Learning Set Functions that are Sparse in Non-Orthogonal Fourier Bases

Many applications of machine learning on discrete domains, such as learning preference functions in recommender systems or auctions, can be reduced to estimating a set function that is sparse in the Fourier domain. In this work, we present a new family of algorithms for learning Fourier-sparse set functions. They require at most nk − k log k + k queries (set function evaluations), under mild conditions on the Fourier coefficients, where n is the size of the ground set and k the number of non-zero Fourier coefficients. In contrast to other work that focused on the orthogonal Walsh-Hadamard transform (WHT), our novel algorithms operate with recently introduced non-orthogonal Fourier transforms that offer different notions of Fourier-sparsity. These naturally arise when modeling, e.g., sets of items forming substitutes and complements. We demonstrate effectiveness on several real-world applications.