Sample Amplification: Increasing Dataset Size even when Learning is Impossible
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| Format: | Preprint |
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2019
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| _version_ | 1866917757999644672 |
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| author | Axelrod, Brian Garg, Shivam Sharan, Vatsal Valiant, Gregory |
| author_facet | Axelrod, Brian Garg, Shivam Sharan, Vatsal Valiant, Gregory |
| contents | Given data drawn from an unknown distribution, $D$, to what extent is it possible to ``amplify'' this dataset and output an even larger set of samples that appear to have been drawn from $D$? We formalize this question as follows: an $(n,m)$ $\text{amplification procedure}$ takes as input $n$ independent draws from an unknown distribution $D$, and outputs a set of $m > n$ ``samples''. An amplification procedure is valid if no algorithm can distinguish the set of $m$ samples produced by the amplifier from a set of $m$ independent draws from $D$, with probability greater than $2/3$. Perhaps surprisingly, in many settings, a valid amplification procedure exists, even when the size of the input dataset, $n$, is significantly less than what would be necessary to learn $D$ to non-trivial accuracy. Specifically we consider two fundamental settings: the case where $D$ is an arbitrary discrete distribution supported on $\le k$ elements, and the case where $D$ is a $d$-dimensional Gaussian with unknown mean, and fixed covariance. In the first case, we show that an $\left(n, n + Θ(\frac{n}{\sqrt{k}})\right)$ amplifier exists. In particular, given $n=O(\sqrt{k})$ samples from $D$, one can output a set of $m=n+1$ datapoints, whose total variation distance from the distribution of $m$ i.i.d. draws from $D$ is a small constant, despite the fact that one would need quadratically more data, $n=Θ(k)$, to learn $D$ up to small constant total variation distance. In the Gaussian case, we show that an $\left(n,n+Θ(\frac{n}{\sqrt{d}} )\right)$ amplifier exists, even though learning the distribution to small constant total variation distance requires $Θ(d)$ samples. In both the discrete and Gaussian settings, we show that these results are tight, to constant factors. Beyond these results, we formalize a number of curious directions for future research along this vein. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_1904_12053 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Sample Amplification: Increasing Dataset Size even when Learning is Impossible Axelrod, Brian Garg, Shivam Sharan, Vatsal Valiant, Gregory Machine Learning Statistics Theory Given data drawn from an unknown distribution, $D$, to what extent is it possible to ``amplify'' this dataset and output an even larger set of samples that appear to have been drawn from $D$? We formalize this question as follows: an $(n,m)$ $\text{amplification procedure}$ takes as input $n$ independent draws from an unknown distribution $D$, and outputs a set of $m > n$ ``samples''. An amplification procedure is valid if no algorithm can distinguish the set of $m$ samples produced by the amplifier from a set of $m$ independent draws from $D$, with probability greater than $2/3$. Perhaps surprisingly, in many settings, a valid amplification procedure exists, even when the size of the input dataset, $n$, is significantly less than what would be necessary to learn $D$ to non-trivial accuracy. Specifically we consider two fundamental settings: the case where $D$ is an arbitrary discrete distribution supported on $\le k$ elements, and the case where $D$ is a $d$-dimensional Gaussian with unknown mean, and fixed covariance. In the first case, we show that an $\left(n, n + Θ(\frac{n}{\sqrt{k}})\right)$ amplifier exists. In particular, given $n=O(\sqrt{k})$ samples from $D$, one can output a set of $m=n+1$ datapoints, whose total variation distance from the distribution of $m$ i.i.d. draws from $D$ is a small constant, despite the fact that one would need quadratically more data, $n=Θ(k)$, to learn $D$ up to small constant total variation distance. In the Gaussian case, we show that an $\left(n,n+Θ(\frac{n}{\sqrt{d}} )\right)$ amplifier exists, even though learning the distribution to small constant total variation distance requires $Θ(d)$ samples. In both the discrete and Gaussian settings, we show that these results are tight, to constant factors. Beyond these results, we formalize a number of curious directions for future research along this vein. |
| title | Sample Amplification: Increasing Dataset Size even when Learning is Impossible |
| topic | Machine Learning Statistics Theory |
| url | https://arxiv.org/abs/1904.12053 |