Boosting Test Performance with Importance Sampling--a Subpopulation Perspective

Fuente: arXiv
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Main Authors: Shen, Hongyu, Zhao, Zhizhen
Format: Preprint
Published: 2024
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_version_ 1866929635380428800
author Shen, Hongyu
Zhao, Zhizhen
author_facet Shen, Hongyu
Zhao, Zhizhen
contents Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature proposed techniques to maximize group-balanced or worst-group accuracy when such correlation presents, yet, at the cost of lower average accuracy. In addition, many existing works conduct surveys on different subpopulation methods without revealing the inherent connection between these methods, which could hinder the technology advancement in this area. In this paper, we identify important sampling as a simple yet powerful tool for solving the subpopulation problem. On the theory side, we provide a new systematic formulation of the subpopulation problem and explicitly identify the assumptions that are not clearly stated in the existing works. This helps to uncover the cause of the dropped average accuracy. We provide the first theoretical discussion on the connections of existing methods, revealing the core components that make them different. On the application side, we demonstrate a single estimator is enough to solve the subpopulation problem. In particular, we introduce the estimator in both attribute-known and -unknown scenarios in the subpopulation setup, offering flexibility in practical use cases. And empirically, we achieve state-of-the-art performance on commonly used benchmark datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2412_13003
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Boosting Test Performance with Importance Sampling--a Subpopulation Perspective
Shen, Hongyu
Zhao, Zhizhen
Machine Learning
68T05, 68W40, 68Q32, 68T10
I.5.1
Despite empirical risk minimization (ERM) is widely applied in the machine learning community, its performance is limited on data with spurious correlation or subpopulation that is introduced by hidden attributes. Existing literature proposed techniques to maximize group-balanced or worst-group accuracy when such correlation presents, yet, at the cost of lower average accuracy. In addition, many existing works conduct surveys on different subpopulation methods without revealing the inherent connection between these methods, which could hinder the technology advancement in this area. In this paper, we identify important sampling as a simple yet powerful tool for solving the subpopulation problem. On the theory side, we provide a new systematic formulation of the subpopulation problem and explicitly identify the assumptions that are not clearly stated in the existing works. This helps to uncover the cause of the dropped average accuracy. We provide the first theoretical discussion on the connections of existing methods, revealing the core components that make them different. On the application side, we demonstrate a single estimator is enough to solve the subpopulation problem. In particular, we introduce the estimator in both attribute-known and -unknown scenarios in the subpopulation setup, offering flexibility in practical use cases. And empirically, we achieve state-of-the-art performance on commonly used benchmark datasets.
title Boosting Test Performance with Importance Sampling--a Subpopulation Perspective
topic Machine Learning
68T05, 68W40, 68Q32, 68T10
I.5.1
url https://arxiv.org/abs/2412.13003