Experimental Design for Any p-Norm

05/03/2023

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by   Lap Chi Lau, et al.

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We consider a general p-norm objective for experimental design problems that captures some well-studied objectives (D/A/E-design) as special cases. We prove that a randomized local search approach provides a unified algorithm to solve this problem for all p. This provides the first approximation algorithm for the general p-norm objective, and a nice interpolation of the best known bounds of the special cases.