Learnability, Sample Complexity, and Hypothesis Class Complexity for
Regression Models
- URL: http://arxiv.org/abs/2303.16091v1
- Date: Tue, 28 Mar 2023 15:59:12 GMT
- Title: Learnability, Sample Complexity, and Hypothesis Class Complexity for
Regression Models
- Authors: Soosan Beheshti, Mahdi Shamsi
- Abstract summary: This work is inspired by the foundation of PAC and is motivated by the existing regression learning issues.
The proposed approach, denoted by epsilon-Confidence Approximately Correct (epsilon CoAC), utilizes Kullback Leibler divergence (relative entropy)
It enables the learner to compare hypothesis classes of different complexity orders and choose among them the optimum with the minimum epsilon.
- Score: 10.66048003460524
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: The goal of a learning algorithm is to receive a training data set as input
and provide a hypothesis that can generalize to all possible data points from a
domain set. The hypothesis is chosen from hypothesis classes with potentially
different complexities. Linear regression modeling is an important category of
learning algorithms. The practical uncertainty of the target samples affects
the generalization performance of the learned model. Failing to choose a proper
model or hypothesis class can lead to serious issues such as underfitting or
overfitting. These issues have been addressed by alternating cost functions or
by utilizing cross-validation methods. These approaches can introduce new
hyperparameters with their own new challenges and uncertainties or increase the
computational complexity of the learning algorithm. On the other hand, the
theory of probably approximately correct (PAC) aims at defining learnability
based on probabilistic settings. Despite its theoretical value, PAC does not
address practical learning issues on many occasions. This work is inspired by
the foundation of PAC and is motivated by the existing regression learning
issues. The proposed approach, denoted by epsilon-Confidence Approximately
Correct (epsilon CoAC), utilizes Kullback Leibler divergence (relative entropy)
and proposes a new related typical set in the set of hyperparameters to tackle
the learnability issue. Moreover, it enables the learner to compare hypothesis
classes of different complexity orders and choose among them the optimum with
the minimum epsilon in the epsilon CoAC framework. Not only the epsilon CoAC
learnability overcomes the issues of overfitting and underfitting, but it also
shows advantages and superiority over the well known cross-validation method in
the sense of time consumption as well as in the sense of accuracy.
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