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We consider the problem of minimizing a smooth, Lipschitz, convex function over a compact, convex set using sub-zeroth-order oracles: an oracle that outputs the sign of the directional derivative for a given point and a given direction, an oracle that compares the function values for a given pair of points, and an oracle that outputs a noisy function value for a given point. We show that the sample complexity of optimization using these oracles is polynomial in the relevant parameters. The optimization algorithm that we provide for the comparator oracle is the first algorithm with a known rate of convergence that is polynomial in the number of dimensions. We also give an algorithm for the noisy-value oracle that incurs sublinear regret in the number of queries and polynomial regret in the number of dimensions.
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Active Learning a Convex Body in Low Dimensions
Consider a set P ⊆ ℝ^d of n points, and a convex body C provided via a separation oracle. The task at hand is to decide for each point of P if it is in C using the fewest number of oracle queries. We show that one can solve this problem in two and three dimensions using O(⬡_P log n) queries, where ⬡_P is the largest subset of points of P in convex position. In 2D, we provide an algorithm which efficiently generates these adaptive queries. Furthermore, we show that in two dimensions one can solve this problem using O(⊚(P,C) log² n) oracle queries, where ⊚(P,C) is a lower bound on the minimum number of queries that any algorithm for this specific instance requires. Finally, we consider other variations on the problem, such as using the fewest number of queries to decide if C contains all points of P. As an application of the above, we show that the discrete geometric median of a point set P in ℝ² can be computed in O(n log² n (log n log log n + ⬡(P))) expected time.
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- Award ID(s):
- 1907400
- PAR ID:
- 10226344
- Editor(s):
- Czumaj, Artur; Dawar, Anuj; Merelli, Emanuela
- Date Published:
- Journal Name:
- Leibniz international proceedings in informatics
- Volume:
- 168
- ISSN:
- 1868-8969
- Page Range / eLocation ID:
- 64:1--64:17
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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null (Ed.)We consider the problem of minimizing a smooth, Lipschitz, convex function over a compact, convex set using sub-zerothorder oracles: an oracle that outputs the sign of the directional derivative for a given point and a given direction, an oracle that compares the function values for a given pair of points, and an oracle that outputs a noisy function value for a given point. We show that the sample complexity of optimization using these oracles is polynomial in the relevant parameters. The optimization algorithm that we provide for the comparator oracle is the first algorithm with a known rate of convergence that is polynomial in the number of dimensions. We also give an algorithm for the noisy-value oracle that incurs sublinear regret in the number of queries and polynomial regret in the number of dimensions.more » « less
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