have it. A fiendishly clever use of multiplicative weights for solving linear programs.

## Discussion

One of the nice aspects of MWUA is it’s completely transparent. If you want to know why a decision was made, you can simply look at the weights and look at the history of rewards of the objects. There’s also a clear interpretation of what is being optimized, as the potential function used in the proof is a measure of both quality and adaptability to change. The latter is why MWUA succeeds even in adversarial settings, and why it makes sense to think about MWUA in the context of evolutionary biology.

This even makes one imagine new problems that traditional algorithms cannot solve, but which MWUA handles with grace. For example, imagine trying to solve an “online” linear program in which over time a constraint can change. MWUA can adapt to maintain its approximate solution.

The linear programming technique is known in the literature as the Plotkin-Shmoys-Tardos framework for covering and packing problems. The same ideas extend to other convex optimization problems, including semidefinite programming.

If you’ve been reading this entire post screaming “This is just gradient descent!” Then you’re right and wrong. It bears a striking resemblance to gradient descent (see this document for details about how special cases of MWUA are gradient descent by another name), but the adaptivity for the rewards makes MWUA different.

Even though so many people have been advocating for MWUA over the past decade, it’s surprising that it doesn’t show up in the general math/CS discourse on the internet or even in many algorithms courses. The Arora survey I referenced is from 2005 and the linear programming technique I demoed is originally from 1991! I took algorithms classes wherever I could, starting undergraduate in 2007, and I didn’t even hear a whisper of this technique until midway through my PhD in theoretical CS (I did, however, study fictitious play in a game theory class). I don’t have an explanation for why this is the case, except maybe that it takes more than 20 years for techniques to make it to the classroom. At the very least, this is one good reason to go to graduate school. You learn the things (and where to look for the things) which haven’t made it to classrooms yet.

Until next time!

# Zero Knowledge Proofs for NP

Last time, we saw a specific zero-knowledge proof for graph isomorphism. This introduced us to the concept of an interactive proof, where you have a prover and a verifier sending messages back and forth, and the prover is trying to prove a specific claim to the verifier.

A zero-knowledge proof is a special kind of interactive proof in which the prover has some secret piece of knowledge that makes it very easy to verify a disputed claim is true. The prover’s goal, then, is to convince the verifier (a polynomial-time algorithm) that the claim is true without revealing any knowledge at all about the secret.

In this post we’ll see that, using a bit of cryptography, zero-knowledge proofs capture a much wider class of problems than graph isomorphism. Basically, if you believe that cryptography exists, every problem whose answers can be easily verified have zero-knowledge proofs (i.e., all of the class NP). Here are a bunch of examples. For each I’ll phrase the problem as a question, and then say what sort of data the prover’s secret could be.

• Given a boolean formula, is there an assignment of variables making it true? Secret: a satisfying assignment to the variables.
• Given a set of integers, is there a subset whose sum is zero? Secret: such a subset.
• Given a graph, does it have a 3-coloring? Secret: a valid 3-coloring.
• Given a boolean circuit, can it produce a specific output? Secret: a choice of inputs that produces the output.

The common link among all of these problems is that they are NP-hard (graph isomorphism isn’t known to be NP-hard). For us this means two things: (1) we think these problems are actually hard, so the verifier can’t solve them, and (2) if you show that one of them has a zero-knowledge proof, then they all have zero-knowledge proofs.

We’re going to describe and implement a zero-knowledge proof for graph 3-colorability, and in the next post we’ll dive into the theoretical definitions and talk about the proof that the scheme we present is zero-knowledge. As usual, all of the code used in making this post is available in a repository on this blog’s Github page.

## One-way permutations

In a recent program gallery post we introduced the Blum-Blum-Shub pseudorandom generator. A pseudorandom generator is simply an algorithm that takes as input a short random string of length $s$ and produces as output a longer string, say, of length $3s$. This output string should not be random, but rather “indistinguishable” from random in a sense we’ll make clear next time. The underlying function for this generator is the “modular squaring” function $x \mapsto x^2 \mod M$, for some cleverly chosen $M$. The $M$ is chosen in such a way that makes this mapping a permutation. So this function is more than just a pseudorandom generator, it’s a one-way permutation.

If you have a primality-checking algorithm on hand (we do), then preparing the Blum-Blum-Shub algorithm is only about 15 lines of code.

def goodPrime(p):
return p % 4 == 3 and probablyPrime(p, accuracy=100)

def findGoodPrime(numBits=512):
candidate = 1

while not goodPrime(candidate):
candidate = random.getrandbits(numBits)

return candidate

def makeModulus(numBits=512):
return findGoodPrime(numBits) * findGoodPrime(numBits)

def blum_blum_shub(modulusLength=512):
modulus = makeModulus(numBits=modulusLength)

def f(inputInt):
return pow(inputInt, 2, modulus)

return f


The interested reader should check out the proof gallery post for more details about this generator. For us, having a one-way permutation is the important part (and we’re going to defer the formal definition of “one-way” until next time, just think “hard to get inputs from outputs”).

