On the Generalization for Transfer Learning: An Information-Theoretic Analysis
- URL: http://arxiv.org/abs/2207.05377v2
- Date: Thu, 8 Aug 2024 02:10:45 GMT
- Title: On the Generalization for Transfer Learning: An Information-Theoretic Analysis
- Authors: Xuetong Wu, Jonathan H. Manton, Uwe Aickelin, Jingge Zhu,
- Abstract summary: We give an information-theoretic analysis of the generalization error and excess risk of transfer learning algorithms.
Our results suggest, perhaps as expected, that the Kullback-Leibler divergenceD(mu|mu')$ plays an important role in the characterizations.
We then generalize the mutual information bound with other divergences such as $phi$-divergence and Wasserstein distance.
- Score: 8.102199960821165
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the generalization error and excess risk of transfer learning algorithms. Our results suggest, perhaps as expected, that the Kullback-Leibler (KL) divergence $D(\mu\|\mu')$ plays an important role in the characterizations where $\mu$ and $\mu'$ denote the distribution of the training data and the testing data, respectively. Specifically, we provide generalization error and excess risk upper bounds for learning algorithms where data from both distributions are available in the training phase. Recognizing that the bounds could be sub-optimal in general, we provide improved excess risk upper bounds for a certain class of algorithms, including the empirical risk minimization (ERM) algorithm, by making stronger assumptions through the \textit{central condition}. To demonstrate the usefulness of the bounds, we further extend the analysis to the Gibbs algorithm and the noisy stochastic gradient descent method. We then generalize the mutual information bound with other divergences such as $\phi$-divergence and Wasserstein distance, which may lead to tighter bounds and can handle the case when $\mu$ is not absolutely continuous with respect to $\mu'$. Several numerical results are provided to demonstrate our theoretical findings. Lastly, to address the problem that the bounds are often not directly applicable in practice due to the absence of the distributional knowledge of the data, we develop an algorithm (called InfoBoost) that dynamically adjusts the importance weights for both source and target data based on certain information measures. The empirical results show the effectiveness of the proposed algorithm.
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