论文标题
在一般空间中实验设计的比例体积采样
On proportional volume sampling for experimental design in general spaces
论文作者
论文摘要
线性回归的最佳设计是统计中的基本任务。对于有限的设计空间,最近的进度表明,使用比例体积采样(PVS)绘制的随机设计可为A-最佳设计提供近似保证。 PVS打破了共同填充设计空间的设计节点之间的平衡,同时在放松的原始问题的凸凸版本的解决方案下略微停留在高质量区域。在本文中,我们研究了PVS新变体对(可能是贝叶斯)最佳设计的一些统计含义。使用点过程机械,我们处理通用的波兰设计空间的情况。我们表明,不仅保留了A型近似值,而且还获得了类似的D-最佳设计保证,从而收紧了最近的结果。此外,我们表明可以在多项式时间中对PV进行采样。不幸的是,尽管它具有优雅性和障碍性,但我们在一个简单的例子上证明了一般PV的实际含义可能受到限制。在本文的第二部分中,我们专注于应用,并研究PVS作为随机搜索启发式方法的子例程的使用。我们证明,PVS是从业人员的工具箱中的强大补充,尤其是当回归函数是非标准的并且设计空间虽然低维时,但具有复杂的形状(例如,非线性边界,几个连接的组件)。
Optimal design for linear regression is a fundamental task in statistics. For finite design spaces, recent progress has shown that random designs drawn using proportional volume sampling (PVS) lead to approximation guarantees for A-optimal design. PVS strikes the balance between design nodes that jointly fill the design space, while marginally staying in regions of high mass under the solution of a relaxed convex version of the original problem. In this paper, we examine some of the statistical implications of a new variant of PVS for (possibly Bayesian) optimal design. Using point process machinery, we treat the case of a generic Polish design space. We show that not only are the A-optimality approximation guarantees preserved, but we obtain similar guarantees for D-optimal design that tighten recent results. Moreover, we show that PVS can be sampled in polynomial time. Unfortunately, in spite of its elegance and tractability, we demonstrate on a simple example that the practical implications of general PVS are likely limited. In the second part of the paper, we focus on applications and investigate the use of PVS as a subroutine for stochastic search heuristics. We demonstrate that PVS is a robust addition to the practitioner's toolbox, especially when the regression functions are nonstandard and the design space, while low-dimensional, has a complicated shape (e.g., nonlinear boundaries, several connected components).