The other concept we need, which is related to a one-way permutation, is the notion of a hardcore predicate. Let $G(x)$ be a one-way permutation, and let $f(x) = b$ be a function that produces a single bit from a string. We say that $f$ is a hardcore predicate for $G$ if you can’t reliably compute $f(x)$ when given only $G(x)$.

Hardcore predicates are important because there are many one-way functions for which, when given the output, you can guess part of the input very reliably, but not the rest (e.g., if $g$ is a one-way function, $(x, y) \mapsto (x, g(y))$ is also one-way, but the $x$ part is trivially guessable). So a hardcore predicate formally measures, when given the output of a one-way function, what information derived from the input is hard to compute.

In the case of Blum-Blum-Shub, one hardcore predicate is simply the parity of the input bits.

def parity(n):
return sum(int(x) for x in bin(n)[2:]) % 2


## Bit Commitment Schemes

A core idea that will makes zero-knowledge proofs work for NP is the ability for the prover to publicly “commit” to a choice, and later reveal that choice in a way that makes it infeasible to fake their commitment. This will involve not just the commitment to a single bit of information, but also the transmission of auxiliary data that is provably infeasible to fake.

Our pair of one-way permutation $G$ and hardcore predicate $f$ comes in very handy. Let’s say I want to commit to a bit $b \in \{ 0,1 \}$. Let’s fix a security parameter that will measure how hard it is to change my commitment post-hoc, say $n = 512$. My process for committing is to draw a random string $x$ of length $n$, and send you the pair $(G(x), f(x) \oplus b)$, where $\oplus$ is the XOR operator on two bits.

The guarantee of a one-way permutation with a hardcore predicate is that if you only see $G(x)$, you can’t guess $f(x)$ with any reasonable edge over random guessing. Moreover, if you fix a bit $b$, and take an unpredictably random bit $y$, the XOR $b \oplus y$ is also unpredictably random. In other words, if $f(x)$ is hardcore, then so is $x \mapsto f(x) \oplus b$ for a fixed bit $b$. Finally, to reveal my commitment, I just send the string $x$ and let you independently compute $(G(x), f(x) \oplus b)$. Since $G$ is a permutation, that $x$ is the only $x$ that could have produced the commitment I sent you earlier.

Here’s a Python implementation of this scheme. We start with a generic base class for a commitment scheme.

class CommitmentScheme(object):
def __init__(self, oneWayPermutation, hardcorePredicate, securityParameter):
'''
oneWayPermutation: int -> int
hardcorePredicate: int -> {0, 1}
'''
self.oneWayPermutation = oneWayPermutation
self.hardcorePredicate = hardcorePredicate
self.securityParameter = securityParameter

# a random string of length self.securityParameter used only once per commitment
self.secret = self.generateSecret()

def generateSecret(self):
raise NotImplemented

def commit(self, x):
raise NotImplemented

def reveal(self):
return self.secret


Note that the “reveal” step is always simply to reveal the secret. Here’s the implementation subclass. We should also note that the security string should be chosen at random anew for every bit you wish to commit to. In this post we won’t reuse CommitmentScheme objects anyway.

class BBSBitCommitmentScheme(CommitmentScheme):
def generateSecret(self):
# the secret is a random quadratic residue
self.secret = self.oneWayPermutation(random.getrandbits(self.securityParameter))
return self.secret

def commit(self, bit):
unguessableBit = self.hardcorePredicate(self.secret)
return (
self.oneWayPermutation(self.secret),
unguessableBit ^ bit,  # python xor
)


One important detail is that the Blum-Blum-Shub one-way permutation is only a permutation when restricted to quadratic residues. As such, we generate our secret by shooting a random string through the one-way permutation to get a random residue. In fact this produces a uniform random residue, since the Blum-Blum-Shub modulus is chosen in such a way that ensures every residue has exactly four square roots.

Here’s code to check the verification is correct.

class BBSBitCommitmentVerifier(object):
def __init__(self, oneWayPermutation, hardcorePredicate):
self.oneWayPermutation = oneWayPermutation
self.hardcorePredicate = hardcorePredicate

def verify(self, securityString, claimedCommitment):
trueBit = self.decode(securityString, claimedCommitment)
unguessableBit = self.hardcorePredicate(securityString)  # wasteful, whatever
return claimedCommitment == (
self.oneWayPermutation(securityString),
unguessableBit ^ trueBit,  # python xor
)

def decode(self, securityString, claimedCommitment):
unguessableBit = self.hardcorePredicate(securityString)
return claimedCommitment[1] ^ unguessableBit


and an example of using it

if __name__ == "__main__":
import blum_blum_shub
securityParameter = 10
oneWayPerm = blum_blum_shub.blum_blum_shub(securityParameter)
hardcorePred = blum_blum_shub.parity

print('Bit commitment')
scheme = BBSBitCommitmentScheme(oneWayPerm, hardcorePred, securityParameter)
verifier = BBSBitCommitmentVerifier(oneWayPerm, hardcorePred)

for _ in range(10):
bit = random.choice([0, 1])
commitment = scheme.commit(bit)
secret = scheme.reveal()
trueBit = verifier.decode(secret, commitment)
valid = verifier.verify(secret, commitment)

print('{} == {}? {}; {} {}'.format(bit, trueBit, valid, secret, commitment))


