作为算法公平性的概念,多核算已被证明是一个强大而多才多艺的概念,其含义远远超出了其最初的意图。这个严格的概念 - 预测在丰富的相交子群中得到了很好的校准 - 以成本为代价提供了强大的保证:学习成型预测指标的计算和样本复杂性很高,并且随着类标签的数量而成倍增长。相比之下,可以更有效地实现多辅助性的放松概念,但是,仅假设单独使用多学历,就无法保证许多最可取的多核能概念。这种紧张局势提出了一个关键问题:我们能否以多核式式保证来学习预测因素,以与多审核级相称?在这项工作中,我们定义并启动了低度多核的研究。低度的多核净化定义了越来越强大的多组公平性概念的层次结构,这些概念跨越了多辅助性和极端的多核电的原始表述。我们的主要技术贡献表明,与公平性和准确性有关的多核算的关键特性实际上表现为低级性质。重要的是,我们表明,低度的数学振动可以比完整的多核电更有效。在多级设置中,实现低度多核的样品复杂性在完整的多核电上呈指数级(在类中)提高。我们的工作提供了令人信服的证据,表明低度多核能代表了一个最佳位置,将计算和样品效率配对,并提供了强大的公平性和准确性保证。
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We present a new perspective on loss minimization and the recent notion of Omniprediction through the lens of Outcome Indistingusihability. For a collection of losses and hypothesis class, omniprediction requires that a predictor provide a loss-minimization guarantee simultaneously for every loss in the collection compared to the best (loss-specific) hypothesis in the class. We present a generic template to learn predictors satisfying a guarantee we call Loss Outcome Indistinguishability. For a set of statistical tests--based on a collection of losses and hypothesis class--a predictor is Loss OI if it is indistinguishable (according to the tests) from Nature's true probabilities over outcomes. By design, Loss OI implies omniprediction in a direct and intuitive manner. We simplify Loss OI further, decomposing it into a calibration condition plus multiaccuracy for a class of functions derived from the loss and hypothesis classes. By careful analysis of this class, we give efficient constructions of omnipredictors for interesting classes of loss functions, including non-convex losses. This decomposition highlights the utility of a new multi-group fairness notion that we call calibrated multiaccuracy, which lies in between multiaccuracy and multicalibration. We show that calibrated multiaccuracy implies Loss OI for the important set of convex losses arising from Generalized Linear Models, without requiring full multicalibration. For such losses, we show an equivalence between our computational notion of Loss OI and a geometric notion of indistinguishability, formulated as Pythagorean theorems in the associated Bregman divergence. We give an efficient algorithm for calibrated multiaccuracy with computational complexity comparable to that of multiaccuracy. In all, calibrated multiaccuracy offers an interesting tradeoff point between efficiency and generality in the omniprediction landscape.
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We study the fundamental question of how to define and measure the distance from calibration for probabilistic predictors. While the notion of perfect calibration is well-understood, there is no consensus on how to quantify the distance from perfect calibration. Numerous calibration measures have been proposed in the literature, but it is unclear how they compare to each other, and many popular measures such as Expected Calibration Error (ECE) fail to satisfy basic properties like continuity. We present a rigorous framework for analyzing calibration measures, inspired by the literature on property testing. We propose a ground-truth notion of distance from calibration: the $\ell_1$ distance to the nearest perfectly calibrated predictor. We define a consistent calibration measure as one that is a polynomial factor approximation to the this distance. Applying our framework, we identify three calibration measures that are consistent and can be estimated efficiently: smooth calibration, interval calibration, and Laplace kernel calibration. The former two give quadratic approximations to the ground truth distance, which we show is information-theoretically optimal. Our work thus establishes fundamental lower and upper bounds on measuring distance to calibration, and also provides theoretical justification for preferring certain metrics (like Laplace kernel calibration) in practice.
