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arXiv · 2102.13203

Recovery of regular ridge functions on the ball

Tatyana Zaitseva·Yuri Malykhin·Konstantin Ryutin
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Abstract

We consider the problem of the uniform (in $L_\infty$) recovery of ridge functions $f(x)=\varphi(\langle a,x\rangle)$, $x\in B_2^n$, using noisy evaluations $y_1\approx f(x^1),\ldots,y_N\approx f(x^N)$. It is known that for classes of functions $\varphi$ of finite smoothness the problem suffers from the curse of dimensionality: in order to provide good accuracy for the recovery it is necessary to make exponential number of evaluations. We prove that if $\varphi$ is analytic in a neighborhood of $[-1,1]$ and the noise is very small, $\varepsilon\le\exp(-c\log^2n)$, then there is an efficient algorithm that recovers $f$ with good accuracy using $O(n\log^2n)$ function evaluations.

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Tatyana Zaitseva, Yuri Malykhin, Konstantin Ryutin. 2021-02-25. Recovery of regular ridge functions on the ball. https://arxiv.org/abs/2102.13203

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