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arXiv 2307.03357cs.LGstat.ML

随机组合梯度下降算法的稳定性与泛化性

Stability and Generalization of Stochastic Compositional Gradient Descent Algorithms

University at Albany, SUNY(纽约州立大学奥尔巴尼分校);Texas A&M University(德克萨斯农工大学)

Ming Yang, Xiyuan Wei, Tianbao Yang, Yiming Ying

AI总结:

本文在统计学习理论框架下,通过引入组合均匀稳定性概念,首次分析了随机组合梯度下降算法(SCGD和SCSC)的稳定性与泛化性,并推导出维度无关的超额风险界。

摘要:

许多机器学习任务可以被表述为随机组合优化(SCO)问题,如强化学习、AUC最大化与元学习,其目标函数涉及与期望相关的嵌套组合。尽管已有大量研究致力于探讨SCO算法的收敛行为,但关于理解其泛化性(即这些从训练样本中构建的学习算法在未来测试样本上将如何表现)的研究却很少。本文在统计学习理论框架下,通过算法稳定性的视角,对随机组合梯度下降算法的稳定性与泛化性进行了分析。首先,我们引入了名为组合均匀稳定性的稳定性概念,并建立了它与SCO问题泛化性之间的定量关系。然后,我们为两种流行的随机组合梯度下降算法(即SCGD和SCSC)建立了组合均匀稳定性结果。最后,我们通过权衡它们的稳定性结果与优化误差,推导出了SCGD和SCSC的维度无关的超额风险界。据我们所知,这些是关于随机组合梯度下降算法稳定性与泛化性分析的已知首批结果。

英文摘要:

Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition associated with an expectation. While a significant amount of studies has been devoted to studying the convergence behavior of SCO algorithms, there is little work on understanding their generalization, i.e., how these learning algorithms built from training examples would behave on future test examples. In this paper, we provide the stability and generalization analysis of stochastic compositional gradient descent algorithms through the lens of algorithmic stability in the framework of statistical learning theory. Firstly, we introduce a stability concept called compositional uniform stability and establish its quantitative relation with generalization for SCO problems. Then, we establish the compositional uniform stability results for two popular stochastic compositional gradient descent algorithms, namely SCGD and SCSC. Finally, we derive dimension-independent excess risk bounds for SCGD and SCSC by trade-offing their stability results and optimization errors. To the best of our knowledge, these are the first-ever-known results on stability and generalization analysis of stochastic compositional gradient descent algorithms.

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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