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Transductive and Learning-Augmented Online Regression

Vinod Raman, Shenghao Xie, Samson Zhou

TL;DR

An online learner is developed whose minimax expected regret matches the worst-case regret, improves smoothly with prediction quality, and significantly outperforms the worst-case regret when future example predictions are precise, achieving performance similar to the transductive online learner.

Abstract

Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of examples is revealed to the learner before the game begins. For this setting, we fully characterize the minimax expected regret in terms of the fat-shattering dimension, establishing a separation between transductive online regression and (adversarial) online regression. Then, we generalize this setting by allowing for noisy or \emph{imperfect} predictions about future examples. Using our results for the transductive online setting, we develop an online learner whose minimax expected regret matches the worst-case regret, improves smoothly with prediction quality, and significantly outperforms the worst-case regret when future example predictions are precise, achieving performance similar to the transductive online learner. This enables learnability for previously unlearnable classes under predictable examples, aligning with the broader learning-augmented model paradigm.

Transductive and Learning-Augmented Online Regression

TL;DR

An online learner is developed whose minimax expected regret matches the worst-case regret, improves smoothly with prediction quality, and significantly outperforms the worst-case regret when future example predictions are precise, achieving performance similar to the transductive online learner.

Abstract

Motivated by the predictable nature of real-life in data streams, we study online regression when the learner has access to predictions about future examples. In the extreme case, called transductive online learning, the sequence of examples is revealed to the learner before the game begins. For this setting, we fully characterize the minimax expected regret in terms of the fat-shattering dimension, establishing a separation between transductive online regression and (adversarial) online regression. Then, we generalize this setting by allowing for noisy or \emph{imperfect} predictions about future examples. Using our results for the transductive online setting, we develop an online learner whose minimax expected regret matches the worst-case regret, improves smoothly with prediction quality, and significantly outperforms the worst-case regret when future example predictions are precise, achieving performance similar to the transductive online learner. This enables learnability for previously unlearnable classes under predictable examples, aligning with the broader learning-augmented model paradigm.

Paper Structure

This paper contains 36 sections, 26 theorems, 106 equations, 1 figure, 6 algorithms.

Key Result

Theorem 1.2

A function class ${\mathcal{F}}\xspace \subseteq [0,1]^{\mathcal{X}}\xspace$ is transductive online learnable under the $\ell_1$-loss if and only if its fat-shattering dimension is finite.

Figures (1)

  • Figure 1: Comparison between the performance of MWA on the entire net and the restricted net. The blue line is the entire net, and the red line is the restricted net.

Theorems & Definitions (49)

  • Example 1.1
  • Theorem 1.2: Transductive online regression, informal statement for \ref{['thm:thm:trans:entropy']}
  • Corollary 1.3: Informal statement for online regression with predictions
  • Definition 2.1: The Littlestone tree, Littlestone87
  • Definition 2.2: Sequential fat-shattering dimension, RakhlinST15
  • Theorem 2.3: Online learning, see Proposition 9 in RakhlinST15
  • Definition 2.4: Fat-shattering dimension, AlonBCH97
  • Definition 2.5: Covering number
  • Theorem 2.6: See Theorem 12.8 in AnthonyB99
  • Theorem 2.7: See Theorem 12.4 in RakhlinS14
  • ...and 39 more