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We present a general greedy algorithm for a class of convex optimization problems. The algorithm is motivated from function approximation using sparse combination of basis functions as well as some of its variants. We derive a bound on the rate of approximation, and show that our analysis generalizes a number of earlier studies.
By: Tong Zhang
Published in: IEEE Transactions on Information Theory, volume 49, (no 3), pages 682-91 in 2003
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