Abhishek Shetty

2papers

2 Papers

1.7MLFeb 24
Characterizing Online and Private Learnability under Distributional Constraints via Generalized Smoothness

Moïse Blanchard, Abhishek Shetty, Alexander Rakhlin

Understanding minimal assumptions that enable learning and generalization is perhaps the central question of learning theory. Several celebrated results in statistical learning theory, such as the VC theorem and Littlestone's characterization of online learnability, establish conditions on the hypothesis class that allow for learning under independent data and adversarial data, respectively. Building upon recent work bridging these extremes, we study sequential decision making under distributional adversaries that can adaptively choose data-generating distributions from a fixed family $U$ and ask when such problems are learnable with sample complexity that behaves like the favorable independent case. We provide a near complete characterization of families $U$ that admit learnability in terms of a notion known as generalized smoothness i.e. a distribution family admits VC-dimension-dependent regret bounds for every finite-VC hypothesis class if and only if it is generalized smooth. Further, we give universal algorithms that achieve low regret under any generalized smooth adversary without explicit knowledge of $U$. Finally, when $U$ is known, we provide refined bounds in terms of a combinatorial parameter, the fragmentation number, that captures how many disjoint regions can carry nontrivial mass under $U$. These results provide a nearly complete understanding of learnability under distributional adversaries. In addition, building upon the surprising connection between online learning and differential privacy, we show that the generalized smoothness also characterizes private learnability under distributional constraints.

1.7MLFeb 24
Is Multi-Distribution Learning as Easy as PAC Learning: Sharp Rates with Bounded Label Noise

Rafael Hanashiro, Abhishek Shetty, Patrick Jaillet

Towards understanding the statistical complexity of learning from heterogeneous sources, we study the problem of multi-distribution learning. Given $k$ data sources, the goal is to output a classifier for each source by exploiting shared structure to reduce sample complexity. We focus on the bounded label noise setting to determine whether the fast $1/ε$ rates achievable in single-task learning extend to this regime with minimal dependence on $k$. Surprisingly, we show that this is not the case. We demonstrate that learning across $k$ distributions inherently incurs slow rates scaling with $k/ε^2$, even under constant noise levels, unless each distribution is learned separately. A key technical contribution is a structured hypothesis-testing framework that captures the statistical cost of certifying near-optimality under bounded noise-a cost we show is unavoidable in the multi-distribution setting. Finally, we prove that when competing with the stronger benchmark of each distribution's optimal Bayes error, the sample complexity incurs a \textit{multiplicative} penalty in $k$. This establishes a \textit{statistical} separation between random classification noise and Massart noise, highlighting a fundamental barrier unique to learning from multiple sources.