Learning Against Distributional Uncertainty: On the Trade-off Between Robustness and Specificity
- URL: http://arxiv.org/abs/2301.13565v2
- Date: Thu, 01 May 2025 12:12:55 GMT
- Title: Learning Against Distributional Uncertainty: On the Trade-off Between Robustness and Specificity
- Authors: Shixiong Wang, Haowei Wang, Xinke Li, Jean Honorio,
- Abstract summary: This paper studies a new framework that unifies the three approaches and addresses the challenges above.<n>The new model reveals the trade-off between the unseen data and the specificity to the training data.<n>Experiments on various real-world tasks validate the superiority of the proposed learning framework.
- Score: 29.672383320615218
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust optimization (DRO), and regularization. However, three issues have to be raised: 1) the prior distribution in the Bayesian method and the regularizer in the regularization method are difficult to specify; 2) the DRO method tends to be overly conservative; 3) all the three methods are biased estimators of the true optimal cost. This paper studies a new framework that unifies the three approaches and addresses the three challenges above. The asymptotic properties (e.g., consistencies and asymptotic normalities), non-asymptotic properties (e.g., generalization bounds and unbiasedness), and solution methods of the proposed model are studied. The new model reveals the trade-off between the robustness to the unseen data and the specificity to the training data. Experiments on various real-world tasks validate the superiority of the proposed learning framework.
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