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  1. In an optimal design problem, we are given a set of linear experiments v1,…,vn∈Rd and k≥d, and our goal is to select a set or a multiset S⊆[n] of size k such that Φ((∑i∈Sviv⊤i)−1) is minimized. When Φ(M)=Determinant(M)1/d, the problem is known as the D-optimal design problem, and when Φ(M)=Trace(M), it is known as the A-optimal design problem. One of the most common heuristics used in practice to solve these problems is the local search heuristic, also known as the Fedorov’s exchange method (Fedorov, 1972). This is due to its simplicity and its empirical performance (Cook and Nachtrheim, 1980; Millermore »and Nguyen, 1994; Atkinson et al., 2007). However, despite its wide usage no theoretical bound has been proven for this algorithm. In this paper, we bridge this gap and prove approximation guarantees for the local search algorithms for D-optimal design and A-optimal design problems. We show that the local search algorithms are asymptotically optimal when kd is large. In addition to this, we also prove similar approximation guarantees for the greedy algorithms for D-optimal design and A-optimal design problems when k/d is large.« less
  2. In an optimal design problem, we are given a set of linear experiments v1,…,vn∈Rd and k≥d, and our goal is to select a set or a multiset S⊆[n] of size k such that Φ((∑i∈Sviv⊤i)−1) is minimized. When Φ(M)=Determinant(M)1/d, the problem is known as the D-optimal design problem, and when Φ(M)=Trace(M), it is known as the A-optimal design problem. One of the most common heuristics used in practice to solve these problems is the local search heuristic, also known as the Fedorov’s exchange method (Fedorov, 1972). This is due to its simplicity and its empirical performance (Cook and Nachtrheim, 1980; Millermore »and Nguyen, 1994; Atkinson et al., 2007). However, despite its wide usage no theoretical bound has been proven for this algorithm. In this paper, we bridge this gap and prove approximation guarantees for the local search algorithms for D-optimal design and A-optimal design problems. We show that the local search algorithms are asymptotically optimal when kd is large. In addition to this, we also prove similar approximation guarantees for the greedy algorithms for D-optimal design and A-optimal design problems when kd is large.« less
  3. We study the A-optimal design problem where we are given vectors υ1, …, υn ∊ ℝd, an integer k ≥ d, and the goal is to select a set S of k vectors that minimizes the trace of (∑i∊Svivi⊺)−1. Traditionally, the problem is an instance of optimal design of experiments in statistics [35] where each vector corresponds to a linear measurement of an unknown vector and the goal is to pick k of them that minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. The problem also finds applications in sensor placementmore »in wireless networks [22], sparse least squares regression [8], feature selection for k-means clustering [9], and matrix approximation [13, 14, 5]. In this paper, we introduce proportional volume sampling to obtain improved approximation algorithms for A-optimal design. Given a matrix, proportional volume sampling involves picking a set of columns S of size k with probability proportional to µ(S) times det(∑i∊Svivi⊺) for some measure µ. Our main result is to show the approximability of the A-optimal design problem can be reduced to approximate independence properties of the measure µ. We appeal to hardcore distributions as candidate distributions µ that allow us to obtain improved approximation algorithms for the A-optimal design. Our results include a d-approximation when k = d, an (1 + ∊)-approximation when and -approximation when repetitions of vectors are allowed in the solution. We also consider generalization of the problem for k ≤ d and obtain a k-approximation. We also show that the proportional volume sampling algorithm gives approximation algorithms for other optimal design objectives (such as D-optimal design [36] and generalized ratio objective [27]) matching or improving previous best known results. Interestingly, we show that a similar guarantee cannot be obtained for the E-optimal design problem. We also show that the A-optimal design problem is NP-hard to approximate within a fixed constant when k = d.« less