Geelon So

Tobias Wegel, Federico Di Gennaro, Geelon So et al.

When a learner faces a new task with few samples, it must leverage any available side information. In practice, this often comes in the form of model evaluations on related tasks in public benchmarks. A key question then is how to model task relatedness such that it is both realistic and the benchmark evaluations lead to provable gains. Empirically, we observe that weak monotonicity is often approximately satisfied: if a model dominates another on many benchmarks, it also tends to outperform on the new task. We explore the statistical complexity of learning under (approximate) weak monotonicity, leveraging it within two learning paradigms: transfer learning and model selection aggregation. We show that not only can we prune the model class based on monotonicity, but we can also further adapt to the geometry of the available trade-offs by hedging on the frontier.

Sanjoy Dasgupta, Geelon So

We study an instance of online non-parametric classification in the realizable setting. In particular, we consider the classical 1-nearest neighbor algorithm, and show that it achieves sublinear regret - that is, a vanishing mistake rate - against dominated or smoothed adversaries in the realizable setting.

Abhishek Roy, Geelon So, Yi-An Ma

In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one objective must come at a cost to another. But as the set of Pareto optimal vectors can be very large, we further consider a more practically significant Pareto-constrained optimization problem, where the goal is to optimize a preference function constrained to the Pareto set. We investigate local methods for solving this constrained optimization problem, which poses significant challenges because the constraint set is (i) implicitly defined, and (ii) generally non-convex and non-smooth, even when the objectives are. We define notions of optimality and stationarity, and provide an algorithm with a last-iterate convergence rate of $O(K^{-1/2})$ to stationarity when the objectives are strongly convex and Lipschitz smooth.

Zhi Wang, Geelon So, Ramya Korlakai Vinayak

We study metric learning from preference comparisons under the ideal point model, in which a user prefers an item over another if it is closer to their latent ideal item. These items are embedded into $\mathbb{R}^d$ equipped with an unknown Mahalanobis distance shared across users. While recent work shows that it is possible to simultaneously recover the metric and ideal items given $\mathcal{O}(d)$ pairwise comparisons per user, in practice we often have a limited budget of $o(d)$ comparisons. We study whether the metric can still be recovered, even though it is known that learning individual ideal items is now no longer possible. We show that in general, $o(d)$ comparisons reveal no information about the metric, even with infinitely many users. However, when comparisons are made over items that exhibit low-dimensional structure, each user can contribute to learning the metric restricted to a low-dimensional subspace so that the metric can be jointly identified. We present a divide-and-conquer approach that achieves this, and provide theoretical recovery guarantees and empirical validation.

Geelon So, Yi-An Ma

We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly, it turns out to be closely connected to economic properties of collective rationality. Under mild non-degeneracy conditions and up to strategic equivalence, if a mixed equilibrium is not uniformly stable, then it is not weakly Pareto optimal: there is a way for all players to improve by jointly deviating from the equilibrium. On the other hand, if it is locally uniformly stable, then the equilibrium must be weakly Pareto optimal. Moreover, we show that uniform stability determines the last-iterate convergence behavior for the family of incremental smoothed best-response dynamics, used to model individual and corporate behaviors in the markets. Unlike dynamics around strict equilibria, which can stabilize to socially-inefficient solutions, individually utility-seeking behaviors near mixed Nash equilibria lead to collective rationality.

Hadley Black, Kasper Green Larsen, Arya Mazumdar et al.

In the classic point location problem, one is given an arbitrary dataset $X \subset \mathbb{R}^d$ of $n$ points with query access to an unknown halfspace $f : \mathbb{R}^d \to \{0,1\}$, and the goal is to learn the label of every point in $X$. This problem is extremely well-studied and a nearly-optimal $\widetilde{O}(d \log n)$ query algorithm is known due to Hopkins-Kane-Lovett-Mahajan (FOCS 2020). However, their algorithm is granted the power to query arbitrary points outside of $X$ (point synthesis), and in fact without this power there is an $Ω(n)$ query lower bound due to Dasgupta (NeurIPS 2004). In this work our goal is to design efficient algorithms for learning halfspaces without point synthesis. To circumvent the $Ω(n)$ lower bound, we consider learning halfspaces whose normal vectors come from a set of size $D$, and show tight bounds of $Θ(D + \log n)$. As a corollary, we obtain an optimal $O(d + \log n)$ query deterministic learner for axis-aligned halfspaces, closing a previous gap of $O(d \log n)$ vs. $Ω(d + \log n)$. In fact, our algorithm solves the more general problem of learning a Boolean function $f$ over $n$ elements which is monotone under at least one of $D$ provided orderings. Our technical insight is to exploit the structure in these orderings to perform a binary search in parallel rather than considering each ordering sequentially, and we believe our approach may be of broader interest. Furthermore, we use our exact learning algorithm to obtain nearly optimal algorithms for PAC-learning. We show that $O(\min(D + \log(1/\varepsilon), 1/\varepsilon) \cdot \log D)$ queries suffice to learn $f$ within error $\varepsilon$, even in a setting when $f$ can be adversarially corrupted on a $c\varepsilon$-fraction of points, for a sufficiently small constant $c$. This bound is optimal up to a $\log D$ factor, including in the realizable setting.

Tobias Wegel, Geelon So, Junhyung Park et al.

In multi-objective learning (MOL), several possibly competing prediction tasks must be solved jointly by a single model. Achieving good trade-offs may require a model class $\mathcal{G}$ with larger capacity than what is necessary for solving the individual tasks. This, in turn, increases the statistical cost, as reflected in known MOL bounds that depend on the complexity of $\mathcal{G}$. We show that this cost is unavoidable for some losses, even in an idealized semi-supervised setting, where the learner has access to the Bayes-optimal solutions for the individual tasks as well as the marginal distributions over the covariates. On the other hand, for objectives defined with Bregman losses, we prove that the complexity of $\mathcal{G}$ may come into play only in terms of unlabeled data. Concretely, we establish sample complexity upper bounds, showing precisely when and how unlabeled data can significantly alleviate the need for labeled data. These rates are achieved by a simple, semi-supervised algorithm via pseudo-labeling.

Sanjoy Dasgupta, Geelon So

In the realizable online setting, a learner is tasked with making predictions for a stream of instances, where the correct answer is revealed after each prediction. A learning rule is online consistent if its mistake rate eventually vanishes. The nearest neighbor rule (Fix and Hodges, 1951) is a fundamental prediction strategy, but it is only known to be consistent under strong statistical or geometric assumptions: the instances come i.i.d. or the label classes are well-separated. We prove online consistency for all measurable functions in doubling metric spaces under the mild assumption that the instances are generated by a process that is uniformly absolutely continuous with respect to a finite, upper doubling measure.

Sanjoy Dasgupta, Gaurav Mahajan, Geelon So

We prove asymptotic convergence for a general class of $k$-means algorithms performed over streaming data from a distribution: the centers asymptotically converge to the set of stationary points of the $k$-means cost function. To do so, we show that online $k$-means over a distribution can be interpreted as stochastic gradient descent with a stochastic learning rate schedule. Then, we prove convergence by extending techniques used in optimization literature to handle settings where center-specific learning rates may depend on the past trajectory of the centers.