Randomized Pairwise Learning with Adaptive Sampling: A PAC-Bayes Analysis

Fuente: arXiv
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Autori principali: Zhou, Sijia, Lei, Yunwen, Kabán, Ata
Natura: Preprint
Pubblicazione: 2025
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author Zhou, Sijia
Lei, Yunwen
Kabán, Ata
author_facet Zhou, Sijia
Lei, Yunwen
Kabán, Ata
contents We study stochastic optimization with data-adaptive sampling schemes to train pairwise learning models. Pairwise learning is ubiquitous, and it covers several popular learning tasks such as ranking, metric learning and AUC maximization. A notable difference of pairwise learning from pointwise learning is the statistical dependencies among input pairs, for which existing analyses have not been able to handle in the general setting considered in this paper. To this end, we extend recent results that blend together two algorithm-dependent frameworks of analysis -- algorithmic stability and PAC-Bayes -- which allow us to deal with any data-adaptive sampling scheme in the optimizer. We instantiate this framework to analyze (1) pairwise stochastic gradient descent, which is a default workhorse in many machine learning problems, and (2) pairwise stochastic gradient descent ascent, which is a method used in adversarial training. All of these algorithms make use of a stochastic sampling from a discrete distribution (sample indices) before each update. Non-uniform sampling of these indices has been already suggested in the recent literature, to which our work provides generalization guarantees in both smooth and non-smooth convex problems.
format Preprint
id arxiv_https___arxiv_org_abs_2504_02957
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Randomized Pairwise Learning with Adaptive Sampling: A PAC-Bayes Analysis
Zhou, Sijia
Lei, Yunwen
Kabán, Ata
Machine Learning
We study stochastic optimization with data-adaptive sampling schemes to train pairwise learning models. Pairwise learning is ubiquitous, and it covers several popular learning tasks such as ranking, metric learning and AUC maximization. A notable difference of pairwise learning from pointwise learning is the statistical dependencies among input pairs, for which existing analyses have not been able to handle in the general setting considered in this paper. To this end, we extend recent results that blend together two algorithm-dependent frameworks of analysis -- algorithmic stability and PAC-Bayes -- which allow us to deal with any data-adaptive sampling scheme in the optimizer. We instantiate this framework to analyze (1) pairwise stochastic gradient descent, which is a default workhorse in many machine learning problems, and (2) pairwise stochastic gradient descent ascent, which is a method used in adversarial training. All of these algorithms make use of a stochastic sampling from a discrete distribution (sample indices) before each update. Non-uniform sampling of these indices has been already suggested in the recent literature, to which our work provides generalization guarantees in both smooth and non-smooth convex problems.
title Randomized Pairwise Learning with Adaptive Sampling: A PAC-Bayes Analysis
topic Machine Learning
url https://arxiv.org/abs/2504.02957