提出梯度平衡新范式,让在线学习更稳定且可解释。
Gradient Equilibrium in Online Learning: Theory and Applications
- 用恒定步长实现梯度平均为零的平衡状态
- 在回归、分类等任务中提升预测可解释性
- 适用于黑箱模型去偏、分位数校准和偏好评分
我们提出在线学习的新视角——梯度平衡:若损失梯度序列的平均值趋于零,则称该迭代序列达到梯度平衡。该条件通常不蕴含也不被子线性遗憾所蕴含。研究表明,使用恒定步长的标准在线学习方法(如梯度下降、镜面下降)即可实现梯度平衡,无需传统衰减步长。通过多个实例表明,梯度平衡在回归、分类、分位数估计等在线预测任务中具有可解释且有意义的性质。特别地,该框架可用于任意分布偏移下的黑箱预测去偏,仅需简单的后处理在线下降更新;还可用于分布偏移下预测分位数的校准,以及生成无偏的Elo评分用于成对偏好预测。
原文摘要 · Abstract (English)
We present a new perspective on online learning that we refer to as gradient equilibrium: a sequence of iterates achieves gradient equilibrium if the average of gradients of losses along the sequence converges to zero. In general, this condition is not implied by, nor implies, sublinear regret. It turns out that gradient equilibrium is achievable by standard online learning methods such as gradient descent and mirror descent with constant step sizes (rather than decaying step sizes, as is usually required for no regret). Further, as we show through examples, gradient equilibrium translates into an interpretable and meaningful property in online prediction problems spanning regression, classification, quantile estimation, and others. Notably, we show that the gradient equilibrium framework can be used to develop a debiasing scheme for black-box predictions under arbitrary distribution shift, based on simple post hoc online descent updates. We also show that post hoc gradient updates can be used to calibrate predicted quantiles under distribution shift, and that the framework leads to unbiased Elo scores for pairwise preference prediction.
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