ترغب بنشر مسار تعليمي؟ اضغط هنا

Theoretical bounds on estimation error for meta-learning

121   0   0.0 ( 0 )
 نشر من قبل James Lucas
 تاريخ النشر 2020
والبحث باللغة English




اسأل ChatGPT حول البحث

Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models can be adapted to more realistic settings where train and test distributions differ. Unfortunately, there is severely limited theoretical support for these algorithms and little is known about the difficulty of these problems. In this work, we provide novel information-theoretic lower-bounds on minimax rates of convergence for algorithms that are trained on data from multiple sources and tested on novel data. Our bounds depend intuitively on the information shared between sources of data, and characterize the difficulty of learning in this setting for arbitrary algorithms. We demonstrate these bounds on a hierarchical Bayesian model of meta-learning, computing both upper and lower bounds on parameter estimation via maximum-a-posteriori inference.

قيم البحث

اقرأ أيضاً

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerat
This article investigates the quality of the estimator of the linear Monge mapping between distributions. We provide the first concentration result on the linear mapping operator and prove a sample complexity of $n^{-1/2}$ when using empirical estima tes of first and second order moments. This result is then used to derive a generalization bound for domain adaptation with optimal transport. As a consequence, this method approaches the performance of theoretical Bayes predictor under mild conditions on the covariance structure of the problem. We also discuss the computational complexity of the linear mapping estimation and show that when the source and target are stationary the mapping is a convolution that can be estimated very efficiently using fast Fourier transforms. Numerical experiments reproduce the behavior of the proven bounds on simulated and real data for mapping estimation and domain adaptation on images.
Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep learning alg orithms are lacking of theoretical support. On the other hand, another line of works have proposed theoretical frameworks that are computationally infeasible. In this paper, we train sparse deep neural networks with a fully Bayesian treatment under spike-and-slab priors, and develop a set of computationally efficient variational inferences via continuous relaxation of Bernoulli distribution. The variational posterior contraction rate is provided, which justifies the consistency of the proposed variational Bayes method. Notably, our empirical results demonstrate that this variational procedure provides uncertainty quantification in terms of Bayesian predictive distribution and is also capable to accomplish consistent variable selection by training a sparse multi-layer neural network.
120 - Yunbei Xu , Assaf Zeevi 2020
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the best hypothesis. We introduce a principled framework dubbed uniform localized conver gence, and characterize sharp problem-dependent rates for central statistical learning problems. From a methodological viewpoint, our framework resolves several fundamental limitations of existing uniform convergence and localization analysis approaches. It also provides improvements and some level of unification in the study of localized complexities, one-sided uniform inequalities, and sample-based iterative algorithms. In the so-called slow rate regime, we provides the first (moment-penalized) estimator that achieves the optimal variance-dependent rate for general rich classes; we also establish improved loss-dependent rate for standard empirical risk minimization. In the fast rate regime, we establish finite-sample problem-dependent bounds that are comparable to precise asymptotics. In addition, we show that iterative algorithms like gradient descent and first-order Expectation-Maximization can achieve optimal generalization error in several representative problems across the areas of non-convex learning, stochastic optimization, and learning with missing data.
The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate setting under limited observational data. Based on recent developments in meta learning as well as in causal inference, we introduce a novel generative model that allows distinguishing cause and effect in the small data setting. Using a learnt task variable that contains distributional information of each dataset, we propose an end-to-end algorithm that makes use of similar training datasets at test time. We demonstrate our method on various synthetic as well as real-world data and show that it is able to maintain high accuracy in detecting directions across varying dataset sizes.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا