arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.11275stat.MLcs.LGstat.CO
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Adversarial Monte Carlo Meta-Learning of Optimal Prediction Procedures

University of Washington(华盛顿大学);Kaiser Permanente Division of Research(凯撒永久医疗研究部)

Alex Luedtke, Incheoul Chung, Oleg Sofrygin

英文摘要:

We frame the meta-learning of prediction procedures as a search for an optimal strategy in a two-player game. In this game, Nature selects a prior over distributions that generate labeled data consisting of features and an associated outcome, and the Predictor observes data sampled from a distribution drawn from this prior. The Predictor's objective is to learn a function that maps from a new feature to an estimate of the associated outcome. We establish that, under reasonable conditions, the Predictor has an optimal strategy that is equivariant to shifts and rescalings of the outcome and is invariant to permutations of the observations and to shifts, rescalings, and permutations of the features. We introduce a neural network architecture that satisfies these properties. The proposed strategy performs favorably compared to standard practice in both parametric and nonparametric experiments.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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