One fundamental goal in any learning algorithm is to mitigate its risk for overfitting. Mathematically, this requires that the learning algorithm enjoys a small generalization risk, which is defined either in expectation or in probability. Both types of generalization are commonly used in the literature. For instance, generalization in expectation has been used to analyze algorithms, such as ridge regression and SGD, whereas generalization in probability is used in the VC theory, among others. Recently, a third notion of generalization has been studied, called uniform generalization, which requires that the generalization risk vanishes uniformly in expectation across all bounded parametric losses. It has been shown that uniform generalization is, in fact, equivalent to an information-theoretic stability constraint, and that it recovers classical results in learning theory. It is achievable under various settings, such as sample compression schemes, finite hypothesis spaces, finite domains, and differential privacy. However, the relationship between uniform generalization and concentration remained unknown. In this paper, we answer this question by proving that, while a generalization in expectation does not imply a generalization in probability, a uniform generalization in expectation does imply concentration. We establish a chain rule for the uniform generalization risk of the composition of hypotheses and use it to derive a large deviation bound. Finally, we prove that the bound is tight.
Besides deriving a concentration bound, we also establish that our bound is tight. This tightness result is inspired by the work of @cite_5 (Lemma 7.4) and @cite_1 (Example 3), where similar results are established for differential privacy and learnability respectively. In Section , we combine techniques from both works to show that our concentration bound is indeed tight.
@cite_5 @cite_1
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Concentration inequalities are fundamental tools in probabilistic combinatorics and theoretical computer science for proving that random functions are near their means. Of particular importance is the case where f(X) is a function of independent random variables X=(X_1, ..., X_n). Here the well known bounded differences inequality (also called McDiarmid's or Hoeffding-Azuma inequality) establishes sharp concentration if the function f does not depend too much on any of the variables. One attractive feature is that it relies on a very simple Lipschitz condition (L): it suffices to show that |f(X)-f(X')| c_k whenever X,X' differ only in X_k. While this is easy to check, the main disadvantage is that it considers worst-case changes c_k, which often makes the resulting bounds too weak to be useful. In this paper we prove a variant of the bounded differences inequality which can be used to establish concentration of functions f(X) where (i) the typical changes are small although (ii) the worst case changes might be very large. One key aspect of this inequality is that it relies on a simple condition that (a) is easy to check and (b) coincides with heuristic considerations why concentration should hold. Indeed, given an event that holds with very high probability, we essentially relax the Lipschitz condition (L) to situations where occurs. The point is that the resulting typical changes c_k are often much smaller than the worst case ones. To illustrate its application we consider the reverse H-free process, where H is 2-balanced. We prove that the final number of edges in this process is concentrated, and also determine its likely value up to constant factors. This answers a question of Bollob 'as and Erd o s. We give a O(slog n)-approximation algorithm for the sparsest cut, edge expansion, balanced separator, and graph conductance problems. This improves the O(log n)-approximation of Leighton and Rao (1988). We use a well-known semidefinite relaxation with triangle inequality constraints. Central to our analysis is a geometric theorem about projections of point sets in Rd, whose proof makes essential use of a phenomenon called measure concentration. We also describe an interesting and natural “approximate certificate” for a graph's expansion, which involves embedding an n-node expander in it with appropriate dilation and congestion. We call this an expander flow. We prove new upper and lower bounds on the sample complexity of (a#x03B5;, a#x03B4;) differentially private algorithms for releasing approximate answers to threshold functions. A threshold function cx over a totally ordered domain X evaluates to cx(y) = 1 if y a#x2264; x, and evaluates to 0 otherwise. We give the first nontrivial lower bound for releasing thresholds with (a#x03B5;, a#x03B4;) differential privacy, showing that the task is impossible over an infinite domain X, and moreover requires sample complexity n a#x2265; (log* |X|), which grows with the size of the domain. Inspired by the techniques used to prove this lower bound, we give an algorithm for releasing thresholds with n a#x2264; 2(1+o(1)) log* |X| samples. This improves the previous best upper bound of 8(1+o(1)) log* |X| (, RANDOM'13). Our sample complexity upper and lower bounds also apply to the tasks of learning distributions with respect to Kolmogorov distance and of properly PAC learning thresholds with differential privacy. The lower bound gives the first separation between the sample complexity of properly learning a concept class with (a#x03B5;, a#x03B4;) differential privacy and learning without privacy. For properly learning thresholds in 'dimensions, this lower bound extends