arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2102.08769stat.MLcs.AIcs.LG
收藏

一种新的泛化方法--正则化模糊标签

Muddling Labels for Regularization, a novel approach to generalization

Ecole Polytechnique(巴黎综合理工学院);University PSL Dauphine(巴黎文理研究大学多芬分校);Uptilab

Karim Lounici, Katia Meziani, Benjamin Riu

摘要:

泛化是机器学习的核心问题。事实上,大多数预测方法都需要仔细校准超参数,通常是在保留的\textit{validation}数据集上进行的,以实现泛化。本文的主要目标是引入一种新的方法来实现泛化,而无需任何数据分裂,这是基于一个新的风险度量,直接量化模型的过拟合趋势。为了充分理解这种新方法的直观性和优点,我们在简单线性回归模型($Y=Xβ+ξ$)中说明了它,在该模型中我们开发了一个新的标准。我们强调如何这个标准是一个很好的代理真正的泛化风险。接下来,我们推导出同时处理多个结构的不同过程(相关性,稀疏性,.)。值得注意的是,这些程序\textbf{concomitantly}训练模型并校准超参数。此外,这些程序可以通过经典的梯度下降法时,该标准是可微的w.r.t.超参数我们的数值实验表明,我们的程序在计算上是可行的,并在推广方面优于流行的方法(岭,LASSO和弹性网络结合网格搜索交叉验证)。它们在另外两项任务上的表现也优于基线:$β$的估计和支持恢复。此外,我们的程序不需要任何专业知识来校准初始参数,这些参数对于我们实验的所有数据集都是相同的。

英文摘要:

Generalization is a central problem in Machine Learning. Indeed most prediction methods require careful calibration of hyperparameters usually carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of this paper is to introduce a novel approach to achieve generalization without any data splitting, which is based on a new risk measure which directly quantifies a model's tendency to overfit. To fully understand the intuition and advantages of this new approach, we illustrate it in the simple linear regression model ($Y=Xβ+ξ$) where we develop a new criterion. We highlight how this criterion is a good proxy for the true generalization risk. Next, we derive different procedures which tackle several structures simultaneously (correlation, sparsity,...). Noticeably, these procedures \textbf{concomitantly} train the model and calibrate the hyperparameters. In addition, these procedures can be implemented via classical gradient descent methods when the criterion is differentiable w.r.t. the hyperparameters. Our numerical experiments reveal that our procedures are computationally feasible and compare favorably to the popular approach (Ridge, LASSO and Elastic-Net combined with grid-search cross-validation) in term of generalization. They also outperform the baseline on two additional tasks: estimation and support recovery of $β$. Moreover, our procedures do not require any expertise for the calibration of the initial parameters which remain the same for all the datasets we experimented on.

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。

↑