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On the Statistical Efficiency of Compositional Nonparametric Prediction

6 April 2017
Yixi Xu
Jean Honorio
Tianlin Li
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Abstract

In this paper, we propose a compositional nonparametric method in which a model is expressed as a labeled binary tree of 2k+12k+12k+1 nodes, where each node is either a summation, a multiplication, or the application of one of the qqq basis functions to one of the ppp covariates. We show that in order to recover a labeled binary tree from a given dataset, the sufficient number of samples is O(klog⁡(pq)+log⁡(k!))O(k\log(pq)+\log(k!))O(klog(pq)+log(k!)), and the necessary number of samples is Ω(klog⁡(pq)−log⁡(k!))\Omega(k\log (pq)-\log(k!))Ω(klog(pq)−log(k!)). We further propose a greedy algorithm for regression in order to validate our theoretical findings through synthetic experiments.

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