Adaptive Learning with Robust Generalization Guarantees
The traditional notion of generalization---i.e., learning a hypothesis whose empirical error is close to its true error---is surprisingly brittle. As has recently been noted in [DFH+15b], even if several algorithms have this guarantee in isolation, the guarantee need not hold if the algorithms are composed adaptively. In this paper, we study three notions of generalization---increasing in strength---that are robust to postprocessing and amenable to adaptive composition, and examine the relationships between them. We call the weakest such notion Robust Generalization. A second, intermediate, notion is the stability guarantee known as differential privacy. The strongest guarantee we consider we call Perfect Generalization. We prove that every hypothesis class that is PAC learnable is also PAC learnable in a robustly generalizing fashion, with almost the same sample complexity. It was previously known that differentially private algorithms satisfy robust generalization. In this paper, we show that robust generalization is a strictly weaker concept, and that there is a learning task that can be carried out subject to robust generalization guarantees, yet cannot be carried out subject to differential privacy. We also show that perfect generalization is a strictly stronger guarantee than differential privacy, but that, nevertheless, many learning tasks can be carried out subject to the guarantees of perfect generalization.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Generalization for Adaptively-chosen Estimators via Stable Median
Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not ac…
On the Algorithmic Stability and Generalization of Adaptive Optimization Methods
Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop…
Concentration Bounds for High Sensitivity Functions Through Differential Privacy
A new line of work [Dwork et al. STOC 2015], [Hardt and Ullman FOCS 2014], [Steinke and Ullman COLT 2015], [Bassily et al. STOC 2016] demonstrates how differential privacy [Dwork et al. TCC 2006] can be used as a mathema…
SensitivityVocal Bursts Intensity PredictionAdaptive Data Analysis for Growing Data
Reuse of data in adaptive workflows poses challenges regarding overfitting and the statistical validity of results. Previous work has demonstrated that interacting with data via differentially private algorithms can miti…
Generalization BoundsRisk Minimization from Adaptively Collected Data: Guarantees for Supervised and Policy Learning
Empirical risk minimization (ERM) is the workhorse of machine learning, whether for classification and regression or for off-policy policy learning, but its model-agnostic guarantees can fail when we use adaptively colle…
regression