A representation-learning game for classes of prediction tasks

Fuente: arXiv
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Hauptverfasser: Uzan, Neria, Weinberger, Nir
Format: Preprint
Veröffentlicht: 2024
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author Uzan, Neria
Weinberger, Nir
author_facet Uzan, Neria
Weinberger, Nir
contents We propose a game-based formulation for learning dimensionality-reducing representations of feature vectors, when only a prior knowledge on future prediction tasks is available. In this game, the first player chooses a representation, and then the second player adversarially chooses a prediction task from a given class, representing the prior knowledge. The first player aims is to minimize, and the second player to maximize, the regret: The minimal prediction loss using the representation, compared to the same loss using the original features. For the canonical setting in which the representation, the response to predict and the predictors are all linear functions, and under the mean squared error loss function, we derive the theoretically optimal representation in pure strategies, which shows the effectiveness of the prior knowledge, and the optimal regret in mixed strategies, which shows the usefulness of randomizing the representation. For general representations and loss functions, we propose an efficient algorithm to optimize a randomized representation. The algorithm only requires the gradients of the loss function, and is based on incrementally adding a representation rule to a mixture of such rules.
format Preprint
id arxiv_https___arxiv_org_abs_2403_06971
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A representation-learning game for classes of prediction tasks
Uzan, Neria
Weinberger, Nir
Machine Learning
Information Theory
We propose a game-based formulation for learning dimensionality-reducing representations of feature vectors, when only a prior knowledge on future prediction tasks is available. In this game, the first player chooses a representation, and then the second player adversarially chooses a prediction task from a given class, representing the prior knowledge. The first player aims is to minimize, and the second player to maximize, the regret: The minimal prediction loss using the representation, compared to the same loss using the original features. For the canonical setting in which the representation, the response to predict and the predictors are all linear functions, and under the mean squared error loss function, we derive the theoretically optimal representation in pure strategies, which shows the effectiveness of the prior knowledge, and the optimal regret in mixed strategies, which shows the usefulness of randomizing the representation. For general representations and loss functions, we propose an efficient algorithm to optimize a randomized representation. The algorithm only requires the gradients of the loss function, and is based on incrementally adding a representation rule to a mixture of such rules.
title A representation-learning game for classes of prediction tasks
topic Machine Learning
Information Theory
url https://arxiv.org/abs/2403.06971