提出更高效弱学习提升算法,显著缩小与最优方法的样本差距。
Sample-Efficient Agnostic Boosting
- 通过复用样本提升多轮学习效率
- 样本复杂度逼近最优方法,优于已有算法
- 适用于强化学习等场景,适合关注效率的研究者
Boosting 理论提供了一种将弱学习器聚合为强学习器的计算框架,这些弱学习器仅略优于随机预测。在可实现情况下,该方法的样本复杂度与计算代价高昂的经验风险最小化(ERM)相当,表明其在不牺牲样本效率的前提下可提供计算优势。然而,在无假设的泛化设置下,现有已知的泛化提升算法的样本效率比 ERM 低约两倍。本文提出一种新算法,显著提升了泛化提升的样本效率,且不增加计算或查询复杂度。核心在于跨多轮重复使用样本,并保证泛化误差严格优于基于一致收敛的黑箱方法。该方法还可推广至强化学习等其他学习问题,取得更好结果。
原文摘要 · Abstract (English)
The theory of boosting provides a computational framework for aggregating approximate weak learning algorithms, which perform marginally better than a random predictor, into an accurate strong learner. In the realizable case, the success of the boosting approach is underscored by a remarkable fact that the resultant sample complexity matches that of a computationally demanding alternative, namely Empirical Risk Minimization (ERM). This in particular implies that the realizable boosting methodology has the potential to offer computational relief without compromising on sample efficiency. Despite recent progress, in agnostic boosting, where assumptions on the conditional distribution of labels given feature descriptions are absent, ERM outstrips the agnostic boosting methodology in being quadratically more sample efficient than all known agnostic boosting algorithms. In this paper, we make progress on closing this gap, and give a substantially more sample efficient agnostic boosting algorithm than those known, without compromising on the computational (or oracle) complexity. A key feature of our algorithm is that it leverages the ability to reuse samples across multiple rounds of boosting, while guaranteeing a generalization error strictly better than those obtained by blackbox applications of uniform convergence arguments. We also apply our approach to other previously studied learning problems, including boosting for reinforcement learning, and demonstrate improved results.
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