Approximate Supermodularity Bounds for Experimental Design

NeurIPS 2017 Luiz F. O. ChamonAlejandro Ribeiro

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum eigenvalue of the estimation error covariance matrix are not supermodular... (read more)

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