Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAdaptation to Easy Data in Prediction with Limited Advice
127
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We derive an online learning algorithm with improved regret guarantees for `easy loss sequences. We consider two types of `easiness: (a) stochastic loss sequences and (b) adversarial loss sequences with small effective range of the losses. While a number of algorithms have been proposed for exploiting small effective range in the full information setting, Gerchinovitz and Lattimore [2016] have shown the impossibility of regret scaling with the effective range of the losses in the bandit setting. We show that just one additional observation per round is sufficient to circumvent the impossibility result. The proposed Second Order Difference Adjustments (SODA) algorithm requires no prior knowledge of the effective range of the losses, $varepsilon$, and achieves an $O(varepsilon sqrt{KT ln K}) + tilde{O}(varepsilon K sqrt[4]{T})$ expected regret guarantee, where $T$ is the time horizon and $K$ is the number of actions. The scaling with the effective loss range is achieved under significantly weaker assumptions than those made by Cesa-Bianchi and Shamir [2018] in an earlier attempt to circumvent the impossibility result. We also provide a regret lower bound of $Omega(varepsilonsqrt{T K})$, which almost matches the upper bound. In addition, we show that in the stochastic setting SODA achieves an $Oleft(sum_{a:Delta_a>0} frac{K^3 varepsilon^2}{Delta_a}right)$ pseudo-regret bound that holds simultaneously with the adversarial regret guarantee. In other words, SODA is safe against an unrestricted oblivious adversary and provides improved regret guarantees for at least two different types of `easiness simultaneously.
rate research
Read More
In this work, we aim to create a completely online algorithmic framework for prediction with expert advice that is translation-free and scale-free of the expert losses. Our goal is to create a generalized algorithm that is suitable for use in a wide variety of applications. For this purpose, we study the expected regret of our algorithm against a generic competition class in the sequential prediction by expert advice problem, where the expected regret measures the difference between the losses of our prediction algorithm and the losses of the best expert selection strategy in the competition. We design our algorithm using the universal prediction perspective to compete against a specified class of expert selection strategies, which is not necessarily a fixed expert selection. The class of expert selection strategies that we want to compete against is purely determined by the specific application at hand and is left generic, which makes our generalized algorithm suitable for use in many different problems. We show that no preliminary knowledge about the loss sequence is required by our algorithm and its performance bounds, which are second order, expressed in terms of sums of squared losses. Our regret bounds are stable under arbitrary scalings and translations of the losses.
This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret) as the problem of finding better sub- and supersolutions of certain partial differential equations (PDEs). These sub- and supersolutions serve as the potentials for player and adversary strategies, which lead to the corresponding bounds. To get explicit bounds, we use closed-form solutions of specific PDEs. Our bounds hold for any given number of experts and horizon; in certain regimes (which we identify) they improve upon the previous state of the art. For two and three experts, our bounds provide the optimal leading order term.
Mortality prediction of diverse rare diseases using electronic health record (EHR) data is a crucial task for intelligent healthcare. However, data insufficiency and the clinical diversity of rare diseases make it hard for directly training deep learning models on individual disease data or all the data from different diseases. Mortality prediction for these patients with different diseases can be viewed as a multi-task learning problem with insufficient data and large task number. But the tasks with little training data also make it hard to train task-specific modules in multi-task learning models. To address the challenges of data insufficiency and task diversity, we propose an initialization-sharing multi-task learning method (Ada-Sit) which learns the parameter initialization for fast adaptation to dynamically measured similar tasks. We use Ada-Sit to train long short-term memory networks (LSTM) based prediction models on longitudinal EHR data. And experimental results demonstrate that the proposed model is effective for mortality prediction of diverse rare diseases.
Differential equations parameterized by neural networks become expensive to solve numerically as training progresses. We propose a remedy that encourages learned dynamics to be easier to solve. Specifically, we introduce a differentiable surrogate for the time cost of standard numerical solvers, using higher-order derivatives of solution trajectories. These derivatives are efficient to compute with Taylor-mode automatic differentiation. Optimizing this additional objective trades model performance against the time cost of solving the learned dynamics. We demonstrate our approach by training substantially faster, while nearly as accurate, models in supervised classification, density estimation, and time-series modelling tasks.
Machine learning models often encounter distribution shifts when deployed in the real world. In this paper, we focus on adaptation to label distribution shift in the online setting, where the test-time label distribution is continually changing and the model must dynamically adapt to it without observing the true label. Leveraging a novel analysis, we show that the lack of true label does not hinder estimation of the expected test loss, which enables the reduction of online label shift adaptation to conventional online learning. Informed by this observation, we propose adaptation algorithms inspired by classical online learning techniques such as Follow The Leader (FTL) and Online Gradient Descent (OGD) and derive their regret bounds. We empirically verify our findings under both simulated and real world label distribution shifts and show that OGD is particularly effective and robust to a variety of challenging label shift scenarios.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