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我们研究了在存在$ \ epsilon $ - 对抗异常值的高维稀疏平均值估计的问题。先前的工作为此任务获得了该任务的样本和计算有效算法,用于辅助性Subgaussian分布。在这项工作中,我们开发了第一个有效的算法,用于强大的稀疏平均值估计,而没有对协方差的先验知识。对于$ \ Mathbb r^d $上的分布,带有“认证有限”的$ t $ tum-矩和足够轻的尾巴,我们的算法达到了$ o(\ epsilon^{1-1/t})$带有样品复杂性$的错误(\ epsilon^{1-1/t}) m =(k \ log(d))^{o(t)}/\ epsilon^{2-2/t} $。对于高斯分布的特殊情况,我们的算法达到了$ \ tilde o(\ epsilon)$的接近最佳错误,带有样品复杂性$ m = o(k^4 \ mathrm {polylog}(d)(d))/\ epsilon^^ 2 $。我们的算法遵循基于方形的总和,对算法方法的证明。我们通过统计查询和低度多项式测试的下限来补充上限,提供了证据,表明我们算法实现的样本时间 - 错误权衡在质量上是最好的。
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我们在高斯分布下使用Massart噪声与Massart噪声进行PAC学习半个空间的问题。在Massart模型中,允许对手将每个点$ \ mathbf {x} $的标签与未知概率$ \ eta(\ mathbf {x})\ leq \ eta $,用于某些参数$ \ eta \ [0,1 / 2] $。目标是找到一个假设$ \ mathrm {opt} + \ epsilon $的错误分类错误,其中$ \ mathrm {opt} $是目标半空间的错误。此前已经在两个假设下研究了这个问题:(i)目标半空间是同质的(即,分离超平面通过原点),并且(ii)参数$ \ eta $严格小于$ 1/2 $。在此工作之前,当除去这些假设中的任何一个时,不知道非增长的界限。我们研究了一般问题并建立以下内容:对于$ \ eta <1/2 $,我们为一般半个空间提供了一个学习算法,采用样本和计算复杂度$ d ^ {o_ {\ eta}(\ log(1 / \ gamma) )))}} \ mathrm {poly}(1 / \ epsilon)$,其中$ \ gamma = \ max \ {\ epsilon,\ min \ {\ mathbf {pr} [f(\ mathbf {x})= 1], \ mathbf {pr} [f(\ mathbf {x})= -1] \} \} $是目标半空间$ f $的偏差。现有的高效算法只能处理$ \ gamma = 1/2 $的特殊情况。有趣的是,我们建立了$ d ^ {\ oomega(\ log(\ log(\ log(\ log))}}的质量匹配的下限,而是任何统计查询(SQ)算法的复杂性。对于$ \ eta = 1/2 $,我们为一般半空间提供了一个学习算法,具有样本和计算复杂度$ o_ \ epsilon(1)d ^ {o(\ log(1 / epsilon))} $。即使对于均匀半空间的子类,这个结果也是新的;均匀Massart半个空间的现有算法为$ \ eta = 1/2 $提供可持续的保证。我们与D ^ {\ omega(\ log(\ log(\ log(\ log(\ epsilon))} $的近似匹配的sq下限补充了我们的上限,这甚至可以为同类半空间的特殊情况而保持。
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我们给出了\ emph {list-codobable协方差估计}的第一个多项式时间算法。对于任何$ \ alpha> 0 $,我们的算法获取输入样本$ y \ subseteq \ subseteq \ mathbb {r}^d $ size $ n \ geq d^{\ mathsf {poly}(1/\ alpha)} $获得通过对抗损坏I.I.D的$(1- \ alpha)n $点。从高斯分布中的样本$ x $ size $ n $,其未知平均值$ \ mu _*$和协方差$ \ sigma _*$。在$ n^{\ mathsf {poly}(1/\ alpha)} $ time中,它输出$ k = k(\ alpha)=(1/\ alpha)^{\ mathsf {poly}的常数大小列表(1/\ alpha)} $候选参数,具有高概率,包含$(\ hat {\ mu},\ hat {\ sigma})$,使得总变化距离$ tv(\ Mathcal {n}(n})(n}(n})( \ mu _*,\ sigma _*),\ Mathcal {n}(\ hat {\ mu},\ hat {\ sigma}))<1-o _ {\ alpha}(1)$。这是距离的统计上最强的概念,意味着具有独立尺寸误差的参数的乘法光谱和相对Frobenius距离近似。我们的算法更普遍地适用于$(1- \ alpha)$ - 任何具有低度平方总和证书的分布$ d $的损坏,这是两个自然分析属性的:1)一维边际和抗浓度2)2度多项式的超收缩率。在我们工作之前,估计可定性设置的协方差的唯一已知结果是针对Karmarkar,Klivans和Kothari(2019),Raghavendra和Yau(2019和2019和2019和2019和2019年)的特殊情况。 2020年)和巴克西(Bakshi)和科塔里(Kothari)(2020年)。这些结果需要超级物理时间,以在基础维度中获得任何子构误差。我们的结果意味着第一个多项式\ emph {extcect}算法,用于列表可解码的线性回归和子空间恢复,尤其允许获得$ 2^{ - \ Mathsf { - \ Mathsf {poly}(d)} $多项式时间错误。我们的结果还意味着改进了用于聚类非球体混合物的算法。
