Experimental Design for Any $p$-Norm

Abstract

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.