to n a#x2265; (l a#x2219; log* |X|). To obtain our results, we give reductions in both directions from releasing and properly learning thresholds and the simpler interior point problem. Given a database D of elements from X, the interior point problem asks for an element between the smallest and largest elements in D. We introduce new recursive constructions for bounding the sample complexity of the interior point problem, as well as further reductions and techniques for proving impossibility results for other basic problems in differential privacy. Strong concentration results play a fundamental role in probabilistic combinatorics and theoretical computer science. In this paper, we present several new concentration results developed recently by the author and collaborators. To illustrate the power of these new results, we discuss applications in many different areas of mathematics, from combinatorial number theory to the theory of random graphs. [See the paper for the full abstract.] We show tight upper and lower bounds for time-space trade-offs for the @math -Approximate Near Neighbor Search problem. For the @math -dimensional Euclidean space and @math -point datasets, we develop a data structure with space @math and query time @math for every @math such that: This is the first data structure that achieves sublinear query time and near-linear space for every approximation factor @math , improving upon [Kapralov, PODS 2015]. The data structure is a culmination of a long line of work on the problem for all space regimes; it builds on Spherical Locality-Sensitive Filtering [Becker, Ducas, Gama, Laarhoven, SODA 2016] and data-dependent hashing [Andoni, Indyk, Nguyen, Razenshteyn, SODA 2014] [Andoni, Razenshteyn, STOC 2015]. Our matching lower bounds are of two types: conditional and unconditional. First, we prove tightness of the whole above trade-off in a restricted model of computation, which captures all known hashing-based approaches. We then show unconditional cell-probe lower bounds for one and two probes that match the above trade-off for @math , improving upon the best known lower bounds from [Panigrahy, Talwar, Wieder, FOCS 2010]. In particular, this is the first space lower bound (for any static data structure) for two probes which is not polynomially smaller than the one-probe bound. To show the result for two probes, we establish and exploit a connection to locally-decodable codes. We prove concentration results for lpn operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand. We prove concentration inequalities for some classes of Markov chains and (F-mixing processes, with constants independent of the size of the sample, that extend the inequalities for product measures of Talagrand. The method is based on information inequalities put forward by Marton in case of contracting Markov chains. Using a simple duality argument on entropy, our results also include the family of logarithmic Sobolev inequalities for convex functions. Applications to bounds on supremum of dependent empirical processes complete this work. We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the subgaussian diameter, which is a distribution-dependent refinement of the metric diameter. Our technique provides an alternative approach to that of Kutin and Niyogi's method of weakly difference-bounded functions, and yields nontrivial, dimension-free results in some interesting cases where the former does not. As an application, we give apparently the first generalization bound in the algorithmic stability setting that holds for unbounded loss functions. This yields a novel risk bound for some regularized metric regression algorithms. We give two extensions of the basic concentration result. The first enables one to replace the independence assumption by appropriate strong mixing. The second generalizes the subgaussian technique to other Orlicz norms. We prove tight upper bounds on the logarithmic derivative of the independence and matching polynomials of d-regular graphs. For independent sets, this theorem is a strengthening of Kahn's result that a disjoint union of copies of Kd;d maximizes the number of independent sets of a bipartite d-regular graph, Galvin and Tet ali's result that the independence polynomial is maximized by the same, and Zhao's extension of both results to all d-regular graphs. For matchings, this shows that the matching polynomial and the total number of matchings of a d-regular graph are maximized by a union of copies of Kd;d. Using this we prove the asymptotic upper matching conjecture of Friedland, Krop, Lundow, and Markstrom. In probabilistic language, our main theorems state that for all d-regular graphs and all �, the occupancy fraction of the hard-core model and the edge occupancy fraction of the monomer-dimer model with fugacity � are maximized by Kd;d. Our method involves constrained optimization problems over distributions of random variables and applies to all d-regular graphs directly, without a reduction to the bipartite case. Using a variant of the method we prove a lower bound on the occupancy fraction of the hard-core model on any d-regular, vertex-transitive, bipartite graph: the occupancy fraction of such a graph is strictly greater than the occupancy fraction of the unique translationinvariant hard-core measure on the infinite d-regular tree In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many others. We apply our method to derive general concentration inequalities for polynomials of independent random variables. We show that our method implies concentration inequalities for some previously open