Learning functions varying along an active subspace

22 Jan 2020Hao LiuWenjing Liao

Many functions of interest are in a high-dimensional space but exhibit low-dimensional structures. This paper studies regression of a $s$-H\"{o}lder function $f$ in $\mathbb{R}^D$ which varies along an active subspace of dimension $d$ while $d\ll D$... (read more)

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