提出最优采样方法,实现无维度误差的正则化分类
Optimal Dimension-Free Sampling for Regularized Classification
- 基于 Lipschitz 连续损失函数设计统一采样策略
- 证明了不同正则下 $k^2/\varepsilon^2$ 与 $k/\varepsilon^2$ 的紧致采样界
- 适用于逻辑回归、铰链损失等主流分类模型
我们证明了在多种正则项下,对一大类 Lipschitz 连续分类损失函数可实现 $(1\pm\varepsilon)$-相对误差的最优采样边界。涵盖逻辑损失、符号函数损失、铰链损失和 ReLU 损失等典型代表。具体地,对于 $\|\cdot\|_2/k$ 正则,上下界均为 $k^2/\varepsilon^2$;对于 $\|\cdot\|_1/k$ 正则,上下界为 $k/\varepsilon^2$。当采用 $\|\cdot\|_2^2/k$ 正则时,若损失函数导数满足 $|g'(x)|\leq g(x)$ 且 $g(0)>0$,并具有单调或凸性,则采样复杂度为线性于 $k$;否则一般上界为 $k^2/\varepsilon^2$。若 $g(0)=0$,则无法获得无维度界,甚至子线性界也被排除。所有上界均在多项式对数因子内匹配下界。本工作基于均匀或(平方)范数采样,改进了近期 $k^3/\varepsilon^2$ 敏感度采样结果,通过高阶矩分析与经验过程论证避免了传统框架中的重复计数问题。
原文摘要 · Abstract (English)
We prove optimal sampling bounds achieving $(1\pm\varepsilon)$-relative error for a broad class of Lipschitz continuous classification loss functions under various regularization terms. This includes important functions such as logistic and sigmoid loss, hinge loss, and ReLU loss, as prominent and popular representative examples. In particular, we prove $k^2/\varepsilon^2$ upper and lower bounds for $\|\cdot\|_2/k$ regularization, and $k/\varepsilon^2$ upper and lower bounds for $\|\cdot\|_1/k$ regularization. For $\|\cdot\|_2^2/k$ regularization, the sampling complexity depends mainly on a bounded derivative property: if $|g'(x)|\leq g(x)$, and $g(0)>0$, and $g$ is monotonic or convex, then it admits linear in $k$ sampling complexity; otherwise the general bound is $k^2/\varepsilon^2$. However, if $g(0)=0$, our results indicate that no dimension-free bounds are possible, and even sublinear bounds are ruled out. All upper bounds are complemented by matching lower bounds up to polylogarithmic terms. Moreover, our work relies conceptually and algorithmically on simple uniform or (squared) norm sampling and hereby improves over recent cubic $k^3/\varepsilon^2$ sensitivity sampling bounds of (Alishahi and Phillips, ICML'24). This is achieved by refined arguments involving higher moment bounds and empirical process analyses to avoid overcounting that appears in the de-facto standard VC-dimension and sensitivity framework.
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