# Fitting Tractable Convex Sets to Support Function Evaluations

**Authors:** Yong Sheng Soh, Venkat Chandrasekaran

arXiv: 1903.04194 · 2021-02-26

## TL;DR

This paper introduces a new framework for estimating convex sets from support function evaluations that incorporates prior structural information and is computationally efficient, improving accuracy especially with noisy or limited data.

## Contribution

The authors propose a convex set estimation method using structured families of sets as linear images of simple sets, enabling regularization and efficient optimization.

## Key findings

- Outperforms previous methods with noisy or limited measurements
- Handles non-polyhedral convex sets effectively
- Provides geometric characterization of estimator asymptotics

## Abstract

The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the error over all possible compact convex sets; in particular, these methods do not allow for the incorporation of prior structural information about the underlying set and the resulting estimates become increasingly more complicated to describe as the number of measurements available grows. We address both of these shortcomings by describing a framework for estimating tractably specified convex sets from support function evaluations. Building on the literature in convex optimization, our approach is based on estimators that minimize the error over structured families of convex sets that are specified as linear images of concisely described sets -- such as the simplex or the spectraplex -- in a higher-dimensional space that is not much larger than the ambient space. Convex sets parametrized in this manner are significant from a computational perspective as one can optimize linear functionals over such sets efficiently; they serve a different purpose in the inferential context of the present paper, namely, that of incorporating regularization in the reconstruction while still offering considerable expressive power. We provide a geometric characterization of the asymptotic behavior of our estimators, and our analysis relies on the property that certain sets which admit semialgebraic descriptions are Vapnik-Chervonenkis (VC) classes. Our numerical experiments highlight the utility of our framework over previous approaches in settings in which the measurements available are noisy or small in number as well as those in which the underlying set to be reconstructed is non-polyhedral.

## Full text

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## Figures

109 figures with captions in the complete paper: https://tomesphere.com/paper/1903.04194/full.md

## References

34 references — full list in the complete paper: https://tomesphere.com/paper/1903.04194/full.md

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Source: https://tomesphere.com/paper/1903.04194