Abstract : We study the problem of approximating the level set of an unknown function by sequentially querying its values. We introduce a family of algorithms called Bisect and Approximate through which we reduce the level set approximation problem to a local function approximation problem. We then show how this approach leads to rate-optimal sample complexity guarantees for Hölder functions, and we investigate how such rates improve when additional smoothness or other structural assumptions hold true.
https://hal.archives-ouvertes.fr/hal-02976018
Contributor : François Bachoc <>
Submitted on : Thursday, February 11, 2021 - 12:33:48 PM Last modification on : Thursday, February 25, 2021 - 3:27:35 AM
François Bachoc, Tommaso Cesari, Sébastien Gerchinovitz. The sample complexity of level set approximation. 2021, Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS 2021). ⟨hal-02976018v2⟩