@inproceedings{
wang2024generalized,
title={Generalized Tensor Decomposition for Understanding Multi-Output Regression under Combinatorial Shifts},
author={Andong Wang and Yuning Qiu and Mingyuan Bai and Zhong Jin and Guoxu Zhou and Qibin Zhao},
booktitle={The Thirty-eighth Annual Conference on Neural Information Processing Systems},
year={2024},
url={https://openreview.net/forum?id=1v0BPTR3AA}
}
In multi-output regression, we identify a previously neglected challenge that arises from the inability of training distribution to cover all combinations of input features, leading to combinatorial distribution shift (CDS). To the best of our knowledge, this is the first work to formally define and address this problem. We tackle it through a novel tensor decomposition perspective, proposing the Functional t-Singular Value Decomposition (Ft-SVD) theorem which extends the classical tensor SVD to infinite and continuous feature domains, providing a natural tool for representing and analyzing multi-output functions. Within the Ft-SVD framework, we formulate the multi-output regression problem under CDS as a low-rank tensor estimation problem under the missing not at random (MNAR) setting, and introduce a series of assumptions about the true functions, training and testing distributions, and spectral properties of the ground-truth embeddings, making the problem more tractable.
To address the challenges posed by CDS in multi-output regression, we develop a tailored Double-Stage Empirical Risk Minimization (ERM-DS) algorithm that leverages the spectral properties of the embeddings and uses specific hypothesis classes in each frequency component to better capture the varying spectral decay patterns. We provide rigorous theoretical analyses that establish performance guarantees for the ERM-DS algorithm. This work lays a preliminary theoretical foundation for multi-output regression under CDS.
Generalized Tensor Decomposition for Understanding Multi-Output Regression under Combinatorial Shifts
Andong Wang Yuning Qiu Mingyuan Bai Zhong Jin Guoxu Zhou Qibin Zhao