Learning multivariate functions with low-dimensional structures using polynomial bases
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Abstract: In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of variance (ANOVA) decomposition. For functions with a low-dimensional structure, i.e., a low superposition dimension, we are able to achieve a reconstruction from scattered data and simultaneously understand relationships between different variables.
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Cited in
(15)- Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
- ANOVA approximation with mixed tensor product basis on scattered points
- Multivariate approximation in downward closed polynomial spaces
- Fast and interpretable support vector classification based on the truncated ANOVA decomposition
- An efficient spatial discretization of spans of multivariate Chebyshev polynomials
- Fast hyperbolic wavelet regression meets ANOVA
- Optimal representation of multivariate functions or data in visualizable low-dimensional spaces
- MARS via lasso
- Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
- Error guarantees for least squares approximation with noisy samples in domain adaptation
- Interpretable approximation of high-dimensional data
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- Multivariate regression and machine learning with sums of separable functions
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