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Record W4391922577 · doi:10.48550/arxiv.2402.11981

Universal generalization guarantees for Wasserstein distributionally robust models

2024· preprint· en· W4391922577 on OpenAlexaff
Tam Le, Jérôme Malick

Bibliographic record

VenuearXiv (Cornell University) · 2024
Typepreprint
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsDiscovery Air (Canada)
Fundersnot available
KeywordsGeneralizationMathematical optimizationComputer scienceMathematicsMathematical economics

Abstract

fetched live from OpenAlex

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of robust models based on the Wasserstein distance have generalization guarantees that do not suffer from the curse of dimensionality. However, these results are either approximate, obtained in specific cases, or based on assumptions difficult to verify in practice. In contrast, we establish exact generalization guarantees that cover a wide range of cases, with arbitrary transport costs and parametric loss functions, including deep learning objectives with nonsmooth activations. We complete our analysis with an excess bound on the robust objective and an extension to Wasserstein robust models with entropic regularizations.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.882
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.231
GPT teacher head0.265
Teacher spread0.034 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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