Minimax-optimal rates for sparse additive models over kernel classes via convex programming

Garvesh Raskutti, Martin J. Wainwright, Bin Yu

Sparse additive models are families of $d$-variate functions that have the additive decomposition $f^{\ast }={\sum }_{j\in S}{f}_j^{\ast }$, where $S$ is an unknown subset of cardinality $s \ll…