Universal Online Learning: an Optimistically Universal Learning Rule
- URL: http://arxiv.org/abs/2201.05947v1
- Date: Sun, 16 Jan 2022 02:13:47 GMT
- Title: Universal Online Learning: an Optimistically Universal Learning Rule
- Authors: Mo\"ise Blanchard
- Abstract summary: We study the subject of universal online learning with non-i.i.d. processes for bounded losses.
We show that k-nearest neighbor algorithm (kNN) is not optimistically universal and present a novel variant of 1NN.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study the subject of universal online learning with non-i.i.d. processes
for bounded losses. The notion of an universally consistent learning was
defined by Hanneke in an effort to study learning theory under minimal
assumptions, where the objective is to obtain low long-run average loss for any
target function. We are interested in characterizing processes for which
learning is possible and whether there exist learning rules guaranteed to be
universally consistent given the only assumption that such learning is
possible. The case of unbounded losses is very restrictive, since the learnable
processes almost surely visit a finite number of points and as a result, simple
memorization is optimistically universal. We focus on the bounded setting and
give a complete characterization of the processes admitting strong and weak
universal learning. We further show that k-nearest neighbor algorithm (kNN) is
not optimistically universal and present a novel variant of 1NN which is
optimistically universal for general input and value spaces in both strong and
weak setting. This closes all COLT 2021 open problems posed by Hanneke on
universal online learning.
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