On the Statistical Efficiency of Compositional Nonparametric Prediction

摘要

In this paper, we propose a compositional nonparametric method in which a model is expressed as a labeled binary tree of $2k+1$ nodes, where each node is either a summation, a multiplication, or the application of one of the $q$ basis functions to one of the $p$ covariates. We show that in order to recover a labeled binary tree from a given dataset, the sufficient number of samples is $O(klog(pq)+log(k!))$, and the necessary number of samples is $Ω(klog (pq)-log(k!))$. We further propose a greedy algorithm for regression in order to validate our theoretical findings through synthetic experiments.