Example output:

1 == 1? True; 524 (5685, 0)
1 == 1? True; 149 (22201, 1)
1 == 1? True; 476 (34511, 1)
1 == 1? True; 927 (14243, 1)
1 == 1? True; 608 (23947, 0)
0 == 0? True; 964 (7384, 1)
0 == 0? True; 373 (23890, 0)
0 == 0? True; 620 (270, 1)
1 == 1? True; 926 (12390, 0)
0 == 0? True; 708 (1895, 0)


As an exercise, write a program to verify that no other input to the Blum-Blum-Shub one-way permutation gives a valid verification. Test it on a small security parameter like $n=10$.

It’s also important to point out that the verifier needs to do some additional validation that we left out. For example, how does the verifier know that the revealed secret actually is a quadratic residue? In fact, detecting quadratic residues is believed to be hard! To get around this, we could change the commitment scheme reveal step to reveal the random string that was used as input to the permutation to get the residue (cf. BBSCommitmentScheme.generateSecret for the random string that needs to be saved/revealed). Then the verifier could generate the residue in the same way. As an exercise, upgrade the bit commitment an verifier classes to reflect this.

In order to get a zero-knowledge proof for 3-coloring, we need to be able to commit to one of three colors, which requires two bits. So let’s go overkill and write a generic integer commitment scheme. It’s simple enough: specify a bound on the size of the integers, and then do an independent bit commitment for every bit.

class BBSIntCommitmentScheme(CommitmentScheme):
def __init__(self, numBits, oneWayPermutation, hardcorePredicate, securityParameter=512):
'''
A commitment scheme for integers of a prespecified length numBits. Applies the
Blum-Blum-Shub bit commitment scheme to each bit independently.
'''
self.schemes = [BBSBitCommitmentScheme(oneWayPermutation, hardcorePredicate, securityParameter)
for _ in range(numBits)]
super().__init__(oneWayPermutation, hardcorePredicate, securityParameter)

def generateSecret(self):
self.secret = [x.secret for x in self.schemes]
return self.secret

def commit(self, integer):
# first pad bits to desired length
integer = bin(integer)[2:].zfill(len(self.schemes))
bits = [int(bit) for bit in integer]
return [scheme.commit(bit) for scheme, bit in zip(self.schemes, bits)]


And the corresponding verifier

class BBSIntCommitmentVerifier(object):
def __init__(self, numBits, oneWayPermutation, hardcorePredicate):
self.verifiers = [BBSBitCommitmentVerifier(oneWayPermutation, hardcorePredicate)
for _ in range(numBits)]

def decodeBits(self, secrets, bitCommitments):
return [v.decode(secret, commitment) for (v, secret, commitment) in
zip(self.verifiers, secrets, bitCommitments)]

def verify(self, secrets, bitCommitments):
return all(
bitVerifier.verify(secret, commitment)
for (bitVerifier, secret, commitment) in
zip(self.verifiers, secrets, bitCommitments)
)

def decode(self, secrets, bitCommitments):
decodedBits = self.decodeBits(secrets, bitCommitments)
return int(''.join(str(bit) for bit in decodedBits))


A sample usage:

if __name__ == "__main__":
import blum_blum_shub
securityParameter = 10
oneWayPerm = blum_blum_shub.blum_blum_shub(securityParameter)
hardcorePred = blum_blum_shub.parity

print('Int commitment')
scheme = BBSIntCommitmentScheme(10, oneWayPerm, hardcorePred)
verifier = BBSIntCommitmentVerifier(10, oneWayPerm, hardcorePred)
choices = list(range(1024))
for _ in range(10):
theInt = random.choice(choices)
commitments = scheme.commit(theInt)
secrets = scheme.reveal()
trueInt = verifier.decode(secrets, commitments)
valid = verifier.verify(secrets, commitments)

print('{} == {}? {}; {} {}'.format(theInt, trueInt, valid, secrets, commitments))


And a sample output:

