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Minimizers of the Empirical Risk and Risk Monotonicity
Marco Loog · Tom Viering · Alexander Mey

Tue Dec 10 05:30 PM -- 07:30 PM (PST) @ East Exhibition Hall B + C #221

Plotting a learner's average performance against the number of training samples results in a learning curve. Studying such curves on one or more data sets is a way to get to a better understanding of the generalization properties of this learner. The behavior of learning curves is, however, not very well understood and can display (for most researchers) quite unexpected behavior. Our work introduces the formal notion of risk monotonicity, which asks the risk to not deteriorate with increasing training set sizes in expectation over the training samples. We then present the surprising result that various standard learners, specifically those that minimize the empirical risk, can act nonmonotonically irrespective of the training sample size. We provide a theoretical underpinning for specific instantiations from classification, regression, and density estimation. Altogether, the proposed monotonicity notion opens up a whole new direction of research.

Author Information

Marco Loog (Delft University of Technology & University of Copenhagen)
Tom Viering (Delft University of Technology, Netherlands)
Alexander Mey (TU Delft)

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