problems, e.g. permanent of random symmetric matrices. We show that our concentration inequality is stronger than the well-known concentration inequality due to Kim and Vu [29]. The main advantage of our method in comparison with the existing ones is a wide range of random variables we can handle and bounds for previously intractable regimes of high degree polynomials and small expectations. On the negative side we show that even for boolean random variables each term in our concentration inequality is tight. An outer bound on the rate region of noise-free information networks is given. This outer bound combines properties of entropy with a strong information inequality derived from the structure of the network. This blend of information theoretic and graph theoretic arguments generates many interesting results. For example, the capacity of directed cycles is characterized. Also, a gap between the sparsity of an undirected graph and its capacity is shown. Extending this result, it is shown that multicommodity flow solutions achieve the capacity in an infinite class of undirected graphs, thereby making progress on a conjecture of Li and Li. This result is in sharp contrast to the situation with directed graphs, where a family of graphs is presented in which the gap between the capacity and the rate achievable using multicommodity flows is linear in the size of the graph. Nearest neighbor search and many other numerical data analysis tools most often rely on the use of the euclidean distance. When data are high dimensional, however, the euclidean distances seem to concentrate; all distances between pairs of data elements seem to be very similar. Therefore, the relevance of the euclidean distance has been questioned in the past, and fractional norms (Minkowski-like norms with an exponent less than one) were introduced to fight the concentration phenomenon. This paper justifies the use of alternative distances to fight concentration by showing that the concentration is indeed an intrinsic property of the distances and not an artifact from a finite sample. Furthermore, an estimation of the concentration as a function of the exponent of the distance and of the distribution of the data is given. It leads to the conclusion that, contrary to what is generally admitted, fractional norms are not always less concentrated than the euclidean norm; a counterexample is given to prove this claim. Theoretical arguments are presented, which show that the concentration phenomenon can appear for real data that do not match the hypotheses of the theorems, in particular, the assumption of independent and identically distributed variables. Finally, some insights about how to choose an optimal metric are given. In our LICS 2004 paper we introduced an approach to the study of the local structure of finite algebras and relational structures that aims at applications in the Constraint Satisfaction Problem (CSP). This approach involves a graph associated with an algebra @math or a relational structure A, whose vertices are the elements of @math (or A), the edges represent subsets of @math such that the restriction of some term operation of @math is ‘good’ on the subset, that is, act as an operation of one of the 3 types: semilattice, majority, or affine. In this paper we significantly refine and advance this approach. In particular, we prove certain connectivity and rectangularity properties of relations over algebras related to components of the graph connected by semilattice and affine edges. We also prove a result similar to 2-decomposition of relations invariant under a majority operation, only here we do not impose any restrictions on the relation. These results allow us to give a new, somewhat more intuitive proof of the bounded width theorem: the CSP over algebra @math has bounded width if and only if @math does not contain affine edges. Actually, this result shows that bounded width implies width (2,3). We also consider algebras with edges from a restricted set of types. In particular, it can be proved that type restrictions are preserved under the standard algebraic constructions. Finally, we prove that algebras without semilattice edges have few subalgebras of powers, that is, the CSP over such algebras is also polynomial time. Many NP-complete constraint satisfaction problems appear to undergo a “phase transition” from solubility to insolubility when the constraint density passes through a critical threshold. In all such cases it is easy to derive upper bounds on the location of the threshold by showing that above a certain density the first moment (expectation) of the number of solutions tends to zero. We show that in the case of certain symmetric constraints, considering the second moment of the number of solutions yields nearly matching lower bounds for the location of the threshold. Specifically, we prove that the threshold for both random hypergraph 2-colorability (Property B) and random Not-All-Equal @math -SAT is @math . As a corollary, we establish that the threshold for random @math -SAT is of order @math , resolving a long-standing open problem. Beck's early work [3] gave an efficient version of the Lovasz Local Lemma(LLL) with significant compromise in the parameters. Following several improvements [1,7,4,13], Moser [8], and Moser and Tardos [9] obtained asymptotically optimal results in terms of the maximal degree. For a fixed dependency graph G the exact criterion under which LLL applies is given by Shearer in [12]. For a dependency structure G, let LO(G) be the set of those probability assignments to the nodes of G for which the Lovasz Local