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arXiv · 1810.01864

Agnostic Sample Compression Schemes for Regression

Idan Attias·Steve Hanneke·Aryeh Kontorovich·Menachem Sadigurschi
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Abstract

We obtain the first positive results for bounded sample compression in the agnostic regression setting with the $\ell_p$ loss, where $p\in [1,\infty]$. We construct a generic approximate sample compression scheme for real-valued function classes exhibiting exponential size in the fat-shattering dimension but independent of the sample size. Notably, for linear regression, an approximate compression of size linear in the dimension is constructed. Moreover, for $\ell_1$ and $\ell_\infty$ losses, we can even exhibit an efficient exact sample compression scheme of size linear in the dimension. We further show that for every other $\ell_p$ loss, $p\in (1,\infty)$, there does not exist an exact agnostic compression scheme of bounded size. This refines and generalizes a negative result of David, Moran, and Yehudayoff for the $\ell_2$ loss. We close by posing general open questions: for agnostic regression with $\ell_1$ loss, does every function class admits an exact compression scheme of size equal to its pseudo-dimension? For the $\ell_2$ loss, does every function class admit an approximate compression scheme of polynomial size in the fat-shattering dimension? These questions generalize Warmuth's classic sample compression conjecture for realizable-case classification.

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BibTeXRIS

Idan Attias, Steve Hanneke, Aryeh Kontorovich, Menachem Sadigurschi. 2018-10-03. Agnostic Sample Compression Schemes for Regression. https://arxiv.org/abs/1810.01864

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