The Empirical Mean is Minimax Optimal for Local Glivenko-Cantelli
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866918037444100096 |
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| author | Cohen, Doron Kontorovich, Aryeh Weiss, Roi |
| author_facet | Cohen, Doron Kontorovich, Aryeh Weiss, Roi |
| contents | We revisit the recently introduced Local Glivenko-Cantelli setting, which studies distribution-dependent uniform convergence rates of the Empirical Mean Estimator (EME). In this work, we investigate generalizations of this setting where arbitrary estimators are allowed rather than just the EME. Can a strictly larger class of measures be learned? Can better risk decay rates be obtained? We provide exhaustive answers to these questions, which are both negative, provided the learner is barred from exploiting some infinite-dimensional pathologies. On the other hand, allowing such exploits does lead to a strictly larger class of learnable measures. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_02835 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The Empirical Mean is Minimax Optimal for Local Glivenko-Cantelli Cohen, Doron Kontorovich, Aryeh Weiss, Roi Statistics Theory Machine Learning Methodology We revisit the recently introduced Local Glivenko-Cantelli setting, which studies distribution-dependent uniform convergence rates of the Empirical Mean Estimator (EME). In this work, we investigate generalizations of this setting where arbitrary estimators are allowed rather than just the EME. Can a strictly larger class of measures be learned? Can better risk decay rates be obtained? We provide exhaustive answers to these questions, which are both negative, provided the learner is barred from exploiting some infinite-dimensional pathologies. On the other hand, allowing such exploits does lead to a strictly larger class of learnable measures. |
| title | The Empirical Mean is Minimax Optimal for Local Glivenko-Cantelli |
| topic | Statistics Theory Machine Learning Methodology |
| url | https://arxiv.org/abs/2410.02835 |