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.
As a consequence of our main theorem, concentration bounds for a given learning algorithm can be immediately deduced once we recognize that the algorithm generalizes uniformly in expectation. Examples of when this holds include having (1) a finite average description length of the hypothesis, (2) a finite VC dimension of the , (3) differential privacy, (4) robust generalization, (5) typical generalization, (6) bounded mutual information, and (7) finite domains. We briefly describe these settings that have been previously studied in the literature and prove their connections to uniform generalization in Appendix . We also present connections between uniform generalization and learnability in Appendix . A second consequence of our work is establishing the equivalence between the notion of uniform generalization studied by @cite_2 and the notion of considered more recently by @cite_0 .
@cite_0 @cite_2
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The traditional notion of generalization---i.e., learning a hypothesis whose empirical error is close to its true error---is surprisingly brittle. As has recently been noted in [DFH+15b], even if several algorithms have this guarantee in isolation, the guarantee need not hold if the algorithms are composed adaptively. In this paper, we study three notions of generalization---increasing in strength---that are robust to postprocessing and amenable to adaptive composition, and examine the relationships between them. We call the weakest such notion Robust Generalization. A second, intermediate, notion is the stability guarantee known as differential privacy. The strongest guarantee we consider we call Perfect Generalization. We prove that every hypothesis class that is PAC learnable is also PAC learnable in a robustly generalizing fashion, with almost the same sample complexity. It was previously known that differentially private algorithms satisfy robust generalization. In this paper, we show that robust generalization is a strictly weaker concept, and that there is a learning task that can be carried out subject to robust generalization guarantees, yet cannot be carried out subject to differential privacy. We also show that perfect generalization is a strictly stronger guarantee than differential privacy, but that, nevertheless, many learning tasks can be carried out subject to the guarantees of perfect generalization. In this paper, we study the problem of learning in the presence of classification noise in the probabilistic learning model of Valiant and its variants. In order to identify the class of “robust” learning algorithms in the most general way, we formalize a new but related model of learning from statistical queries . Intuitively, in this model a learning algorithm is forbidden to examine individual examples of the unknown target function, but is given acess to an oracle providing estimates of probabilities over the sample space of random examples. One of our main results shows that any class of functions learnable from statistical queries is in fact learnable with classification noise in Valiant's model, with a noise rate approaching the information-theoretic barrier of 1 2. We then demonstrate the generality of the statistical query model, showing that practically every class learnable in Valiant's model and its variants can also be learned in the new model (and thus can be learned in the presence of noise). A notable exception to this statement is the class of parity functions, which we prove is not learnable from statistical queries, and for which no noise-tolerant algorithm is known. Learnability in Valiant's PAC learning model has been shown to be strongly related to the existence of uniform laws of large numbers. These laws define a distribution-free convergence property of means to expectations uniformly over classes of random variables. Classes of real-valued functions enjoying such a property are also known as uniform Glivenko-Cantelli classes. In this paper, we prove, through a generalization of Sauer's lemma that may be interesting in its own right, a new characterization of uniform Glivenko-Cantelli classes. Our characterization yields Dudley, Gine´, and Zinn's previous characterization as a corollary. Furthermore, it is the first based on a Gine´, and Zinn's previous characterization as a corollary. Furthermore, it is the first based on a simple combinatorial quantity generalizing the Vapnik-Chervonenkis dimension. We apply this result to obtain the weakest combinatorial condition known to imply PAC learnability in the statistical regression (or “agnostic”) framework. Furthermore, we find a characterization of learnability in the probabilistic concept model, solving an open problem posed by Kearns and Schapire. These results show that the accuracy parameter plays a crucial role in determining the effective complexity of the learner's hypothesis class. We introduce a notion of algorithmic stability of learning algorithms---that we term ---that captures stability of the hypothesis output by the learning algorithm in the normed space of functions from which hypotheses are selected. The main result of the paper bounds the generalization error of any learning algorithm in terms of its argument stability. The bounds are based on martingale inequalities in the Banach space to which the hypotheses belong. We apply the general bounds to bound the performance of some learning algorithms based on empirical risk minimization and stochastic gradient descent.