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Biased Linearity Testing in the 1% Regime

Subhash Khot, Kunal Mittal

TL;DR

This work characterizes when biased linearity testing on the $p$-biased hypercube can succeed in the 1% regime by identifying a sharp bias–query threshold. It shows that for any $p\in(0,1)$ and $k>1+\frac{1}{\min\{p,1-p\}}$, there exists a distribution $\nu\in\mathcal{D}(p,k)$ with full even-weight support and pairwise independence such that the tester Lin$(\nu)$ passes with nontrivial probability on functions close to linear, forcing those functions to correlate with a linear form under $\mu_p^{\otimes n}$. Conversely, if $k<1+\frac{1}{\min\{p,1-p\}}$, no such test exists. The paper develops a Gaussian variant to construct counterexamples, proves a key necessity of pairwise independence, and lays out a robust analytic framework (involving Hermite polynomials, invariance principles, and list decoding) to analyze the Lin$(\nu)$ test and its limitations. Together, these results reveal a fundamental tradeoff between query complexity and the bias parameter in tolerant linearity testing and extend the understanding of testing under nonuniform input distributions.

Abstract

We study linearity testing over the $p$-biased hypercube $(\{0,1\}^n, μ_p^{\otimes n})$ in the 1% regime. For a distribution $ν$ supported over $\{x\in \{0,1\}^k:\sum_{i=1}^k x_i=0 \text{ (mod 2)} \}$, with marginal distribution $μ_p$ in each coordinate, the corresponding $k$-query linearity test $\text{Lin}(ν)$ proceeds as follows: Given query access to a function $f:\{0,1\}^n\to \{-1,1\}$, sample $(x_1,\dots,x_k)\sim ν^{\otimes n}$, query $f$ on $x_1,\dots,x_k$, and accept if and only if $\prod_{i\in [k]}f(x_i)=1$. Building on the work of Bhangale, Khot, and Minzer (STOC '23), we show, for $0 < p \leq \frac{1}{2}$, that if $k \geq 1 + \frac{1}{p}$, then there exists a distribution $ν$ such that the test $\text{Lin}(ν)$ works in the 1% regime; that is, any function $f:\{0,1\}^n\to \{-1,1\}$ passing the test $\text{Lin}(ν)$ with probability $\geq \frac{1}{2}+ε$, for some constant $ε> 0$, satisfies $\Pr_{x\sim μ_p^{\otimes n}}[f(x)=g(x)] \geq \frac{1}{2}+δ$, for some linear function $g$, and a constant $δ= δ(ε)>0$. Conversely, we show that if $k < 1+\frac{1}{p}$, then no such test $\text{Lin}(ν)$ works in the 1% regime. Our key observation is that the linearity test $\text{Lin}(ν)$ works if and only if the distribution $ν$ satisfies a certain pairwise independence property.

Biased Linearity Testing in the 1% Regime

TL;DR

This work characterizes when biased linearity testing on the -biased hypercube can succeed in the 1% regime by identifying a sharp bias–query threshold. It shows that for any and , there exists a distribution with full even-weight support and pairwise independence such that the tester Lin passes with nontrivial probability on functions close to linear, forcing those functions to correlate with a linear form under . Conversely, if , no such test exists. The paper develops a Gaussian variant to construct counterexamples, proves a key necessity of pairwise independence, and lays out a robust analytic framework (involving Hermite polynomials, invariance principles, and list decoding) to analyze the Lin test and its limitations. Together, these results reveal a fundamental tradeoff between query complexity and the bias parameter in tolerant linearity testing and extend the understanding of testing under nonuniform input distributions.

Abstract

We study linearity testing over the -biased hypercube in the 1% regime. For a distribution supported over , with marginal distribution in each coordinate, the corresponding -query linearity test proceeds as follows: Given query access to a function , sample , query on , and accept if and only if . Building on the work of Bhangale, Khot, and Minzer (STOC '23), we show, for , that if , then there exists a distribution such that the test works in the 1% regime; that is, any function passing the test with probability , for some constant , satisfies , for some linear function , and a constant . Conversely, we show that if , then no such test works in the 1% regime. Our key observation is that the linearity test works if and only if the distribution satisfies a certain pairwise independence property.

Paper Structure

This paper contains 16 sections, 21 theorems, 40 equations.

Key Result

Theorem 5

Let $p\in (0,1)$.

Theorems & Definitions (46)

  • Definition 1
  • Definition 2
  • Example 3
  • Example 4
  • Theorem 5
  • Remark 6
  • Theorem 7
  • Theorem 8
  • Remark 9
  • Proposition 10
  • ...and 36 more