Learning Sparse Additive Models with Interactions in High Dimensions

Hemant Tyagi, Anastasios Kyrillidis, Bernd Gärtner +1

A function $f:{\mathbb{R}}^d\to \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x})={\sum }_{l\in \mathcal{S}}{\varphi }_l(x_l)$, whe…