Sample-Adaptivity Tradeoff in On-Demand Sampling
Nika Haghtalab, Omar Montasser, Mingda Qiao
TL;DR
The paper analyzes the trade-off between adaptive rounds and sample complexity in on-demand sampling for Multi-Distribution Learning (MDL). It derives a tight realizable bound where the optimal sample complexity scales as $O\left(d k^{\Theta(1/r)} / \varepsilon\right)$ for $r$ rounds, and shows that roughly $\log k$ rounds are necessary to reach near-optimal performance; in the agnostic setting, it introduces the Optimization via On-Demand Sampling (OODS) framework to obtain near-optimal $\widetilde O((d+k)/\varepsilon^2)$ samples in $\widetilde O(\sqrt{k})$ rounds. The OODS framework abstracts the adaptivity-sample trade-off and yields both upper and lower bounds on round complexity, revealing inherent limitations of adaptive strategies that rely on restricted sample information. Together, these results illuminate how limited adaptivity can dramatically improve sample efficiency, while also identifying fundamental barriers to achieving sub-polynomial round complexity without new techniques. The work has implications for data-adaptive sampling in large-scale learning pipelines and motivates further study into combining adaptive strategies with polylogarithmic-round guarantees.
Abstract
We study the tradeoff between sample complexity and round complexity in on-demand sampling, where the learning algorithm adaptively samples from $k$ distributions over a limited number of rounds. In the realizable setting of Multi-Distribution Learning (MDL), we show that the optimal sample complexity of an $r$-round algorithm scales approximately as $dk^{Θ(1/r)} / ε$. For the general agnostic case, we present an algorithm that achieves near-optimal sample complexity of $\widetilde O((d + k) / ε^2)$ within $\widetilde O(\sqrt{k})$ rounds. Of independent interest, we introduce a new framework, Optimization via On-Demand Sampling (OODS), which abstracts the sample-adaptivity tradeoff and captures most existing MDL algorithms. We establish nearly tight bounds on the round complexity in the OODS setting. The upper bounds directly yield the $\widetilde O(\sqrt{k})$-round algorithm for agnostic MDL, while the lower bounds imply that achieving sub-polynomial round complexity would require fundamentally new techniques that bypass the inherent hardness of OODS.
