Elias Samuel Wirth, Hiroshi Kera, Sebastian Pokutta
International Conference on Learning Representations 2023年5月 査読有り
The vanishing ideal of a set of points $X = \{\mathbf{x}_1, \ldots,
\mathbf{x}_m\}\subseteq \mathbb{R}^n$ is the set of polynomials that evaluate
to $0$ over all points $\mathbf{x} \in X$ and admits an efficient
representation by a finite subset of generators. In practice, to accommodate
noise in the data, algorithms that construct generators of the approximate
vanishing ideal are widely studied but their computational complexities remain
expensive. In this paper, we scale up the oracle approximate vanishing ideal
algorithm (OAVI), the only generator-constructing algorithm with known learning
guarantees. We prove that the computational complexity of OAVI is not
superlinear, as previously claimed, but linear in the number of samples $m$. In
addition, we propose two modifications that accelerate OAVI's training time:
Our analysis reveals that replacing the pairwise conditional gradients
algorithm, one of the solvers used in OAVI, with the faster blended pairwise
conditional gradients algorithm leads to an exponential speed-up in the number
of features $n$. Finally, using a new inverse Hessian boosting approach,
intermediate convex optimization problems can be solved almost instantly,
improving OAVI's training time by multiple orders of magnitude in a variety of
numerical experiments.