527 == 527? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 1), (54363, 1), (63975, 0), (5426, 0), (9124, 1), (23973, 0), (44832, 0), (33044, 0), (68501, 0)]
67 == 67? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 1), (342, 1), (54363, 1), (63975, 1), (5426, 0), (9124, 1), (23973, 1), (44832, 1), (33044, 0), (68501, 0)]
729 == 729? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 1), (54363, 0), (63975, 1), (5426, 0), (9124, 0), (23973, 0), (44832, 1), (33044, 1), (68501, 0)]
441 == 441? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 1), (342, 0), (54363, 0), (63975, 0), (5426, 1), (9124, 0), (23973, 0), (44832, 1), (33044, 1), (68501, 0)]
614 == 614? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 1), (54363, 1), (63975, 1), (5426, 1), (9124, 1), (23973, 1), (44832, 0), (33044, 0), (68501, 1)]
696 == 696? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 1), (54363, 0), (63975, 0), (5426, 1), (9124, 0), (23973, 0), (44832, 1), (33044, 1), (68501, 1)]
974 == 974? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 0), (54363, 0), (63975, 1), (5426, 0), (9124, 1), (23973, 0), (44832, 0), (33044, 0), (68501, 1)]
184 == 184? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 1), (342, 1), (54363, 0), (63975, 0), (5426, 1), (9124, 0), (23973, 0), (44832, 1), (33044, 1), (68501, 1)]
136 == 136? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 1), (342, 1), (54363, 0), (63975, 0), (5426, 0), (9124, 1), (23973, 0), (44832, 1), (33044, 1), (68501, 1)]
632 == 632? True; [25461, 56722, 25739, 2268, 1185, 18226, 46375, 8907, 54979, 23095] [(29616, 0), (342, 1), (54363, 1), (63975, 1), (5426, 1), (9124, 0), (23973, 0), (44832, 1), (33044, 1), (68501, 1)]


Before we move on, we should note that this integer commitment scheme “blows up” the secret by quite a bit. If you have a security parameter $s$ and an integer with $n$ bits, then the commitment uses roughly $sn$ bits. A more efficient method would be to simply use a good public-key encryption scheme, and then reveal the secret key used to encrypt the message. While we implemented such schemes previously on this blog, I thought it would be more fun to do something new.

## A zero-knowledge proof for 3-coloring

First, a high-level description of the protocol. The setup: the prover has a graph $G$ with $n$ vertices $V$ and $m$ edges $E$, and also has a secret 3-coloring of the vertices $\varphi: V \to \{ 0, 1, 2 \}$. Recall, a 3-coloring is just an assignment of colors to vertices (in this case the colors are 0,1,2) so that no two adjacent vertices have the same color.

So the prover has a coloring $\varphi$ to be kept secret, but wants to prove that $G$ is 3-colorable. The idea is for the verifier to pick a random edge $(u,v)$, and have the prover reveal the colors of $u$ and $v$. However, if we run this protocol only once, there’s nothing to stop the prover from just lying and picking two distinct colors. If we allow the verifier to run the protocol many times, and the prover actually reveals the colors from their secret coloring, then after roughly $|V|$ rounds the verifier will know the entire coloring. Each step reveals more knowledge.

We can fix this with two modifications.

1. The prover first publicly commits to the coloring using a commitment scheme. Then when the verifier asks for the colors of the two vertices of a random edge, he can rest assured that the prover fixed a coloring that does not depend on the verifier’s choice of edge.
2. The prover doesn’t reveal colors from their secret coloring, but rather from a random permutation of the secret coloring. This way, when the verifier sees colors, they’re equally likely to see any two colors, and all the verifier will know is that those two colors are different.

So the scheme is: prover commits to a random permutation of the true coloring and sends it to the verifier; the verifier asks for the true colors of a given edge; the prover provides those colors and the secrets to their commitment scheme so the verifier can check.

The key point is that now the verifier has to commit to a coloring, and if the coloring isn’t a proper 3-coloring the verifier has a reasonable chance of picking an improperly colored edge (a one-in-$|E|$ chance, which is at least $1/|V|^2$). On the other hand, if the coloring is proper, then the verifier will always query a properly colored edge, and it’s zero-knowledge because the verifier is equally likely to see every pair of colors. So the verifier will always accept, but won’t know anything more than that the edge it chose is properly colored. Repeating this $|V|^2$-ish times, with high probability it’ll have queried every edge and be certain the coloring is legitimate.

Let’s implement this scheme. First the data types. As in the previous post, graphs are represented by edge lists, and a coloring is represented by a dictionary mapping a vertex to 0, 1, or 2 (the “colors”).

