Distributionally Robust Safe Screening

Fuente: arXiv
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Hauptverfasser: Hanada, Hiroyuki, Akahane, Satoshi, Aoyama, Tatsuya, Tanaka, Tomonari, Okura, Yoshito, Inatsu, Yu, Hashimoto, Noriaki, Murayama, Taro, Hanju, Lee, Kojima, Shinya, Takeuchi, Ichiro
Format: Preprint
Veröffentlicht: 2024
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author Hanada, Hiroyuki
Akahane, Satoshi
Aoyama, Tatsuya
Tanaka, Tomonari
Okura, Yoshito
Inatsu, Yu
Hashimoto, Noriaki
Murayama, Taro
Hanju, Lee
Kojima, Shinya
Takeuchi, Ichiro
author_facet Hanada, Hiroyuki
Akahane, Satoshi
Aoyama, Tatsuya
Tanaka, Tomonari
Okura, Yoshito
Inatsu, Yu
Hashimoto, Noriaki
Murayama, Taro
Hanju, Lee
Kojima, Shinya
Takeuchi, Ichiro
contents In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at enhancing model robustness against variations in data distribution, with safe screening (SS), a sparse optimization technique designed to identify irrelevant samples and features prior to model training. The core concept of the DRSS method involves reformulating the DR covariate-shift problem as a weighted empirical risk minimization problem, where the weights are subject to uncertainty within a predetermined range. By extending the SS technique to accommodate this weight uncertainty, the DRSS method is capable of reliably identifying unnecessary samples and features under any future distribution within a specified range. We provide a theoretical guarantee of the DRSS method and validate its performance through numerical experiments on both synthetic and real-world datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2404_16328
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Distributionally Robust Safe Screening
Hanada, Hiroyuki
Akahane, Satoshi
Aoyama, Tatsuya
Tanaka, Tomonari
Okura, Yoshito
Inatsu, Yu
Hashimoto, Noriaki
Murayama, Taro
Hanju, Lee
Kojima, Shinya
Takeuchi, Ichiro
Machine Learning
In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at enhancing model robustness against variations in data distribution, with safe screening (SS), a sparse optimization technique designed to identify irrelevant samples and features prior to model training. The core concept of the DRSS method involves reformulating the DR covariate-shift problem as a weighted empirical risk minimization problem, where the weights are subject to uncertainty within a predetermined range. By extending the SS technique to accommodate this weight uncertainty, the DRSS method is capable of reliably identifying unnecessary samples and features under any future distribution within a specified range. We provide a theoretical guarantee of the DRSS method and validate its performance through numerical experiments on both synthetic and real-world datasets.
title Distributionally Robust Safe Screening
topic Machine Learning
url https://arxiv.org/abs/2404.16328