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arXiv 2406.06213cs.LGcs.AIstat.APstat.ML

基于正则化的持续学习的统计理论

A Statistical Theory of Regularization-Based Continual Learning

Peking University(北京大学);University of Pennsylvania(宾夕法尼亚大学);Shanghai Jiao Tong University(上海交通大学);Shanghai AI Laboratory(上海人工智能实验室)

Xuyang Zhao, Huiyuan Wang, Weiran Huang, Wei Lin

AI总结:

本文针对线性回归任务序列上的基于正则化的持续学习建立统计理论,推导广义 $\ell_2$-正则化估计误差的迭代公式并给出最优超参数选择,证明最优算法与 oracle 估计量同阶,同时揭示早停与广义 $\ell_2$-正则化的等价性。

摘要:

我们对一系列线性回归任务上的基于正则化的持续学习进行了统计分析,重点研究不同正则化项如何影响模型性能。我们首先推导出在假设所有数据同时可用的情况下得到的 oracle 估计量的收敛速率。接着,我们考虑一类以矩阵值超参数为索引的广义 $\ell_2$-正则化算法,该算法族包含最小范数估计量和持续岭回归作为特例。随着更多任务的引入,我们推导出广义 $\ell_2$-正则化估计量估计误差的迭代更新公式,并据此确定能够产生最优算法的超参数。有趣的是,超参数的选择能够有效平衡前向知识迁移与后向知识迁移之间的权衡,并适应数据异质性。此外,我们显式推导出最优算法的估计误差,其阶数与 oracle 估计量相同。相比之下,我们针对最小范数估计量和持续岭回归给出的下界表明它们是次优的。我们理论分析的一个副产品是持续学习中早停与广义 $\ell_2$-正则化之间的等价性,这可能具有独立的研究价值。最后,我们进行实验以补充理论结果。

英文摘要:

We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate for the oracle estimator obtained as if all data were available simultaneously. Next, we consider a family of generalized $\ell_2$-regularization algorithms indexed by matrix-valued hyperparameters, which includes the minimum norm estimator and continual ridge regression as special cases. As more tasks are introduced, we derive an iterative update formula for the estimation error of generalized $\ell_2$-regularized estimators, from which we determine the hyperparameters resulting in the optimal algorithm. Interestingly, the choice of hyperparameters can effectively balance the trade-off between forward and backward knowledge transfer and adjust for data heterogeneity. Moreover, the estimation error of the optimal algorithm is derived explicitly, which is of the same order as that of the oracle estimator. In contrast, our lower bounds for the minimum norm estimator and continual ridge regression show their suboptimality. A byproduct of our theoretical analysis is the equivalence between early stopping and generalized $\ell_2$-regularization in continual learning, which may be of independent interest. Finally, we conduct experiments to complement our theory.

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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