Algorithms for learning sparse additive models with interactions in high dimensions*

DOI10.1093/imaiai/iax008zbMath1470.94058arXiv1605.00609OpenAlexW2963142706MaRDI QIDQ5242847

Andreas Krause, Hemant Tyagi, Anastasios Kyrillidis, Bernd Gärtner

Publication date: 7 November 2019

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.00609

zbMATH Keywords

compressed sensinghigh-dimensional functionssparse additive modelsnon-parametric function estimationsparse Hessian estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

HARFE: hard-ridge random feature expansion ⋮ Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points ⋮ Learning general sparse additive models from point queries in high dimensions ⋮ Information based complexity for high dimensional sparse functions