Sparse approximation of data-driven Polynomial Chaos expansions: an induced sampling approach.

Ling Guo Akil Narayan Yongle Liu Tao Zhou

Published in: CoRR (2020)

Keyphrases

data driven
sparse approximation
linear combination
orthogonal matching pursuit
gaussian process
sparse coding
convex relaxation
noise model
random sampling
natural images
convex optimization
machine learning
feature selection
active learning
sample size
globally optimal