English

Recovery of regular ridge functions on the ball

Functional Analysis 2021-12-24 v2 Numerical Analysis Numerical Analysis

Abstract

We consider the problem of the uniform (in LL_\infty) recovery of ridge functions f(x)=φ(a,x)f(x)=\varphi(\langle a,x\rangle), xB2nx\in B_2^n, using noisy evaluations y1f(x1),,yNf(xN)y_1\approx f(x^1),\ldots,y_N\approx f(x^N). It is known that for classes of functions φ\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 φ\varphi is analytic in a neighborhood of [1,1][-1,1] and the noise is very small, εexp(clog2n)\varepsilon\le\exp(-c\log^2n), then there is an efficient algorithm that recovers ff with good accuracy using O(nlog2n)O(n\log^2n) function evaluations.

Keywords

Cite

@article{arxiv.2102.13203,
  title  = {Recovery of regular ridge functions on the ball},
  author = {Tatyana Zaitseva and Yuri Malykhin and Konstantin Ryutin},
  journal= {arXiv preprint arXiv:2102.13203},
  year   = {2021}
}