Department of Computer Science | Institute of Theoretical Computer Science | CADMO

Theory of Combinatorial Algorithms

Prof. Emo Welzl and Prof. Bernd Gärtner

Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Mittagsseminar Talk Information

Date and Time: Thursday, November 05, 2015, 12:15 pm

Duration: 30 minutes

Location: OAT S15/S16/S17

Speaker: Hemant Tyagi

Learning SPAMs with pairwise interaction terms

A function $f: R^d -> R$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(x) = \sum_{l \in S_1} \phi_{l}(x_l)$, where $S_1 \subset [d]$ with $|S_1| \ll d$. Assuming $\phi_l$'s and $S_1$ to be unknown, the problem of estimating f from its samples has been studied extensively. We consider a generalized SPAM, also allowing for a sparse number of unknown, pairwise interaction terms, represented by the set S_2. In this talk, we will look at a randomized algorithm that queries f at suitably chosen points and identifies S_1, S_2, along with non-asymptotic sampling bounds. Joint work with Bernd Gärtner, Andreas Krause and Anastasios Kyrillidis.

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