Sparse Approximation via Generating Point Sets

For a set P of n points in the unit ball b ⊆ Rd, consider the problem of finding a small subset T ⊆ P such that its convex-hull ε-approximates the convex-hull of the original set. Specifically, the Hausdorff distance between the convex hull of T and the convex hull of P should be at most ε. We present an efficient algorithm to compute such an ε′-approximation of size kalg, where ε′ is a function of ε, and kalg is a function of the minimum size kopt of such an ε-approximation. Surprisingly, there is no dependence on the dimension d in either of the bounds. Furthermore, every point of P can be ε-approximated by a convex-combination of points of T that is O(1/ε2)-sparse. Our result can be viewed as a method for sparse, convex autoencoding: approximately representing the data in a compact way using sparse combinations of a small subset T of the original data. The new algorithm can be kernelized, and it preserves sparsity in the original input.