Optimal Multi-Distribution Learning
Fuente:
arXiv
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| Hauptverfasser: | , , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866918121418260480 |
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| author | Zhang, Zihan Zhan, Wenhao Chen, Yuxin Du, Simon S. Lee, Jason D. |
| author_facet | Zhang, Zihan Zhan, Wenhao Chen, Yuxin Du, Simon S. Lee, Jason D. |
| contents | Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness, fairness, multi-group collaboration, etc. Achieving data-efficient MDL necessitates adaptive sampling, also called on-demand sampling, throughout the learning process. However, there exist substantial gaps between the state-of-the-art upper and lower bounds on the optimal sample complexity. Focusing on a hypothesis class of Vapnik-Chervonenkis (VC) dimension d, we propose a novel algorithm that yields an varepsilon-optimal randomized hypothesis with a sample complexity on the order of (d+k)/varepsilon^2 (modulo some logarithmic factor), matching the best-known lower bound. Our algorithmic ideas and theory are further extended to accommodate Rademacher classes. The proposed algorithms are oracle-efficient, which access the hypothesis class solely through an empirical risk minimization oracle.
Additionally, we establish the necessity of randomization, revealing a large sample size barrier when only deterministic hypotheses are permitted. These findings resolve three open problems presented in COLT 2023 (i.e., citet[Problems 1, 3 and 4]{awasthi2023sample}). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_05134 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Optimal Multi-Distribution Learning Zhang, Zihan Zhan, Wenhao Chen, Yuxin Du, Simon S. Lee, Jason D. Machine Learning Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness, fairness, multi-group collaboration, etc. Achieving data-efficient MDL necessitates adaptive sampling, also called on-demand sampling, throughout the learning process. However, there exist substantial gaps between the state-of-the-art upper and lower bounds on the optimal sample complexity. Focusing on a hypothesis class of Vapnik-Chervonenkis (VC) dimension d, we propose a novel algorithm that yields an varepsilon-optimal randomized hypothesis with a sample complexity on the order of (d+k)/varepsilon^2 (modulo some logarithmic factor), matching the best-known lower bound. Our algorithmic ideas and theory are further extended to accommodate Rademacher classes. The proposed algorithms are oracle-efficient, which access the hypothesis class solely through an empirical risk minimization oracle. Additionally, we establish the necessity of randomization, revealing a large sample size barrier when only deterministic hypotheses are permitted. These findings resolve three open problems presented in COLT 2023 (i.e., citet[Problems 1, 3 and 4]{awasthi2023sample}). |
| title | Optimal Multi-Distribution Learning |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2312.05134 |