Active learning of self-concordant like multi-index functions

Ilija Bogunovic; Volkan Cevher; Jarvis Haupt; Jonathan Scarlett

doi:10.1109/ICASSP.2015.7178359

Active learning of self-concordant like multi-index functions

Ilija Bogunovic, Volkan Cevher, Jarvis Haupt, Jonathan Scarlett

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

2 Scopus citations

Abstract

We study the problem of actively learning a multi-index function of the form f(x) = g₀(A₀x) from its point evaluations, where A₀ ∈ ^k×d with k 蠑 d. We build on the assumptions and techniques of an existing approach based on low-rank matrix recovery (Tyagi and Cevher, 2012). Specifically, by introducing an additional self-concordant like assumption on g0 and adapting the sampling scheme and its analysis accordingly, we provide a bound on the sampling complexity with a weaker dependence on d in the presence of additive Gaussian sampling noise. For example, under natural assumptions on certain other parameters, the dependence decreases from O(d^3/2) to O(d).

Original language	English (US)
Title of host publication	2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2189-2193
Number of pages	5
ISBN (Electronic)	9781467369978
DOIs	https://doi.org/10.1109/ICASSP.2015.7178359
State	Published - Aug 4 2015
Event	40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Brisbane, Australia Duration: Apr 19 2014 → Apr 24 2014

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	2015-August
ISSN (Print)	1520-6149

Other

Other	40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015
Country/Territory	Australia
City	Brisbane
Period	4/19/14 → 4/24/14

Bibliographical note

Publisher Copyright:
© 2015 IEEE.

Keywords

Dantzig selector
Function learning
low-rank matrix recovery
multi-index functions

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10.1109/ICASSP.2015.7178359

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Bogunovic, I., Cevher, V., Haupt, J., & Scarlett, J. (2015). Active learning of self-concordant like multi-index functions. In 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings (pp. 2189-2193). Article 7178359 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2015-August). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2015.7178359

Active learning of self-concordant like multi-index functions. / Bogunovic, Ilija; Cevher, Volkan; Haupt, Jarvis et al.
2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2015. p. 2189-2193 7178359 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2015-August).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Bogunovic, I, Cevher, V, Haupt, J & Scarlett, J 2015, Active learning of self-concordant like multi-index functions. in 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings., 7178359, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2015-August, Institute of Electrical and Electronics Engineers Inc., pp. 2189-2193, 40th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015, Brisbane, Australia, 4/19/14. https://doi.org/10.1109/ICASSP.2015.7178359

Bogunovic I, Cevher V, Haupt J, Scarlett J. Active learning of self-concordant like multi-index functions. In 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2015. p. 2189-2193. 7178359. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). doi: 10.1109/ICASSP.2015.7178359

Bogunovic, Ilija ; Cevher, Volkan ; Haupt, Jarvis et al. / Active learning of self-concordant like multi-index functions. 2015 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2015 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2015. pp. 2189-2193 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

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Active learning of self-concordant like multi-index functions

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