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Omnipredictors(Gopalan,Kalai,Reingold,Sharan和Wieder ITCS 2021)的概念提出了一种新的损失最小化范式。与损失损失$ c $相比,无需基于已知的损失功能学习预测指标,而是可以轻松地进行后处理以最大程度地减少任何丰富的损失功能家族。已经表明,这种杂手已经存在,并暗示(对于所有凸和Lipschitz损失函数),通过算法公平文献的多核概念的概念。然而,通常情况下,所选的动作必须遵守一些其他约束(例如能力或奇偶校验约束)。总体而言,全能器的原始概念并不适用于这种良好动机和大量研究的损失最小化的背景。在本文中,我们介绍了综合器,以进行约束优化并研究其复杂性和含义。我们介绍的概念使学习者不知道后来将分配的损失函数以及后来将施加的约束,只要已知用于定义这些约束的亚群的范围。该论文显示了如何依靠适当的多核变体获得限制优化问题的全能器。对于一些有趣的约束和一般损失函数以及一般约束和一些有趣的损失函数,我们显示了如何通过多核的变体隐含的,该变体的复杂性与标准的多核电相似。我们证明,在一般情况下,标准的数学启动不足,表明全能器是通过相对于包含$ c $中所有级别假设集的类的多核算来暗示的。我们还研究了约束是群体公平概念时的含义。
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可实现和不可知性的可读性的等价性是学习理论的基本现象。与PAC学习和回归等古典设置范围的变种,近期趋势,如对冲强劲和私人学习,我们仍然缺乏统一理论;等同性的传统证据往往是不同的,并且依赖于强大的模型特异性假设,如统一的收敛和样本压缩。在这项工作中,我们给出了第一个独立的框架,解释了可实现和不可知性的可读性的等价性:三行黑箱减少简化,统一,并在各种各样的环境中扩展了我们的理解。这包括没有已知的学报的模型,例如学习任意分布假设或一般损失,以及许多其他流行的设置,例如强大的学习,部分学习,公平学习和统计查询模型。更一般地,我们认为可实现和不可知的学习的等价性实际上是我们调用属性概括的更广泛现象的特殊情况:可以满足有限的学习算法(例如\噪声公差,隐私,稳定性)的任何理想性质假设类(可能在某些变化中)延伸到任何学习的假设类。
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我们给出了第一个多项式算法来估计$ d $ -variate概率分布的平均值,从$ \ tilde {o}(d)$独立的样本受到纯粹的差异隐私的界限。此问题的现有算法无论是呈指数运行时间,需要$ \ OMEGA(D ^ {1.5})$样本,或仅满足较弱的集中或近似差分隐私条件。特别地,所有先前的多项式算法都需要$ d ^ {1+ \ omega(1)} $ samples,以保证“加密”高概率,1-2 ^ { - d ^ {\ omega(1) $,虽然我们的算法保留$ \ tilde {o}(d)$ SAMPS复杂性即使在此严格设置中也是如此。我们的主要技术是使用强大的方块方法(SOS)来设计差异私有算法的新方法。算法的证据是在高维算法统计数据中的许多近期作品中的一个关键主题 - 显然需要指数运行时间,但可以通过低度方块证明可以捕获其分析可以自动变成多项式 - 时间算法具有相同的可证明担保。我们展示了私有算法的类似证据现象:工作型指数机制的实例显然需要指数时间,但可以用低度SOS样张分析的指数时间,可以自动转换为多项式差异私有算法。我们证明了捕获这种现象的元定理,我们希望在私人算法设计中广泛使用。我们的技术还在高维度之间绘制了差异私有和强大统计数据之间的新连接。特别是通过我们的校验算法镜头来看,几次研究的SOS证明在近期作品中的算法稳健统计中直接产生了我们差异私有平均估计算法的关键组成部分。
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We establish a simple connection between robust and differentially-private algorithms: private mechanisms which perform well with very high probability are automatically robust in the sense that they retain accuracy even if a constant fraction of the samples they receive are adversarially corrupted. Since optimal mechanisms typically achieve these high success probabilities, our results imply that optimal private mechanisms for many basic statistics problems are robust. We investigate the consequences of this observation for both algorithms and computational complexity across different statistical problems. Assuming the Brennan-Bresler secret-leakage planted clique conjecture, we demonstrate a fundamental tradeoff between computational efficiency, privacy leakage, and success probability for sparse mean estimation. Private algorithms which match this tradeoff are not yet known -- we achieve that (up to polylogarithmic factors) in a polynomially-large range of parameters via the Sum-of-Squares method. To establish an information-computation gap for private sparse mean estimation, we also design new (exponential-time) mechanisms using fewer samples than efficient algorithms must use. Finally, we give evidence for privacy-induced information-computation gaps for several other statistics and learning problems, including PAC learning parity functions and estimation of the mean of a multivariate Gaussian.
