• DocumentCode
    1475850
  • Title

    On the Stability of Empirical Risk Minimization in the Presence of Multiple Risk Minimizers

  • Author

    Rubinstein, Benjamin I P ; Simma, Aleksandr

  • Author_Institution
    Microsoft Res. Silicon Valley, Mountain View, CA, USA
  • Volume
    58
  • Issue
    7
  • fYear
    2012
  • fDate
    7/1/2012 12:00:00 AM
  • Firstpage
    4160
  • Lastpage
    4163
  • Abstract
    Recently, Kutin and Niyogi investigated several notions of algorithmic stability-a property of a learning map conceptually similar to continuity-showing that training stability is sufficient for consistency of empirical risk minimization (ERM) while distribution-free CV-stability is necessary and sufficient for having finite VC-dimension. This paper concerns a phase transition in the training stability of ERM, conjectured by the same authors. Kutin and Niyogi proved that ERM on finite hypothesis spaces containing a unique risk minimizer has training stability that scales exponentially with sample size, and conjectured that the existence of multiple risk minimizers prevents even super-quadratic convergence. We prove this result for the strictly weaker notion of CV-stability, positively resolving the conjecture.
  • Keywords
    learning (artificial intelligence); stability; ERM; algorithmic stability; distribution-free CV-stability; empirical risk minimization stability; finite VC-dimension; finite hypothesis spaces; learning map; multiple risk minimizers; phase transition; superquadratic convergence; training stability; Educational institutions; Learning systems; Risk management; Silicon; Stability criteria; Training; Algorithmic stability; empirical risk minimization (ERM); threshold phenomena;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2012.2191681
  • Filename
    6172585