Poster
Efficient Sampling for Learning Sparse Additive Models in High Dimensions
Hemant Tyagi · Bernd Gärtner · Andreas Krause
Level 2, room 210D
[
Abstract
]
Abstract:
We consider the problem of learning sparse additive models, i.e., functions of the form: f(\vecx)=∑l∈Sϕl(xl), \vecx∈\matRd from point queries of f. Here S is an unknown subset of coordinate variables with \absS=k≪d. Assuming ϕl's to be smooth, we propose a set of points at which to sample f and an efficient randomized algorithm that recovers a \textit{uniform approximation} to each unknown ϕl. 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.
Live content is unavailable. Log in and register to view live content