# a graph is a list of edges, and for simplicity we'll say
# every vertex shows up in some edge
exampleGraph = [
(1, 2),
(1, 4),
(1, 3),
(2, 5),
(2, 5),
(3, 6),
(5, 6)
]

exampleColoring = {
1: 0,
2: 1,
3: 2,
4: 1,
5: 2,
6: 0,
}


Next, the Prover class that implements that half of the protocol. We store a list of integer commitment schemes for each vertex whose color we need to commit to, and send out those commitments.

class Prover(object):
def __init__(self, graph, coloring, oneWayPermutation=ONE_WAY_PERMUTATION, hardcorePredicate=HARDCORE_PREDICATE):
self.graph = [tuple(sorted(e)) for e in graph]
self.coloring = coloring
self.vertices = list(range(1, numVertices(graph) + 1))
self.oneWayPermutation = oneWayPermutation
self.hardcorePredicate = hardcorePredicate
self.vertexToScheme = None

def commitToColoring(self):
self.vertexToScheme = {
v: commitment.BBSIntCommitmentScheme(
2, self.oneWayPermutation, self.hardcorePredicate
) for v in self.vertices
}

permutation = randomPermutation(3)
permutedColoring = {
v: permutation[self.coloring[v]] for v in self.vertices
}

return {v: s.commit(permutedColoring[v])
for (v, s) in self.vertexToScheme.items()}

def revealColors(self, u, v):
u, v = min(u, v), max(u, v)
if not (u, v) in self.graph:
raise Exception('Must query an edge!')

return (
self.vertexToScheme[u].reveal(),
self.vertexToScheme[v].reveal(),
)


In commitToColoring we randomly permute the underlying colors, and then compose that permutation with the secret coloring, committing to each resulting color independently. In revealColors we reveal only those colors for a queried edge. Note that we don’t actually need to store the permuted coloring, because it’s implicitly stored in the commitments.

It’s crucial that we reject any query that doesn’t correspond to an edge. If we don’t reject such queries then the verifier can break the protocol! In particular, by querying non-edges you can determine which pairs of nodes have the same color in the secret coloring. You can then chain these together to partition the nodes into color classes, and so color the graph. (After seeing the Verifier class below, implement this attack as an exercise).

Here’s the corresponding Verifier:

class Verifier(object):
def __init__(self, graph, oneWayPermutation, hardcorePredicate):
self.graph = [tuple(sorted(e)) for e in graph]
self.oneWayPermutation = oneWayPermutation
self.hardcorePredicate = hardcorePredicate
self.committedColoring = None
self.verifier = commitment.BBSIntCommitmentVerifier(2, oneWayPermutation, hardcorePredicate)

def chooseEdge(self, committedColoring):
self.committedColoring = committedColoring
self.chosenEdge = random.choice(self.graph)
return self.chosenEdge

def accepts(self, revealed):
revealedColors = []

for (w, bitSecrets) in zip(self.chosenEdge, revealed):
trueColor = self.verifier.decode(bitSecrets, self.committedColoring[w])
revealedColors.append(trueColor)
if not self.verifier.verify(bitSecrets, self.committedColoring[w]):
return False

return revealedColors[0] != revealedColors[1]


As expected, in the acceptance step the verifier decodes the true color of the edge it queried, and accepts if and only if the commitment was valid and the edge is properly colored.

Here’s the whole protocol, which is syntactically very similar to the one for graph isomorphism.

def runProtocol(G, coloring, securityParameter=512):
oneWayPermutation = blum_blum_shub.blum_blum_shub(securityParameter)
hardcorePredicate = blum_blum_shub.parity

prover = Prover(G, coloring, oneWayPermutation, hardcorePredicate)
verifier = Verifier(G, oneWayPermutation, hardcorePredicate)

committedColoring = prover.commitToColoring()
chosenEdge = verifier.chooseEdge(committedColoring)

revealed = prover.revealColors(*chosenEdge)
revealedColors = (
verifier.verifier.decode(revealed[0], committedColoring[chosenEdge[0]]),
verifier.verifier.decode(revealed[1], committedColoring[chosenEdge[1]]),
)
isValid = verifier.accepts(revealed)

print("{} != {} and commitment is valid? {}".format(
revealedColors[0], revealedColors[1], isValid
))

return isValid


And an example of running it

if __name__ == "__main__":
for _ in range(30):
runProtocol(exampleGraph, exampleColoring, securityParameter=10)


Here’s the output

0 != 2 and commitment is valid? True
1 != 0 and commitment is valid? True
1 != 2 and commitment is valid? True
2 != 0 and commitment is valid? True
1 != 2 and commitment is valid? True
2 != 0 and commitment is valid? True
0 != 2 and commitment is valid? True
0 != 2 and commitment is valid? True
0 != 1 and commitment is valid? True
0 != 1 and commitment is valid? True
2 != 1 and commitment is valid? True
0 != 2 and commitment is valid? True
2 != 0 and commitment is valid? True
2 != 0 and commitment is valid? True
1 != 0 and commitment is valid? True
1 != 0 and commitment is valid? True
0 != 2 and commitment is valid? True
2 != 1 and commitment is valid? True
0 != 2 and commitment is valid? True
0 != 2 and commitment is valid? True
2 != 1 and commitment is valid? True
1 != 0 and commitment is valid? True
1 != 0 and commitment is valid? True
2 != 1 and commitment is valid? True
2 != 1 and commitment is valid? True
1 != 0 and commitment is valid? True
0 != 2 and commitment is valid? True
1 != 2 and commitment is valid? True
1 != 2 and commitment is valid? True
0 != 1 and commitment is valid? True


So while we haven’t proved it rigorously, we’ve seen the zero-knowledge proof for graph 3-coloring. This automatically gives us a zero-knowledge proof for all of NP, because given any NP problem you can just convert it to the equivalent 3-coloring problem and solve that. Of course, the blowup required to convert a random NP problem to 3-coloring can be polynomially large, which makes it unsuitable for practice. But the point is that this gives us a theoretical justification for which problems have zero-knowledge proofs in principle. Now that we’ve established that you can go about trying to find the most efficient protocol for your favorite problem.

