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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Pestov, V. |
| Copyright Year | 2010 |
| Abstract | Exchangeable random variables form an important and well-studied generalization of i.i.d. variables, however simple examples show that no nontrivial concept or function classes are PAC learnable under general exchangeable data inputs $X_1, X_2, \ldots$. Inspired by the work of Berti and Rigo on a Glivenko–Cantelli theorem for exchangeable inputs, we propose a new paradigm, adequate for learning from exchangeable data: predictive PAC learnability. A learning rule $\mathcal L$ for a function class $\mathscr F$ is predictive PAC if for every $\e, \delta>0$ and each function $f\in {\mathscr F}$, whenever $\abs{\sigma}\geq s(\delta, \e)$, we have with confidence $1-\delta$ that the expected difference between $f(X_{n+1})$ and the image of $f\vert\sigma$ under $\mathcal L$ does not exceed $\e$ conditionally on $X_1, X_2, \ldots, X_n$. Thus, instead of learning the function $f$ as such, we are learning to a given accuracy $\e$ the predictive behaviour of $f$ at the future points $X_i(\omega)$, $i>n$ of the sample path. Using de Finetti's theorem, we show that if a universally separable function class $\mathscr F$ is distribution-free PAC learnable under i.i.d. inputs, then it is distribution-free predictive PAC learnable under exchangeable inputs, with a slightly worse sample complexity. |
| Starting Page | 387 |
| Ending Page | 391 |
| File Size | 214287 |
| Page Count | 5 |
| File Format | |
| ISBN | 9781424479641 |
| DOI | 10.1109/GrC.2010.102 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2010-08-14 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Exchangeable random variables Statistical learning de Finetti theorem Extraterrestrial measurements predictive PAC learnability Random variables Complexity theory Joints Convergence |
| Content Type | Text |
| Resource Type | Article |
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