基于熵的贪婪算法收敛率

Yuwen Li, Jonathan W. Siegel
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引用次数: 0

摘要

我们以底层紧凑集的熵数为基础,提出了两类贪婪算法的收敛性估计。在第一部分中,我们用巴拿赫空间中解流形的熵数来衡量参数 PDE 标准贪婪还原基方法的误差。这与基于 Kolmogorov n 宽的经典分析截然不同,使我们能够直接比较算法误差和熵数,其中的乘法常数是明确而简单的。基于熵的收敛估计非常精确,改进了对椭圆模型问题还原基方法的经典基于宽度的分析。在第二部分中,我们利用字典对称凸壳的熵数,对非线性字典逼近的经典正交贪婪算法进行了新颖而简单的收敛分析。通过直接比较算法误差和熵数,这也改进了现有结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Entropy-based convergence rates of greedy algorithms

We present convergence estimates of two types of greedy algorithms in terms of the entropy numbers of underlying compact sets. In the first part, we measure the error of a standard greedy reduced basis method for parametric PDEs by the entropy numbers of the solution manifold in Banach spaces. This contrasts with the classical analysis based on the Kolmogorov n-widths and enables us to obtain direct comparisons between the algorithm error and the entropy numbers, where the multiplicative constants are explicit and simple. The entropy-based convergence estimate is sharp and improves upon the classical width-based analysis of reduced basis methods for elliptic model problems. In the second part, we derive a novel and simple convergence analysis of the classical orthogonal greedy algorithm for nonlinear dictionary approximation using the entropy numbers of the symmetric convex hull of the dictionary. This also improves upon existing results by giving a direct comparison between the algorithm error and the entropy numbers.

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