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Approximating convex functions via non-convex oracles under the relative noise model

机译:相对噪声模型下通过非凸预言逼近凸函数

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We study succinct representations of a convex univariate function phi over a finite domain. We show how to construct a succinct representation, namely a piecewise-linear function (phi) over bar approximating phi when given a black box access to an L-approximation oracle (phi) over tilde of phi (the oracle value is always within a multiplicative factor L from the true value). The piecewise linear function (phi) over bar has few breakpoints (poly-logarithmic in the size of the domain and the function values) and approximates the true function phi up to a (1+epsilon)L-2 multiplicative factor point-wise, for any epsilon > 0. This function (phi) over bar is also convex so it can be used as a replacement for the original function and be plugged in algorithms in a black box fashion. Finally, we give positive and negative results for multivariate convex functions. (C) 2014 Elsevier B.V. All rights reserved.
机译:我们研究有限域上凸单变量函数phi的简洁表示。我们展示了如何构造简洁的表示形式,即在给定黑线访问phi代数上的L近似值oracle(phi)时,条形近似phi上的分段线性函数(phi)(oracle值始终在可乘范围内因子L的真实值)。条形上的分段线性函数(phi)具有很少的断点(域大小和函数值的对数),并按点近似将真实函数phi逼近为(1 +ε)L-2乘积因子,对于任何大于0的epsilon。此函数(phi)也是凸形的,因此可以用作原始函数的替代,并以黑盒的方式插入算法中。最后,我们给出了多元凸函数的正负结果。 (C)2014 Elsevier B.V.保留所有权利。

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