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Oral Session

Oral 6D Theory

Room R06-R09 (level 2)
Thu 14 Dec 1:20 p.m. PST — 2:20 p.m. PST


Thu 14 Dec. 13:20 - 13:35 PST

Optimal Learners for Realizable Regression: PAC Learning and Online Learning

Idan Attias · Steve Hanneke · Alkis Kalavasis · Amin Karbasi · Grigoris Velegkas

In this work, we aim to characterize the statistical complexity of realizable regression both in the PAC learning setting and the online learning setting. Previous work had established the sufficiency of finiteness of the fat shattering dimension for PAC learnability and the necessity of finiteness of the scaled Natarajan dimension, but little progress had been made towards a more complete characterization since the work of Simon 1997 (SICOMP '97). To this end, we first introduce a minimax instance optimal learner for realizable regression and propose a novel dimension that both qualitatively and quantitatively characterizes which classes of real-valued predictors are learnable. We then identify a combinatorial dimension related to the graph dimension that characterizes ERM learnability in the realizable setting. Finally, we establish a necessary condition for learnability based on a combinatorial dimension related to the DS dimension, and conjecture that it may also be sufficient in this context. Additionally, in the context of online learning we provide a dimension that characterizes the minimax instance optimal cumulative loss up to a constant factor and design an optimal online learner for realizable regression, thus resolving an open question raised by Daskalakis and Golowich in STOC '22.

Thu 14 Dec. 13:35 - 13:50 PST

Random Cuts are Optimal for Explainable k-Medians

Konstantin Makarychev · Liren Shan

We show that the RandomCoordinateCut algorithm gives the optimal competitive ratio for explainable $k$-medians in $\ell_1$. The problem of explainable $k$-medians was introduced by Dasgupta, Frost, Moshkovitz, and Rashtchian in 2020. Several groups of authors independently proposed a simple polynomial-time randomized algorithm for the problem and showed that this algorithm is $O(\log k \log\log k)$ competitive. We provide a tight analysis of the algorithm and prove that its competitive ratio is upper bounded by $2\ln k+2$. This bound matches the $\Omega(\log k)$ lower bound by Dasgupta et al (2020).

Thu 14 Dec. 13:50 - 14:05 PST

Tester-Learners for Halfspaces: Universal Algorithms

Aravind Gollakota · Adam Klivans · Konstantinos Stavropoulos · Arsen Vasilyan

We give the first tester-learner for halfspaces that succeeds universally over a wide class of structured distributions. Our universal tester-learner runs in fully polynomial time and has the following guarantee: the learner achieves error $O(\mathrm{opt}) + \epsilon$ on any labeled distribution that the tester accepts, and moreover, the tester accepts whenever the marginal is any distribution that satisfies a Poincare inequality. In contrast to prior work on testable learning, our tester is not tailored to any single target distribution but rather succeeds for an entire target class of distributions. The class of Poincare distributions includes all strongly log-concave distributions, and, assuming the Kannan--Lovasz--Simonovits (KLS) conjecture, includes all log-concave distributions. In the special case where the label noise is known to be Massart, our tester-learner achieves error $\mathrm{opt} + \epsilon$ while accepting all log-concave distributions unconditionally (without assuming KLS).Our tests rely on checking hypercontractivity of the unknown distribution using a sum-of-squares (SOS) program, and crucially make use of the fact that Poincare distributions are certifiably hypercontractive in the SOS framework.

Thu 14 Dec. 14:05 - 14:20 PST

Improved Algorithms for Stochastic Linear Bandits Using Tail Bounds for Martingale Mixtures

Hamish Flynn · David Reeb · Melih Kandemir · Jan Peters

We present improved algorithms with worst-case regret guarantees for the stochastic linear bandit problem. The widely used "optimism in the face of uncertainty" principle reduces a stochastic bandit problem to the construction of a confidence sequence for the unknown reward function. The performance of the resulting bandit algorithm depends on the size of the confidence sequence, with smaller confidence sets yielding better empirical performance and stronger regret guarantees. In this work, we use a novel tail bound for adaptive martingale mixtures to construct confidence sequences which are suitable for stochastic bandits. These confidence sequences allow for efficient action selection via convex programming. We prove that a linear bandit algorithm based on our confidence sequences is guaranteed to achieve competitive worst-case regret. We show that our confidence sequences are tighter than competitors, both empirically and theoretically. Finally, we demonstrate that our tighter confidence sequences give improved performance in several hyperparameter tuning tasks.