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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Omnipredicting Single-Index Models with Multi-Index Models
Lunjia Hu, Kevin Tian, Chutong Yang · 2024-11-20 · via stat.ML updates on arXiv.org

Recent work on supervised learning [GKR+22] defined the notion of omnipredictors, i.e., predictor functions $p$ over features that are simultaneously competitive for minimizing a family of loss functions $\mathcal{L}$ against a comparator class $\mathcal{C}$. Omniprediction requires approximating the Bayes-optimal predictor beyond the loss minimization paradigm, and has generated significant interest in the learning theory community. However, even for basic settings such as agnostically learning single-index models (SIMs), existing omnipredictor constructions require impractically-large sample complexities and runtimes, and output complex, highly-improper hypotheses. Our main contribution is a new, simple construction of omnipredictors for SIMs. We give a learner outputting an omnipredictor that is $\varepsilon$-competitive on any matching loss induced by a monotone, Lipschitz link function, when the comparator class is bounded linear predictors. Our algorithm requires $\approx \varepsilon^{-4}$ samples and runs in nearly-linear time, and its sample complexity improves to $\approx \varepsilon^{-2}$ if link functions are bi-Lipschitz. This significantly improves upon the only prior known construction, due to [HJKRR18, GHK+23], which used $\gtrsim \varepsilon^{-10}$ samples. We achieve our construction via a new, sharp analysis of the classical Isotron algorithm [KS09, KKKS11] in the challenging agnostic learning setting, of potential independent interest. Previously, Isotron was known to properly learn SIMs in the realizable setting, as well as constant-factor competitive hypotheses under the squared loss [ZWDD24]. As they are based on Isotron, our omnipredictors are multi-index models with $\approx \varepsilon^{-2}$ prediction heads, bringing us closer to the tantalizing goal of proper omniprediction for general loss families and comparators.