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In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP setting, we give an efficient algorithm that estimates an unknown $d$-dimensional Gaussian distribution up to an arbitrary tiny total variation error using $\widetilde{O}(d^2 \log \kappa)$ samples while tolerating a constant fraction of adversarial outliers. Here, $\kappa$ is the condition number of the target covariance matrix. The sample bound matches best non-private estimators in the dependence on the dimension (up to a polylogarithmic factor). We prove a new lower bound on differentially private covariance estimation to show that the dependence on the condition number $\kappa$ in the above sample bound is also tight. Prior to our work, only identifiability results (yielding inefficient super-polynomial time algorithms) were known for the problem. In the approximate DP setting, we give an efficient algorithm to estimate an unknown Gaussian distribution up to an arbitrarily tiny total variation error using $\widetilde{O}(d^2)$ samples while tolerating a constant fraction of adversarial outliers. Prior to our work, all efficient approximate DP algorithms incurred a super-quadratic sample cost or were not outlier-robust. For the special case of mean estimation, our algorithm achieves the optimal sample complexity of $\widetilde O(d)$, improving on a $\widetilde O(d^{1.5})$ bound from prior work. Our pure DP algorithm relies on a recursive private preconditioning subroutine that utilizes the recent work on private mean estimation [Hopkins et al., 2022]. Our approximate DP algorithms are based on a substantial upgrade of the method of stabilizing convex relaxations introduced in [Kothari et al., 2022].
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We study the relationship between adversarial robustness and differential privacy in high-dimensional algorithmic statistics. We give the first black-box reduction from privacy to robustness which can produce private estimators with optimal tradeoffs among sample complexity, accuracy, and privacy for a wide range of fundamental high-dimensional parameter estimation problems, including mean and covariance estimation. We show that this reduction can be implemented in polynomial time in some important special cases. In particular, using nearly-optimal polynomial-time robust estimators for the mean and covariance of high-dimensional Gaussians which are based on the Sum-of-Squares method, we design the first polynomial-time private estimators for these problems with nearly-optimal samples-accuracy-privacy tradeoffs. Our algorithms are also robust to a constant fraction of adversarially-corrupted samples.