## Anticipatory notes

When we covered graph isomorphism last time, we said that a simulator could, without participating in the zero-knowledge protocol or knowing the secret isomorphism, produce a transcript that was drawn from the same distribution of messages as the protocol produced. That was all that it needed to be “zero-knowledge,” because anything the verifier could do with its protocol transcript, the simulator could do too.

We can do exactly the same thing for 3-coloring, exploiting the same “reverse order” trick where the simulator picks the random edge first, then chooses the color commitment post-hoc.

Unfortunately, both there and here I’m short-changing you, dear reader. The elephant in the room is that our naive simulator assumes the verifier is playing by the rules! If you want to define security, you have to define it against a verifier who breaks the protocol in an arbitrary way. For example, the simulator should be able to produce an equivalent transcript even if the verifier deterministically picks an edge, or tries to pick a non-edge, or tries to send gibberish. It takes a lot more work to prove security against an arbitrary verifier, but the basic setup is that the simulator can no longer make choices for the verifier, but rather has to invoke the verifier subroutine as a black box. (To compensate, the requirements on the simulator are relaxed quite a bit; more on that next time)

Because an implementation of such a scheme would involve a lot of validation, we’re going to defer the discussion to next time. We also need to be more specific about the different kinds of zero-knowledge, since we won’t be able to achieve perfect zero-knowledge with the simulator drawing from an identical distribution, but rather a computationally indistinguishable distribution.

We’ll define all this rigorously next time, and discuss the known theoretical implications and limitations. Next time will be cuffs-off theory, baby!

Until then!

# Zero Knowledge Proofs — A Primer

In this post we’ll get a strong taste for zero knowledge proofs by exploring the graph isomorphism problem in detail. In the next post, we’ll see how this relates to cryptography and the bigger picture. The goal of this post is to get a strong understanding of the terms “prover,” “verifier,” and “simulator,” and “zero knowledge” in the context of a specific zero-knowledge proof. Then next time we’ll see how the same concepts (though not the same proof) generalizes to a cryptographically interesting setting.

## Graph isomorphism

Let’s start with an extended example. We are given two graphs $G_1, G_2$, and we’d like to know whether they’re isomorphic, meaning they’re the same graph, but “drawn” different ways.

The problem of telling if two graphs are isomorphic seems hard. The pictures above, which are all different drawings of the same graph (or are they?), should give you pause if you thought it was easy.

To add a tiny bit of formalism, a graph $G$ is a list of edges, and each edge $(u,v)$ is a pair of integers between 1 and the total number of vertices of the graph, say $n$. Using this representation, an isomorphism between $G_1$ and $G_2$ is a permutation $\pi$ of the numbers $\{1, 2, \dots, n \}$ with the property that $(i,j)$ is an edge in $G_1$ if and only if $(\pi(i), \pi(j))$ is an edge of $G_2$. You swap around the labels on the vertices, and that’s how you get from one graph to another isomorphic one.

Given two arbitrary graphs as input on a large number of vertices $n$, nobody knows of an efficient—i.e., polynomial time in $n$—algorithm that can always decide whether the input graphs are isomorphic. Even if you promise me that the inputs are isomorphic, nobody knows of an algorithm that could construct an isomorphism. (If you think about it, such an algorithm could be used to solve the decision problem!)

## A game

Now let’s play a game. In this game, we’re given two enormous graphs on a billion nodes. I claim they’re isomorphic, and I want to prove it to you. However, my life’s fortune is locked behind these particular graphs (somehow), and if you actually had an isomorphism between these two graphs you could use it to steal all my money. But I still want to convince you that I do, in fact, own all of this money, because we’re about to start a business and you need to know I’m not broke.

Is there a way for me to convince you beyond a reasonable doubt that these two graphs are indeed isomorphic? And moreover, could I do so without you gaining access to my secret isomorphism? It would be even better if I could guarantee you learn nothing about my isomorphism or any isomorphism, because even the slightest chance that you can steal my money is out of the question.

Zero knowledge proofs have exactly those properties, and here’s a zero knowledge proof for graph isomorphism. For the record, $G_1$ and $G_2$ are public knowledge, (common inputs to our protocol for the sake of tracking runtime), and the protocol itself is common knowledge. However, I have an isomorphism $f: G_1 \to G_2$ that you don’t know.

