Education
63dc7ed1010d3c3b8269faf0ba7491d4-Supplemental.pdf
In this document, we provide details and supplementary materials that cannot fit into the main manuscript due to the page limit. The specific form ofcenter distribution isunknown, but we can still train a generatorG to approximate it. IfR(G,D,T)),wechooseλ=0, i.e., no restriction onR(G,D,T)), to obtain the minimal cost. IfR(G,D,T)) >, then a large λshould be applied as apenalization. According to the derivation of Eq. (3), we obtain arelaxed versionoftheintractableEq.(2),expressedasfollows: min Inknowledge distillation, student models arecrafted using unlabeled datasets, where only thesoft targets from teachers are utilized.
Performative Learning Theory
Rodemann, Julian, Fischer-Abaigar, Unai, Bailie, James, Muandet, Krikamol
Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises the question of how well models generalize under performativity. For example, how well can we draw insights about new app users based on existing users when both of them react to the app's predictions? We address this question by embedding performative predictions into statistical learning theory. We prove generalization bounds under performative effects on the sample, on the population, and on both. A key intuition behind our proofs is that in the worst case, the population negates predictions, while the sample deceptively fulfills them. We cast such self-negating and self-fulfilling predictions as min-max and min-min risk functionals in Wasserstein space, respectively. Our analysis reveals a fundamental trade-off between performatively changing the world and learning from it: the more a model affects data, the less it can learn from it. Moreover, our analysis results in a surprising insight on how to improve generalization guarantees by retraining on performatively distorted samples. We illustrate our bounds in a case study on prediction-informed assignments of unemployed German residents to job trainings, drawing upon administrative labor market records from 1975 to 2017 in Germany.
Operationalizing Stein's Method for Online Linear Optimization: CLT-Based Optimal Tradeoffs
Adversarial online linear optimization (OLO) is essentially about making performance tradeoffs with respect to the unknown difficulty of the adversary. In the setting of one-dimensional fixed-time OLO on a bounded domain, it has been observed since Cover (1966) that achievable tradeoffs are governed by probabilistic inequalities, and these descriptive results can be converted into algorithms via dynamic programming, which, however, is not computationally efficient. We address this limitation by showing that Stein's method, a classical framework underlying the proofs of probabilistic limit theorems, can be operationalized as computationally efficient OLO algorithms. The associated regret and total loss upper bounds are "additively sharp", meaning that they surpass the conventional big-O optimality and match normal-approximation-based lower bounds by additive lower order terms. Our construction is inspired by the remarkably clean proof of a Wasserstein martingale central limit theorem (CLT) due to Röllin (2018). Several concrete benefits can be obtained from this general technique. First, with the same computational complexity, the proposed algorithm improves upon the total loss upper bounds of online gradient descent (OGD) and multiplicative weight update (MWU). Second, our algorithm can realize a continuum of optimal two-point tradeoffs between the total loss and the maximum regret over comparators, improving upon prior works in parameter-free online learning. Third, by allowing the adversary to randomize on an unbounded support, we achieve sharp in-expectation performance guarantees for OLO with noisy feedback.