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Boosting是一种著名的机器学习方法,它基于将弱和适度不准确假设与强烈而准确的假设相结合的想法。我们研究了弱假设属于界限能力类别的假设。这个假设的灵感来自共同的惯例,即虚弱的假设是“易于学习的类别”中的“人数规则”。 (Schapire和Freund〜 '12,Shalev-Shwartz和Ben-David '14。)正式,我们假设弱假设类别具有有界的VC维度。我们关注两个主要问题:(i)甲骨文的复杂性:产生准确的假设需要多少个弱假设?我们设计了一种新颖的增强算法,并证明它绕过了由Freund和Schapire('95,'12)的经典下限。虽然下限显示$ \ omega({1}/{\ gamma^2})$弱假设有时是必要的,而有时则需要使用$ \ gamma $ -margin,但我们的新方法仅需要$ \ tilde {o}({1})({1}) /{\ gamma})$弱假设,前提是它们属于一类有界的VC维度。与以前的增强算法以多数票汇总了弱假设的算法不同,新的增强算法使用了更复杂(“更深”)的聚合规则。我们通过表明复杂的聚合规则实际上是规避上述下限是必要的,从而补充了这一结果。 (ii)表现力:通过提高有限的VC类的弱假设可以学习哪些任务?可以学到“遥远”的复杂概念吗?为了回答第一个问题,我们{介绍组合几何参数,这些参数捕获增强的表现力。}作为推论,我们为认真的班级的第二个问题提供了肯定的答案,包括半空间和决策树桩。一路上,我们建立并利用差异理论的联系。
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我们研究了Massart噪声的PAC学习半圆的问题。给定标记的样本$(x,y)$从$ \ mathbb {r} ^ {d} ^ {d} \ times \ times \ {\ pm 1 \} $,这样的例子是任意的和标签$ y $ y $ y $ x $是由按萨塔特对手损坏的目标半空间与翻转概率$ \ eta(x)\ leq \ eta \ leq 1/2 $,目标是用小小的假设计算假设错误分类错误。这个问题的最佳已知$ \ mathrm {poly}(d,1 / \ epsilon)$时间算法实现$ \ eta + \ epsilon $的错误,这可能远离$ \ mathrm {opt} +的最佳界限\ epsilon $,$ \ mathrm {opt} = \ mathbf {e} _ {x \ sim d_x} [\ eta(x)] $。虽然已知实现$ \ mathrm {opt} + O(1)$误差需要超级多项式时间在统计查询模型中,但是在已知的上限和下限之间存在大的间隙。在这项工作中,我们基本上表征了统计查询(SQ)模型中Massart HalfSpaces的有效可读性。具体来说,我们表明,在$ \ mathbb {r} ^ d $中没有高效的sq算法用于学习massart halfpaces ^ d $可以比$ \ omega(\ eta)$更好地实现错误,即使$ \ mathrm {opt} = 2 ^ { - - \ log ^ {c}(d)$,适用于任何通用常量$ c \ in(0,1)$。此外,当噪声上限$ \ eta $接近$ 1/2 $时,我们的错误下限变为$ \ eta - o _ {\ eta}(1)$,其中$ o _ {\ eta}(1)$当$ \ eta $接近$ 1/2 $时,术语达到0美元。我们的结果提供了强有力的证据表明,大规模半空间的已知学习算法几乎是最可能的,从而解决学习理论中的长期开放问题。
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多集团不可知学习是一个正式的学习标准,涉及人口亚组内的预测因子的条件风险。标准解决了最近的实际问题,如亚组公平和隐藏分层。本文研究了对多组学习问题的解决方案的结构,为学习问题提供了简单和近最佳的算法。
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预测器将人口中的单个实例映射到间隔$ [0,1] $。对于群体的集合$ \ Mathcal C $ \ Mathcal C $ \ Mathcal C $的预测器是多校准的,如果它在$ \ Mathcal C $的每个设置上同时校准它。我们启动了对脚手架套装的建设的研究,一个小型收藏品$ \ Mathcal S $与多校准相对于$ \ Mathcal S $的财产,确保正确性,而不仅仅是校准。我们的方法是由民间智慧的启发,即神经网络的中间层学习高度结构化和有用的数据表示。
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Learning problems form an important category of computational tasks that generalizes many of the computations researchers apply to large real-life data sets. We ask: what concept classes can be learned privately, namely, by an algorithm whose output does not depend too heavily on any one input or specific training example? More precisely, we investigate learning algorithms that satisfy differential privacy, a notion that provides strong confidentiality guarantees in contexts where aggregate information is released about a database containing sensitive information about individuals.Our goal is a broad understanding of the resources required for private learning in terms of samples, computation time, and interaction. We demonstrate that, ignoring computational constraints, it is possible to privately agnostically learn any concept class using a sample size approximately logarithmic in the cardinality of the concept class. Therefore, almost anything learnable is learnable privately: specifically, if a concept class is learnable by a (non-private) algorithm with polynomial sample complexity and output size, then it can be learned privately using a polynomial number of samples. We also present a computationally efficient private PAC learner for the class of parity functions. This result dispels the similarity between learning with noise and private learning (both must be robust to