Step 1: I will start by picking one of my two graphs, say $G_1$, mixing up the vertices, and sending you the resulting graph. In other words, I send you a graph $H$ which is chosen uniformly at random from all isomorphic copies of $G_1$. I will save the permutation $\pi$ that I used to generate $H$ for later use.

Step 2: You receive a graph $H$ which you save for later, and then you randomly pick an integer $t$ which is either 1 or 2, with equal probability on each. The number $t$ corresponds to your challenge for me to prove $H$ is isomorphic to $G_1$ or $G_2$. You send me back $t$, with the expectation that I will provide you with an isomorphism between $H$ and $G_t$.

Step 3: Indeed, I faithfully provide you such an isomorphism. If I you send me $t=1$, I’ll give you back $\pi^{-1} : H \to G_1$, and otherwise I’ll give you back $f \circ \pi^{-1}: H \to G_2$. Because composing a fixed permutation with a uniformly random permutation is again a uniformly random permutation, in either case I’m sending you a uniformly random permutation.

Step 4: You receive a permutation $g$, and you can use it to verify that $H$ is isomorphic to $G_t$. If the permutation I sent you doesn’t work, you’ll reject my claim, and if it does, you’ll accept my claim.

Before we analyze, here’s some Python code that implements the above scheme. You can find the full, working example in a repository on this blog’s Github page.

First, a few helper functions for generating random permutations (and turning their list-of-zero-based-indices form into a function-of-positive-integers form)

import random

def randomPermutation(n):
L = list(range(n))
random.shuffle(L)
return L

def makePermutationFunction(L):
return lambda i: L[i - 1] + 1

def makeInversePermutationFunction(L):
return lambda i: 1 + L.index(i - 1)

def applyIsomorphism(G, f):
return [(f(i), f(j)) for (i, j) in G]


Here’s a class for the Prover, the one who knows the isomorphism and wants to prove it while keeping the isomorphism secret:

class Prover(object):
def __init__(self, G1, G2, isomorphism):
'''
isomomorphism is a list of integers representing
an isomoprhism from G1 to G2.
'''
self.G1 = G1
self.G2 = G2
self.n = numVertices(G1)
assert self.n == numVertices(G2)

self.isomorphism = isomorphism
self.state = None

def sendIsomorphicCopy(self):
isomorphism = randomPermutation(self.n)
pi = makePermutationFunction(isomorphism)

H = applyIsomorphism(self.G1, pi)

self.state = isomorphism
return H

def proveIsomorphicTo(self, graphChoice):
randomIsomorphism = self.state
piInverse = makeInversePermutationFunction(randomIsomorphism)

if graphChoice == 1:
return piInverse
else:
f = makePermutationFunction(self.isomorphism)
return lambda i: f(piInverse(i))


The prover has two methods, one for each round of the protocol. The first creates an isomorphic copy of $G_1$, and the second receives the challenge and produces the requested isomorphism.

And here’s the corresponding class for the verifier

class Verifier(object):
def __init__(self, G1, G2):
self.G1 = G1
self.G2 = G2
self.n = numVertices(G1)
assert self.n == numVertices(G2)

def chooseGraph(self, H):
choice = random.choice([1, 2])
self.state = H, choice
return choice

def accepts(self, isomorphism):
'''
Return True if and only if the given isomorphism
is a valid isomorphism between the randomly
chosen graph in the first step, and the H presented
by the Prover.
'''
H, choice = self.state
graphToCheck = [self.G1, self.G2][choice - 1]
f = isomorphism

isValidIsomorphism = (graphToCheck == applyIsomorphism(H, f))
return isValidIsomorphism


Then the protocol is as follows:

def runProtocol(G1, G2, isomorphism):
p = Prover(G1, G2, isomorphism)
v = Verifier(G1, G2)

H = p.sendIsomorphicCopy()
choice = v.chooseGraph(H)
witnessIsomorphism = p.proveIsomorphicTo(choice)

return v.accepts(witnessIsomorphism)


Analysis: Let’s suppose for a moment that everyone is honestly following the rules, and that $G_1, G_2$ are truly isomorphic. Then you’ll always accept my claim, because I can always provide you with an isomorphism. Now let’s suppose that, actually I’m lying, the two graphs aren’t isomorphic, and I’m trying to fool you into thinking they are. What’s the probability that you’ll rightfully reject my claim?

Well, regardless of what I do, I’m sending you a graph $H$ and you get to make a random choice of $t = 1, 2$ that I can’t control. If $H$ is only actually isomorphic to either $G_1$ or $G_2$ but not both, then so long as you make your choice uniformly at random, half of the time I won’t be able to produce a valid isomorphism and you’ll reject. And unless you can actually tell which graph $H$ is isomorphic to—an open problem, but let’s say you can’t—then probability 1/2 is the best you can do.

