A Dimension Adaptive Combination Technique Using Localised Adaptation Criteria

  • Jochen GarckeEmail author
Conference paper


We present a dimension adaptive sparse grid combination technique for the machine learning problem of regression. A function over a d-dimensional space, which assumedly describes the relationship between the features and the response variable, is reconstructed using a linear combination of partial functions; these may depend only on a subset of all features. The partial functions, which are piecewise multilinear, are adaptively chosen during the computational procedure. This approach (approximately) identifies the anova-decomposition of the underlying problem. We introduce two new localized criteria, one inspired by residual estimators based on a hierarchical subspace decomposition, for the dimension adaptive grid choice and investigate their performance on real data.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.Institut für Mathematik, MA 3-3Technische Universität BerlinBerlinGermany

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