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1. A cautionary tale on fitting decision trees to data from additive models: generalization lower bounds

   Tan, Yan Shuo ; Agarwal, Abhineet ; Yu, Bin ( January 2022 , Proeedings of the International Workshop on Artificial Intelligence and Statistics)

   Decision trees are important both as interpretable models amenable to high-stakes decision making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well understood. The most cited prior works have focused on deriving pointwise consistency guarantees for CART in a classical nonparametric regression setting. We take a different approach, and advocate studying the generalization performance of decision trees with respect to different generative regression models. This allows us to elicit their inductive bias, that is, the assumptions the algorithms make (or do not make) to generalize to new data, thereby guiding practitioners on when and how to apply these methods. In this paper, we focus on sparse additive generative models, which have both low statistical complexity and some nonparametric flexibility. We prove a sharp squared error generalization lower bound for a large class of decision tree algorithms fitted to sparse additive models with C component functions. This bound is surprisingly much worse than the minimax rate for estimating such sparse additive models. The inefficiency is due not to greediness, but to the loss in power for detecting global structure when we average responses solely over each leaf, an observation that suggests opportunities to improve tree-based algorithms, for example, by hierarchical shrinkage. To prove these bounds, we develop new technical machinery, establishing a novel connection between decision tree estimation and rate-distortion theory, a sub-field of information theory. 

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2. Active Tolerant Testing

   Blum, Avrim ; Hu, Lunjia ( January 2018 , Proceedings of the 31st Conference On Learning Theory)

   In this work, we show that for a nontrivial hypothesis class C, we can estimate the distance of a target function f to C (estimate the error rate of the best h∈C) using substantially fewer labeled examples than would be needed to actually {\em learn} a good h∈C. Specifically, we show that for the class C of unions of d intervals on the line, in the active learning setting in which we have access to a pool of unlabeled examples drawn from an arbitrary underlying distribution D, we can estimate the error rate of the best h∈C to an additive error ϵ with a number of label requests that is {\em independent of d} and depends only on ϵ. In particular, we make O((1/ϵ^6)log(1/ϵ)) label queries to an unlabeled pool of size O((d/ϵ^2)log(1/ϵ)). This task of estimating the distance of an unknown f to a given class C is called {\em tolerant testing} or {\em distance estimation} in the testing literature, usually studied in a membership query model and with respect to the uniform distribution. Our work extends that of Balcan et al. (2012) who solved the {\em non}-tolerant testing problem for this class (distinguishing the zero-error case from the case that the best hypothesis in the class has error greater than ϵ). We also consider the related problem of estimating the performance of a given learning algorithm A in this setting. That is, given a large pool of unlabeled examples drawn from distribution D, can we, from only a few label queries, estimate how well A would perform if the entire dataset were labeled and given as training data to A? We focus on k-Nearest Neighbor style algorithms, and also show how our results can be applied to the problem of hyperparameter tuning (selecting the best value of k for the given learning problem). 

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3. A Theory of Selective Prediction

   Qiao, Mingda ; Valiant, Gregory ( January 2019 , Conference on Learning Theory (COLT))

   We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to make the prediction as well as the length of the prediction window, possibly depending on the observations so far. We prove that, even without any distributional assumption on the input data stream, a large family of statistics can be estimated to non-trivial accuracy. To give one concrete example, suppose that we are given access to an arbitrary binary sequence x1, . . . , xn of length n. Our goal is to accurately predict the average observation, and we are allowed to choose the window over which the prediction is made: for some t < n and m < n − t, after seeing t observations we predict the average of x_{t+1},..., x{t+m}. This particular problem was first studied in [Dru13] and referred to as the “density prediction game”. We show that the expected squared error of our prediction can be bounded by O(1/log n) and prove a matching lower bound, which resolves an open question raised in [Dru13]. This result holds for any sequence (that is not adaptive to when the prediction is made, or the predicted value), and the expectation of the error is with respect to the randomness of the prediction algorithm. Our results apply to more general statistics of a sequence of observations, and we highlight several open directions for future work. 

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4. Statistical-Query Lower Bounds via Functional Gradients

   Goel, S ; Gollakota, A ; Klivans, A. ( January 2020 , Advances in neural information processing systems)

   null (Ed.)

   We give the first statistical-query lower bounds for agnostically learning any non-polynomial activation with respect to Gaussian marginals (e.g., ReLU, sigmoid, sign). For the specific problem of ReLU regression (equivalently, agnostically learning a ReLU), we show that any statistical-query algorithm with tolerance n−(1/ϵ)b must use at least 2ncϵ queries for some constant b,c>0, where n is the dimension and ϵ is the accuracy parameter. Our results rule out general (as opposed to correlational) SQ learning algorithms, which is unusual for real-valued learning problems. Our techniques involve a gradient boosting procedure for "amplifying" recent lower bounds due to Diakonikolas et al. (COLT 2020) and Goel et al. (ICML 2020) on the SQ dimension of functions computed by two-layer neural networks. The crucial new ingredient is the use of a nonstandard convex functional during the boosting procedure. This also yields a best-possible reduction between two commonly studied models of learning: agnostic learning and probabilistic concepts. 

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5. Learning and Sampling of Atomic Interventions from Observations

   Bhattacharyya, Arnab ; Gayen, Sutanu ; Kandasamy, Saravanan ; Maran, Ashwin ; Vinodchandran, N. V. ( July 2020 , Proceedings of the 37th International Conference on Machine Learning)

   We study the problem of efficiently estimating the effect of an intervention on a single variable using observational samples. Our goal is to give algorithms with polynomial time and sample complexity in a non-parametric setting. Tian and Pearl (AAAI ’02) have exactly characterized the class of causal graphs for which causal effects of atomic interventions can be identified from observational data. We make their result quantitative. Suppose 𝒫 is a causal model on a set V of n observable variables with respect to a given causal graph G, and let do(x) be an identifiable intervention on a variable X. We show that assuming that G has bounded in-degree and bounded c-components (k) and that the observational distribution satisfies a strong positivity condition: (i) [Evaluation] There is an algorithm that outputs with probability 2/3 an evaluator for a distribution P^ that satisfies TV(P(V | do(x)), P^(V)) < eps using m=O (n/eps^2) samples from P and O(mn) time. The evaluator can return in O(n) time the probability P^(v) for any assignment v to V. (ii) [Sampling] There is an algorithm that outputs with probability 2/3 a sampler for a distribution P^ that satisfies TV(P(V | do(x)), P^(V)) < eps using m=O (n/eps^2) samples from P and O(mn) time. The sampler returns an iid sample from P^ with probability 1 in O(n) time. We extend our techniques to estimate P(Y | do(x)) for a subset Y of variables of interest. We also show lower bounds for the sample complexity, demonstrating that our sample complexity has optimal dependence on the parameters n and eps, as well as if k=1 on the strong positivity parameter. 

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