small changes in inputs), since parity is thought to be very hard to learn given random classification noise.Local (or randomized response) algorithms are a practical class of private algorithms that have received extensive investigation. We provide a precise characterization of local private learning algorithms. We show that a concept class is learnable by a local algorithm if and only if it is learnable in the statistical query (SQ) model. Therefore, for local private learning algorithms, the similarity to learning with noise is stronger: local learning is equivalent to SQ learning, and SQ algorithms include most known noise-tolerant learning algorithms. Finally, we present a separation between the power of interactive and noninteractive local learning algorithms. Because of the equivalence to SQ learning, this result also separates adaptive and nonadaptive SQ learning.
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我们研究了小组测试问题,其目标是根据合并测试的结果,确定一组k感染的人,这些k含有稀有疾病,这些人在经过测试中至少有一个受感染的个体时返回阳性的结果。团体。我们考虑将个人分配给测试的两个不同的简单随机过程:恒定柱设计和伯努利设计。我们的第一组结果涉及基本统计限制。对于恒定柱设计,我们给出了一个新的信息理论下限,这意味着正确识别的感染者的比例在测试数量越过特定阈值时会经历急剧的“全或全或无所不包”的相变。对于Bernoulli设计,我们确定解决相关检测问题所需的确切测试数量(目的是区分小组测试实例和纯噪声),改善Truong,Aldridge和Scarlett的上限和下限(2020)。对于两个小组测试模型,我们还研究了计算有效(多项式时间)推理程序的能力。我们确定了解决检测问题的低度多项式算法所需的精确测试数量。这为在少量稀疏度的检测和恢复问题中都存在固有的计算统计差距提供了证据。值得注意的是,我们的证据与Iliopoulos和Zadik(2021)相反,后者预测了Bernoulli设计中没有计算统计差距。
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We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean $\mu$ is guaranteed to be sparse, the goal is to efficiently compute a hypothesis that accurately approximates $\mu$ with high probability. Prior work had obtained efficient algorithms for robust sparse mean estimation of light-tailed distributions. In this work, we give the first sample-efficient and polynomial-time robust sparse mean estimator for heavy-tailed distributions under mild moment assumptions. Our algorithm achieves the optimal asymptotic error using a number of samples scaling logarithmically with the ambient dimension. Importantly, the sample complexity of our method is optimal as a function of the failure probability $\tau$, having an additive $\log(1/\tau)$ dependence. Our algorithm leverages the stability-based approach from the algorithmic robust statistics literature, with crucial (and necessary) adaptations required in our setting. Our analysis may be of independent interest, involving the delicate design of a (non-spectral) decomposition for positive semi-definite matrices satisfying certain sparsity properties.
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This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our first contribution is a complexity measure, the Bellman rank , that we show enables tractable learning of near-optimal behavior in these processes and is naturally small for many well-studied reinforcement learning settings. Our second contribution is a new reinforcement learning algorithm that engages in systematic exploration to learn contextual decision processes with low Bellman rank. Our algorithm provably learns near-optimal behavior with a number of samples that is polynomial in all relevant parameters but independent of the number of unique observations. The approach uses Bellman error minimization with optimistic exploration and provides new insights into efficient exploration for reinforcement learning with function approximation.
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