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Main Authors: Montasser, Omar, Shao, Han, Abbe, Emmanuel
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2410.23461
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author Montasser, Omar
Shao, Han
Abbe, Emmanuel
author_facet Montasser, Omar
Shao, Han
Abbe, Emmanuel
contents Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a distribution shift setting where train and test distributions can be related by classes of (data) transformation maps. We initiate a theoretical study for this framework, investigating learning scenarios where the target class of transformations is either known or unknown. We establish learning rules and algorithmic reductions to Empirical Risk Minimization (ERM), accompanied with learning guarantees. We obtain upper bounds on the sample complexity in terms of the VC dimension of the class composing predictors with transformations, which we show in many cases is not much larger than the VC dimension of the class of predictors. We highlight that the learning rules we derive offer a game-theoretic viewpoint on distribution shift: a learner searching for predictors and an adversary searching for transformation maps to respectively minimize and maximize the worst-case loss.
format Preprint
id arxiv_https___arxiv_org_abs_2410_23461
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Transformation-Invariant Learning and Theoretical Guarantees for OOD Generalization
Montasser, Omar
Shao, Han
Abbe, Emmanuel
Machine Learning
Learning with identical train and test distributions has been extensively investigated both practically and theoretically. Much remains to be understood, however, in statistical learning under distribution shifts. This paper focuses on a distribution shift setting where train and test distributions can be related by classes of (data) transformation maps. We initiate a theoretical study for this framework, investigating learning scenarios where the target class of transformations is either known or unknown. We establish learning rules and algorithmic reductions to Empirical Risk Minimization (ERM), accompanied with learning guarantees. We obtain upper bounds on the sample complexity in terms of the VC dimension of the class composing predictors with transformations, which we show in many cases is not much larger than the VC dimension of the class of predictors. We highlight that the learning rules we derive offer a game-theoretic viewpoint on distribution shift: a learner searching for predictors and an adversary searching for transformation maps to respectively minimize and maximize the worst-case loss.
title Transformation-Invariant Learning and Theoretical Guarantees for OOD Generalization
topic Machine Learning
url https://arxiv.org/abs/2410.23461