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Learning and approximation capability of orthogonal super greedy algorithm

2014/09/18 by Jian Fang, Fang, Jian, Shao-Bo Lin +4
Computer Science · Engineering · #Distributed Sensor Networks and Detection Algorithms #F.2.2 #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning and Algorithms #Sparse and Compressive Sensing Techniques #cs.LG

paper · pdf · doi:10.48550/arxiv.1409.5330

30 pages,14 figures

arxiv created 2014/09/18 · openalex publication_date 2014/09/18 · arxiv updated 2014/09/19 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

Abstract

We consider the approximation capability of orthogonal super greedy algorithms (OSGA) and its applications in supervised learning. OSGA is concerned with selecting more than one atoms in each iteration step, which, of course, greatly reduces the computational burden when compared with the conventional orthogonal greedy algorithm (OGA). We prove that even for function classes that are not the convex hull of the dictionary, OSGA does not degrade the approximation capability of OGA provided the dictionary is incoherent. Based on this, we deduce a tight generalization error bound for OSGA learning. Our results show that in the realm of supervised learning, OSGA provides a possibility to further reduce the computational burden of OGA in the premise of maintaining its prominent generalization capability.

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