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391 hunch net-2010-03-15-The Efficient Robust Conditional Probability Estimation Problem


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Introduction: I’m offering a reward of $1000 for a solution to this problem. This joins the cross validation problem which I’m offering a $500 reward for. I believe both of these problems are hard but plausibly solvable, and plausibly with a solution of substantial practical value. While it’s unlikely these rewards are worth your time on an hourly wage basis, the recognition for solving them definitely should be The Problem The problem is finding a general, robust, and efficient mechanism for estimating a conditional probability P(y|x) where robustness and efficiency are measured using techniques from learning reductions. In particular, suppose we have access to a binary regression oracle B which has two interfaces—one for specifying training information and one for testing. Training information is specified as B(x’,y’) where x’ is a feature vector and y’ is a scalar in [0,1] with no value returned. Testing is done according to B(x’) with a value in [0,1] returned.


Summary: the most important sentenses genereted by tfidf model

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1 In particular, suppose we have access to a binary regression oracle B which has two interfaces—one for specifying training information and one for testing. [sent-5, score-0.803]

2 A learning reduction consists of two algorithms R and R -1 which transform examples from the original input problem into examples for the oracle and then transform the oracle’s predictions into a prediction for the original problem. [sent-8, score-1.377]

3 R then specifies a training example (x’,y’) for the oracle B . [sent-10, score-0.646]

4 A basic observation is that for any oracle algorithm, a distribution D(x,y) over multiclass examples and a reduction R induces a distribution over a sequence (x’,y’) * of oracle examples. [sent-13, score-1.664]

5 We collapse this into a distribution D’(x’,y’) over oracle examples by drawing uniformly from the sequence. [sent-14, score-0.834]

6 We measure the power of an oracle and a reduction according to squared-loss regret. [sent-16, score-0.719]

7 Alternatively, this open problem is satisfied by proving there exists no deterministic algorithms R,R -1 satisfying the above theorem statement. [sent-19, score-0.452]

8 Typically conditional probability estimation is done in situations where the conditional probability of only one bit is required, however there are a growing number of applications where a well-estimated conditional probability over a more complex object is required. [sent-22, score-0.796]

9 The motivation for using the learning reduction framework to specify this problem is a combination of generality and the empirical effectiveness in application of learning reductions. [sent-27, score-0.494]

10 Any solution to this will be general because any oracle B can be plugged in, even ones which use many strange kinds of prior information, features, and active multitask hierachical (insert your favorite adjective here) structure. [sent-28, score-0.626]

11 For multiclass classification in a partial label setting, no learning reduction can provide a constant regret guarantee . [sent-34, score-0.464]

12 On the other hand, because R calls the oracle at least once, there is a defined induced distribution D’ . [sent-39, score-0.64]

13 Since the theorem must hold for all D and B , it must hold for a D your specified learning algorithm fails on and for a B for which reg (D’,B)=0 implying the theorem is not satisfied. [sent-40, score-0.879]

14 Feed random examples into B and vacuously satisfy the theorem by making sure that the right hand side is larger than a constant. [sent-41, score-0.619]

15 In particular, if the oracle is given examples of the form (x’,y’) where y’ is uniformly at random either 0 or 1 , any oracle specifying B(x’)=0. [sent-43, score-1.44]

16 Feed pseudorandom examples into B and vacuously satisfy the theorem by making sure that the right hand side is larger than a constant. [sent-45, score-0.663]

17 This doesn’t work, because the quantification is “for all binary oracles B ”, and there exists one which, knowing the pseudorandom seed, can achieve zero loss (and hence zero regret). [sent-46, score-0.72]

18 The oracle here is not limited in this fashion since it could completely err for a small fraction of invocations. [sent-49, score-0.561]

19 Employing this approach is not straightforward, because the average in D’ is over an increased number of oracle examples. [sent-51, score-0.658]

20 Hence, at a fixed expected (over oracle examples) regret, the number of examples allowed to have a large regret is increased. [sent-52, score-0.821]


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