Metric-valued regression

Fuente: arXiv
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Autores principales: Cohen, Dan Tsir, Kontorovich, Aryeh
Formato: Preprint
Publicado: 2022
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author Cohen, Dan Tsir
Kontorovich, Aryeh
author_facet Cohen, Dan Tsir
Kontorovich, Aryeh
contents We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term; the separability assumption can be somewhat weakened). At this level of generality, ours is the first such learnability result for unbounded loss in the agnostic setting. Our technique is based on metric medoids (a variant of Fréchet means) and presents a significant departure from existing methods, which, as we demonstrate, fail to achieve Bayes-consistency on general instance- and label-space metrics. Our proofs introduce the technique of {\em semi-stable compression}, which may be of independent interest.
format Preprint
id arxiv_https___arxiv_org_abs_2202_03045
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Metric-valued regression
Cohen, Dan Tsir
Kontorovich, Aryeh
Machine Learning
We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term; the separability assumption can be somewhat weakened). At this level of generality, ours is the first such learnability result for unbounded loss in the agnostic setting. Our technique is based on metric medoids (a variant of Fréchet means) and presents a significant departure from existing methods, which, as we demonstrate, fail to achieve Bayes-consistency on general instance- and label-space metrics. Our proofs introduce the technique of {\em semi-stable compression}, which may be of independent interest.
title Metric-valued regression
topic Machine Learning
url https://arxiv.org/abs/2202.03045