38.1MLMar 17
Safe Distributionally Robust Feature Selection under Covariate ShiftHiroyuki Hanada, Satoshi Akahane, Noriaki Hashimoto et al.
In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable performance across plausible deployment environments is known as distributionally robust (DR) learning. In this work, we study the problem of distributionally robust feature selection (DRFS), with a particular focus on sparse sensing applications motivated by industrial needs. In practical multi-sensor systems, a shared subset of sensors is typically selected prior to deployment based on performance evaluations using many available sensors. At deployment, individual users may further adapt or fine-tune models to their specific environments. When deployment environments differ from those anticipated during development, this strategy can result in systems lacking sensors required for optimal performance. To address this issue, we propose safe-DRFS, a novel approach that extends safe screening from conventional sparse modeling settings to a DR setting under covariate shift. Our method identifies a feature subset that encompasses all subsets that may become optimal across a specified range of input distribution shifts, with finite-sample theoretical guarantees of no false feature elimination.
MLJan 24, 2025
Distributionally Robust Coreset Selection under Covariate ShiftTomonari Tanaka, Hiroyuki Hanada, Hanting Yang et al.
Coreset selection, which involves selecting a small subset from an existing training dataset, is an approach to reducing training data, and various approaches have been proposed for this method. In practical situations where these methods are employed, it is often the case that the data distributions differ between the development phase and the deployment phase, with the latter being unknown. Thus, it is challenging to select an effective subset of training data that performs well across all deployment scenarios. We therefore propose Distributionally Robust Coreset Selection (DRCS). DRCS theoretically derives an estimate of the upper bound for the worst-case test error, assuming that the future covariate distribution may deviate within a defined range from the training distribution. Furthermore, by selecting instances in a way that suppresses the estimate of the upper bound for the worst-case test error, DRCS achieves distributionally robust training instance selection. This study is primarily applicable to convex training computation, but we demonstrate that it can also be applied to deep learning under appropriate approximations. In this paper, we focus on covariate shift, a type of data distribution shift, and demonstrate the effectiveness of DRCS through experiments.
MLApr 25, 2024
Distributionally Robust Safe ScreeningHiroyuki Hanada, Satoshi Akahane, Tatsuya Aoyama et al.
In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at enhancing model robustness against variations in data distribution, with safe screening (SS), a sparse optimization technique designed to identify irrelevant samples and features prior to model training. The core concept of the DRSS method involves reformulating the DR covariate-shift problem as a weighted empirical risk minimization problem, where the weights are subject to uncertainty within a predetermined range. By extending the SS technique to accommodate this weight uncertainty, the DRSS method is capable of reliably identifying unnecessary samples and features under any future distribution within a specified range. We provide a theoretical guarantee of the DRSS method and validate its performance through numerical experiments on both synthetic and real-world datasets.
LGFeb 24, 2025
Distributionally Robust Active Learning for Gaussian Process RegressionShion Takeno, Yoshito Okura, Yu Inatsu et al.
Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with fewer data labels, is an important problem. However, existing AL methods do not theoretically guarantee prediction accuracy for target distribution. Furthermore, as discussed in the distributionally robust learning literature, specifying the target distribution is often difficult. Thus, this paper proposes two AL methods that effectively reduce the worst-case expected error for GPR, which is the worst-case expectation in target distribution candidates. We show an upper bound of the worst-case expected squared error, which suggests that the error will be arbitrarily small by a finite number of data labels under mild conditions. Finally, we demonstrate the effectiveness of the proposed methods through synthetic and real-world datasets.
MLFeb 18, 2025
Generalized Kernel Inducing Points by Duality Gap for Dataset DistillationTatsuya Aoyama, Hanting Yang, Hiroyuki Hanada et al.
We propose Duality Gap KIP (DGKIP), an extension of the Kernel Inducing Points (KIP) method for dataset distillation. While existing dataset distillation methods often rely on bi-level optimization, DGKIP eliminates the need for such optimization by leveraging duality theory in convex programming. The KIP method has been introduced as a way to avoid bi-level optimization; however, it is limited to the squared loss and does not support other loss functions (e.g., cross-entropy or hinge loss) that are more suitable for classification tasks. DGKIP addresses this limitation by exploiting an upper bound on parameter changes after dataset distillation using the duality gap, enabling its application to a wider range of loss functions. We also characterize theoretical properties of DGKIP by providing upper bounds on the test error and prediction consistency after dataset distillation. Experimental results on standard benchmarks such as MNIST and CIFAR-10 demonstrate that DGKIP retains the efficiency of KIP while offering broader applicability and robust performance.
MLJun 10, 2024
Distributionally Robust Safe Sample Elimination under Covariate ShiftHiroyuki Hanada, Tatsuya Aoyama, Satoshi Akahane et al.
We consider a machine learning setup where one training dataset is used to train multiple models across slightly different data distributions. This occurs when customized models are needed for various deployment environments. To reduce storage and training costs, we propose the DRSSS method, which combines distributionally robust (DR) optimization and safe sample screening (SSS). The key benefit of this method is that models trained on the reduced dataset will perform the same as those trained on the full dataset for all possible different environments. In this paper, we focus on covariate shift as a type of data distribution change and demonstrate the effectiveness of our method through experiments.