Abstract
We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture "partial volumes" and offer a graded interpolation between the widely used A-optimal design and D-optimal design models, obtaining each of them as special cases. We analyze properties of our models, and derive both greedy and convex-relaxation algorithms for computing the associated designs. Our analysis establishes approximation guarantees on these algorithms, while our empirical results substantiate our claims and demonstrate a curious phenomenon concerning our greedy method. Finally, as a byproduct, we obtain new results on the theory of elementary symmetric polynomials that may be of independent interest.
Original language | English |
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Pages (from-to) | 2140-2149 |
Number of pages | 10 |
Journal | Advances in Neural Information Processing Systems |
Volume | 2017-December |
State | Published - 2017 |
Externally published | Yes |
Event | 31st Annual Conference on Neural Information Processing Systems, NIPS 2017 - Long Beach, United States Duration: 4 Dec 2017 → 9 Dec 2017 |