Sparse approximation via generating point sets
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Abstract: For a set of points in the unit ball , consider the problem of finding a small subset such that its convex-hull -approximates the convex-hull of the original set. We present an efficient algorithm to compute such a -approximation of size , where is function of , and is a function of the minimum size of such an -approximation. Surprisingly, there is no dependency on the dimension in both bounds. Furthermore, every point of can be -approximated by a convex-combination of points of that is -sparse. Our result can be viewed as a method for sparse, convex autoencoding: approximately representing the data in a compact way using sparse combinations of a small subset of the original data. The new algorithm can be kernelized, and it preserves sparsity in the original input.
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