1 research outputs found
An Exponential Efron-Stein Inequality for Lq Stable Learning Rules
There is accumulating evidence in the literature that stability of learning
algorithms is a key characteristic that permits a learning algorithm to
generalize. Despite various insightful results in this direction, there seems
to be an overlooked dichotomy in the type of stability-based generalization
bounds we have in the literature. On one hand, the literature seems to suggest
that exponential generalization bounds for the estimated risk, which are
optimal, can be only obtained through stringent, distribution independent and
computationally intractable notions of stability such as uniform stability. On
the other hand, it seems that weaker notions of stability such as hypothesis
stability, although it is distribution dependent and more amenable to
computation, can only yield polynomial generalization bounds for the estimated
risk, which are suboptimal.
In this paper, we address the gap between these two regimes of results. In
particular, the main question we address here is \emph{whether it is possible
to derive exponential generalization bounds for the estimated risk using a
notion of stability that is computationally tractable and distribution
dependent, but weaker than uniform stability. Using recent advances in
concentration inequalities, and using a notion of stability that is weaker than
uniform stability but distribution dependent and amenable to computation, we
derive an exponential tail bound for the concentration of the estimated risk of
a hypothesis returned by a general learning rule, where the estimated risk is
expressed in terms of either the resubstitution estimate (empirical error), or
the deleted (or, leave-one-out) estimate. As an illustration, we derive
exponential tail bounds for ridge regression with unbounded responses, where we
show how stability changes with the tail behavior of the response variables.Comment: Additional text and appendices that were not included in the PMLR
(ALT'19) proceedings are now included in this versio