universal online
A Theory of Optimistically Universal Online Learnability for General Concept Classes
We provide a full characterization of the concept classes that are optimistically universally online learnable with $\{0, 1\}$ labels. The notion of optimistically universal online learning was defined in [Hanneke, 2021] in order to understand learnability under minimal assumptions. In this paper, following the philosophy behind that work, we investigate two questions, namely, for every concept class: (1) What are the minimal assumptions on the data process admitting online learnability? (2) Is there a learning algorithm which succeeds under every data process satisfying the minimal assumptions? Such an algorithm is said to be optimistically universal for the given concept class. We resolve both of these questions for all concept classes, and moreover, as part of our solution, we design general learning algorithms for each case. Finally, we extend these algorithms and results to the agnostic case, showing an equivalence between the minimal assumptions on the data process for learnability in the agnostic and realizable cases, for every concept class, as well as the equivalence of optimistically universal learnability.
Open Problem: Is There an Online Learning Algorithm That Learns Whenever Online Learning Is Possible?
This open problem asks whether there exists an online learning algorithm for binary classification that guarantees, for all target concepts, to make a sublinear number of mistakes, under only the assumption that the (possibly random) sequence of points X allows that such a learning algorithm can exist for that sequence. As a secondary problem, it also asks whether a specific concise condition completely determines whether a given (possibly random) sequence of points X admits the existence of online learning algorithms guaranteeing a sublinear number of mistakes for all target concepts.
Learning Whenever Learning is Possible: Universal Learning under General Stochastic Processes
While the standard approach to statistical learning theory is based on assumptions chosen largely for their convenience (e.g., i.i.d. or stationary ergodic), in this work we are interested in developing a theory of learning based only on the most fundamental and natural assumptions implicit in the requirements of the learning problem itself. We specifically study universally consistent function learning, where the objective is to obtain low long-run average loss for any target function, when the data follow a given stochastic process. We are then interested in the question of whether there exist learning rules guaranteed to be universally consistent given only the assumption that universally consistent learning is possible for the given data process. The reasoning that motivates this criterion emanates from a kind of optimist's decision theory, and so we refer to such learning rules as being optimistically universal. We study this question in three natural learning settings: inductive, self-adaptive, and online. Remarkably, as our strongest positive result, we find that optimistically universal learning rules do indeed exist in the self-adaptive learning setting. Establishing this fact requires us to develop new approaches to the design of learning algorithms. Along the way, we also identify concise characterizations of the family of processes under which universally consistent learning is possible in the inductive and self-adaptive settings. We additionally pose a number of enticing open problems, particularly for the online learning setting.