Maybe the probability 1/2 is a bit unsatisfying, but remember that we can amplify this probability by repeating the protocol over and over again. So if you want to be sure I didn’t cheat and get lucky to within a probability of one-in-one-trillion, you only need to repeat the protocol 30 times. To be surer than the chance of picking a specific atom at random from all atoms in the universe, only about 400 times.

If you want to feel small, think of the number of atoms in the universe. If you want to feel big, think of its logarithm.

Here’s the code that repeats the protocol for assurance.

def convinceBeyondDoubt(G1, G2, isomorphism, errorTolerance=1e-20):
probabilityFooled = 1

while probabilityFooled &gt; errorTolerance:
result = runProtocol(G1, G2, isomorphism)
assert result
probabilityFooled *= 0.5
print(probabilityFooled)


Running it, we see it succeeds

\$ python graph-isomorphism.py
0.5
0.25
0.125
0.0625
0.03125
...
&amp;lt;SNIP&amp;gt;
...
1.3552527156068805e-20
6.776263578034403e-21


So it’s clear that this protocol is convincing.

But how can we be sure that there’s no leakage of knowledge in the protocol? What does “leakage” even mean? That’s where this topic is the most difficult to nail down rigorously, in part because there are at least three a priori different definitions! The idea we want to capture is that anything that you can efficiently compute after the protocol finishes (i.e., you have the content of the messages sent to you by the prover) you could have computed efficiently given only the two graphs $G_1, G_2$, and the claim that they are isomorphic.

Another way to say it is that you may go through the verification process and feel happy and confident that the two graphs are isomorphic. But because it’s a zero-knowledge proof, you can’t do anything with that information more than you could have done if you just took the assertion on blind faith. I’m confident there’s a joke about religion lurking here somewhere, but I’ll just trust it’s funny and move on.

In the next post we’ll expand on this “leakage” notion, but before we get there it should be clear that the graph isomorphism protocol will have the strongest possible “no-leakage” property we can come up with. Indeed, in the first round the prover sends a uniform random isomorphic copy of $G_1$ to the verifier, but the verifier can compute such an isomorphism already without the help of the prover. The verifier can’t necessarily find the isomorphism that the prover used in retrospect, because the verifier can’t solve graph isomorphism. Instead, the point is that the probability space of “$G_1$ paired with an $H$ made by the prover” and the probability space of “$G_1$ paired with $H$ as made by the verifier” are equal. No information was leaked by the prover.

For the second round, again the permutation $\pi$ used by the prover to generate $H$ is uniformly random. Since composing a fixed permutation with a uniform random permutation also results in a uniform random permutation, the second message sent by the prover is uniformly random, and so again the verifier could have constructed a similarly random permutation alone.

Let’s make this explicit with a small program. We have the honest protocol from before, but now I’m returning the set of messages sent by the prover, which the verifier can use for additional computation.

def messagesFromProtocol(G1, G2, isomorphism):
p = Prover(G1, G2, isomorphism)
v = Verifier(G1, G2)

H = p.sendIsomorphicCopy()
choice = v.chooseGraph(H)
witnessIsomorphism = p.proveIsomorphicTo(choice)

return [H, choice, witnessIsomorphism]


To say that the protocol is zero-knowledge (again, this is still colloquial) is to say that anything that the verifier could compute, given as input the return value of this function along with $G_1, G_2$ and the claim that they’re isomorphic, the verifier could also compute given only $G_1, G_2$ and the claim that $G_1, G_2$ are isomorphic.

It’s easy to prove this, and we’ll do so with a python function called simulateProtocol.

def simulateProtocol(G1, G2):
# Construct data drawn from the same distribution as what is
# returned by messagesFromProtocol
choice = random.choice([1, 2])
G = [G1, G2][choice - 1]
n = numVertices(G)

isomorphism = randomPermutation(n)
pi = makePermutationFunction(isomorphism)
H = applyIsomorphism(G, pi)

return H, choice, pi


The claim is that the distribution of outputs to messagesFromProtocol and simulateProtocol are equal. But simulateProtocol will work regardless of whether $G_1, G_2$ are isomorphic. Of course, it’s not convincing to the verifier because the simulating function made the choices in the wrong order, choosing the graph index before making $H$. But the distribution that results is the same either way.

So if you were to use the actual Prover/Verifier protocol outputs as input to another algorithm (say, one which tries to compute an isomorphism of $G_1 \to G_2$), you might as well use the output of your simulator instead. You’d have no information beyond hard-coding the assumption that $G_1, G_2$ are isomorphic into your program. Which, as I mentioned earlier, is no help at all.

In this post we covered one detailed example of a zero-knowledge proof. Next time we’ll broaden our view and see the more general power of zero-knowledge (that it captures all of NP), and see some specific cryptographic applications. Keep in mind the preceding discussion, because we’re going to re-use the terms “prover,” “verifier,” and “simulator” to mean roughly the same things as the classes Prover, Verifier and the function simulateProtocol.

Until then!