Poster
Efficient Sampling for Learning Sparse Additive Models in High Dimensions
Hemant Tyagi · Bernd Gärtner · Andreas Krause
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Abstract
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2014 Poster
Abstract:
We consider the problem of learning sparse additive models, i.e., functions of the form: , from point queries of . Here is an unknown subset of coordinate variables with . Assuming 's to be smooth, we propose a set of points at which to sample and an efficient randomized algorithm that recovers a \textit{uniform approximation} to each unknown . We provide a rigorous theoretical analysis of our scheme along with sample complexity bounds. Our algorithm utilizes recent results from compressive sensing theory along with a novel convex quadratic program for recovering robust uniform approximations to univariate functions, from point queries corrupted with arbitrary bounded noise. Lastly we theoretically analyze the impact of noise -- either arbitrary but bounded, or stochastic -- on the performance of our algorithm.
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