Distributionally Robust Safe Screening

التفاصيل البيبلوغرافية
العنوان: Distributionally Robust Safe Screening
المؤلفون: Hanada, Hiroyuki, Akahane, Satoshi, Aoyama, Tatsuya, Tanaka, Tomonari, Okura, Yoshito, Inatsu, Yu, Hashimoto, Noriaki, Murayama, Taro, Hanju, Lee, Kojima, Shinya, Takeuchi, Ichiro
سنة النشر: 2024
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Statistics - Machine Learning, Computer Science - Machine Learning
الوصف: In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at enhancing model robustness against variations in data distribution, with safe screening (SS), a sparse optimization technique designed to identify irrelevant samples and features prior to model training. The core concept of the DRSS method involves reformulating the DR covariate-shift problem as a weighted empirical risk minimization problem, where the weights are subject to uncertainty within a predetermined range. By extending the SS technique to accommodate this weight uncertainty, the DRSS method is capable of reliably identifying unnecessary samples and features under any future distribution within a specified range. We provide a theoretical guarantee of the DRSS method and validate its performance through numerical experiments on both synthetic and real-world datasets.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2404.16328
رقم الأكسشن: edsarx.2404.16328
قاعدة البيانات: arXiv