提出随机算法提升在线策略分类的预测性能,突破现有理论瓶颈。
On Randomized Algorithms in Online Strategic Classification
- 引入随机化机制应对智能体策略性操纵特征
- 实现在可实现设置下首个适用于随机学习者的下界,且上界更优
- 在不可知设置中实现标准在线学习速率,需使用非正规学习规则
在线策略分类研究代理人为获得有利预测而策略性修改自身特征的场景。例如,贷款审批模型依据信用评分,申请人可能通过开闭信用卡来获取正面结果。学习目标是在此类行为下仍能实现低误判或低遗憾。尽管随机算法在策略环境中具有潜力,但研究仍不充分。在可实现设定中,此前对随机算法无已知下界,且确定性学习者的下界可被随机化规避;在不可知设定中,现有最优遗憾上界为 $O(T^{3/4}"log^{1/4}T| ilde{H}|)$,远低于标准在线学习率 $O( t{T\nog| ilde{H}|})$。本文在两种设定下提供精细边界,依赖假设类 $ ilde{H}$ 的 Littlestone 维度 $ { m Ldim}( ilde{H})$ 及操控图最大度数 $Δ$。在可实现设定中,当 $T > { m Ldim}( ilde{H}) Δ^2$ 时,将原有对确定性学习者的下界 $Ω( { m Ldim}( ilde{H}) Δ)$ 扩展至所有学习者,首次给出适用于随机学习者的下界,并设计首个改进已有上界 $O( { m Ldim}( ilde{H}) t{Δ} t{Δ})$ 的随机学习算法。在不可知设定中,提出一种非正规随机学习算法,使遗憾上界降至 $O( t{T ext{nog}| ilde{H}|})$,达到标准在线学习速率,并证明所有正规学习规则存在更大下界,表明实现最优速率需非正规性。
原文摘要 · Abstract (English)
Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open or close credit cards and bank accounts to obtain a positive prediction. The learning goal is to achieve low mistake or regret bounds despite such behavior. While randomized algorithms have the potential to offer advantages to the learner in strategic settings, they have been largely underexplored. In the realizable setting, no lower bound is known for randomized algorithms, and existing lower bound constructions for deterministic learners can be circumvented by randomization. In the agnostic setting, the best known regret upper bound is $O(T^{3/4}\log^{1/4}T|\mathcal H|)$, which is far from the standard online learning rate of $O(\sqrt{T\log|\mathcal H|})$. In this work, we provide refined bounds for online strategic classification in both settings; our bounds depend on the Littlestone dimension $\mathrm{Ldim}(\mathcal H)$ of the hypothesis class $\mathcal H$ and the maximum degree $Δ$ of the manipulation graph. In the realizable setting, we extend, for $T > \mathrm{Ldim}(\mathcal H) Δ^2$, the existing lower bound $Ω(\mathrm{Ldim}(\mathcal H) Δ)$ for deterministic learners to all learners. This yields the first lower bound that applies to randomized learners. We then provide the first randomized learner that improves the known (deterministic) upper bound of $O(\mathrm{Ldim}(\mathcal H) \cdot Δ\log Δ)$. In the agnostic setting, we give an improper randomized learner that improves the regret upper bound to $O(\sqrt{T\log|\mathcal H|})$, matching the standard online learning rate. We also show a larger lower bound for all proper learning rules, demonstrating that improperness is necessary to achieve the optimal rate.
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