Robustly Learning Single-Index Models via Alignment Sharpness

Fuente: arXiv
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Main Authors: Zarifis, Nikos, Wang, Puqian, Diakonikolas, Ilias, Diakonikolas, Jelena
Format: Preprint
Published: 2024
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author Zarifis, Nikos
Wang, Puqian
Diakonikolas, Ilias
Diakonikolas, Jelena
author_facet Zarifis, Nikos
Wang, Puqian
Diakonikolas, Ilias
Diakonikolas, Jelena
contents We study the problem of learning Single-Index Models under the $L_2^2$ loss in the agnostic model. We give an efficient learning algorithm, achieving a constant factor approximation to the optimal loss, that succeeds under a range of distributions (including log-concave distributions) and a broad class of monotone and Lipschitz link functions. This is the first efficient constant factor approximate agnostic learner, even for Gaussian data and for any nontrivial class of link functions. Prior work for the case of unknown link function either works in the realizable setting or does not attain constant factor approximation. The main technical ingredient enabling our algorithm and analysis is a novel notion of a local error bound in optimization that we term alignment sharpness and that may be of broader interest.
format Preprint
id arxiv_https___arxiv_org_abs_2402_17756
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Robustly Learning Single-Index Models via Alignment Sharpness
Zarifis, Nikos
Wang, Puqian
Diakonikolas, Ilias
Diakonikolas, Jelena
Machine Learning
Data Structures and Algorithms
Optimization and Control
Statistics Theory
We study the problem of learning Single-Index Models under the $L_2^2$ loss in the agnostic model. We give an efficient learning algorithm, achieving a constant factor approximation to the optimal loss, that succeeds under a range of distributions (including log-concave distributions) and a broad class of monotone and Lipschitz link functions. This is the first efficient constant factor approximate agnostic learner, even for Gaussian data and for any nontrivial class of link functions. Prior work for the case of unknown link function either works in the realizable setting or does not attain constant factor approximation. The main technical ingredient enabling our algorithm and analysis is a novel notion of a local error bound in optimization that we term alignment sharpness and that may be of broader interest.
title Robustly Learning Single-Index Models via Alignment Sharpness
topic Machine Learning
Data Structures and Algorithms
Optimization and Control
Statistics Theory
url https://arxiv.org/abs/2402.17756