Lemma holds. We show that: Both the sequential and parallel ersions of the Moser-Tardos algorithm are efficient up to the Shearer's bound, by giving a tighter analysis. We also prove that, whenever p ∈ LO(G) (1+e), the expected running times of the sequential and parallel versions are at most n e and O(1 e log n e), the later when e Let H be a (k+1)-uniform, D-regular hypergraph on n vertices and let (H) be the minimum number of vertices left uncovered by a matching in H. Cj(H), the j-codegree of H, is the maximum number of edges sharing a set of j vertices in common. We prove a general upper bound on (H), based on the codegree sequence C2 (H), C3 (H),…. Our bound improves and generalizes many results on the topic, including those of Grable, Alon, Kim, and Spencer, and Kostochka and Rodl. It also leads to a substantial improvement in several applications. The key ingredient of the proof is the so-called polynomial technique, which is a new and useful tool to prove concentration results for functions with large Lipschitz coefficient. This technique is of independent interest. © 2000 John Wiley & Sons, Inc. Random Struct. Alg., 17: 29–63, 2000 We study the problem of learning conjunctive concepts from examples on structural domains like the blocks world. This class of concepts is formally defined, and it is shown that even for samples in which each example (positive or negative) is a two-object scene, it is NP-complete to determine if there is any concept in this class that is consistent with the sample. We demonstrate how this result affects the feasibility of Mitchell's version of space approach and how it shows that it is unlikely that this class of concepts is polynomially learnable from random examples alone in the PAC framework of Valiant. On the other hand, we show that for any fixed bound on the number of objects per scene, this class is polynomially learnable if, in addition to providing random examples, we allow the learning algorithm to make subset queries. In establishing this result, we calculate the capacity of the hypothesis space of conjunctive concepts in a structural domain and use a general theorem of Vapnik and Chervonenkis. This latter result can also be used to estimate a sample size sufficient for heuristic learning techniques that do not use queries. We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to [Wigderson and Xiao 06]. Our proof is based on a new multi-matrix extension of the Golden-Thompson inequality which improves upon the inequality in [Sutter, Berta and Tomamichel 17], as well as an adaptation of an argument for the scalar case due to [Healy 08]. Our new multi-matrix Golden-Thompson inequality could be of independent interest. Secondarily, we also provide a generic reduction showing that any concentration inequality for vector-valued martingales implies a concentration inequality for the corresponding expander walk, with a weakening of parameters proportional to the squared mixing time. The authors present an approach to acquiring knowledge from previously processed queries. By using newly acquired knowledge together with given semantic knowledge, it is possible to make the query processor and or optimizer more intelligent so that future queries can b processed more efficiently. The acquired knowledge is in the form of constraints. While some constraints are to be enforced for all database states, others are known to be valid for the current state of the database. The former constraints are statistic integrity constraints, while the latter are called dynamic integrity constraints. Some situations in which certain dynamic semantic constraints can be automatically extracted are identified. This automatic tool for knowledge acquisition can also be used as an interactive tool for identifying potential static integrity constraints. The concept of minimal knowledge base is introduced, and a method to maintain the knowledge base is presented. An algorithm to compute the restriction (selection) closure, i.e. all deductible restrictions, from a given set of restrictions, join predicates (as given in a query), and constraints is given. > We consider the problem of encoding graphs with n vertices and m edges compactly supporting adjacency, neighborhood and degree queries in constant time in the @Q(logn)-bit word RAM model. The adjacency query asks whether there is an edge between two vertices, the neighborhood query reports the neighbors of a given vertex in constant time per neighbor, and the degree query reports the number of incident edges to a given vertex. We study the problem in the context of succinctness, where the goal is to achieve the optimal space requirement as a function of n and m, to within lower order terms. We prove a lower bound in the cell probe model indicating it is impossible to achieve the information-theory lower bound up to lower order terms unless the graph is either too sparse (namely, m=o(n^@d) for any constant @d>0) or too dense (namely m=@w(n^2^-^@d) for any constant @d>0). Furthermore, we present a succinct encoding of graphs supporting aforementioned queries in constant time. The space requirement of the encoding is within a multiplicative 1+@e factor of the information-theory lower bound for any arbitrarily small constant @e>0. This is the best achievable space bound according to our lower bound where it applies. The space requirement of the representation achieves the information-theory lower bound tightly within lower order terms where the graph is very sparse (m=o(n^@d) for any constant @d>0), or very dense (m>n^2 lg^1^-^@dn for an arbitrarily small constant @d>0).