Elementary symmetric polynomials for optimal experimental design

Zelda Mariet, Suvrit Sra

Research output: Contribution to journalConference articlepeer-review

13 Scopus citations

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 languageEnglish
Pages (from-to)2140-2149
Number of pages10
JournalAdvances in Neural Information Processing Systems
Volume2017-December
StatePublished - 2017
Externally publishedYes
Event31st Annual Conference on Neural Information Processing Systems, NIPS 2017 - Long Beach, United States
Duration: 4 Dec 20179 Dec 2017

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