# Learning Halfspaces with Massart Noise Under Structured Distributions

COLT, pp. 1486-1513, 2020.

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Abstract:

We study the problem of learning halfspaces with Massart noise in the distribution-specific PAC model. We give the first computationally efficient algorithm for this problem with respect to a broad family of distributions, including log-concave distributions. This resolves an open question posed in a number of prior works. Our approach ...More

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Introduction

- The main result of this paper is the first polynomial-time algorithm for learning halfspaces with Massart noise with respect to a broad class of well-behaved distributions.
- There is a computationally efficient algorithm that learns halfspaces in the presence of Massart noise with respect to the class of (U, R, t)bounded distributions on Rd. the algorithm draws m = poly (U/R, t( /2), 1/(1 − 2η)) · O(d/ 4) samples from a noisy example oracle at rate η < 1/2, runs in sample-polynomial time, and outputs a hypothesis halfspace h that is -close to the target with probability at least 9/10.

Highlights

- Halfspaces, or Linear Threshold Functions, are Boolean functions hw : Rd → {±1} of the form hw(x) = sign ( w, x ), where w ∈ Rd is the associated weight vector. (The univariate function sign(t) is defined as sign(t) = 1, for t ≥ 0, and sign(t) = −1 otherwise.) Halfspaces have been a central object of study in various fields, including complexity theory, optimization, and machine learning [MP68, Yao[90], GHR92, STC00, O’D14]
- I.e., when all the labels are consistent with the target halfspace, this learning problem amounts to linear programming, can be solved in polynomial time
- Our approach is extremely simple: We take an optimization view and leverage the structure of the learning problem to identify a simple non-convex surrogate loss Lσ(w) with the following property: Any approximate stationary point w of Lσ defines a halfspace hw, which is close to the target halfspace f (x) = sign( w∗, x )
- Even though finding a global optimum of a non-convex function is hard in general, we show that a much weaker requirement suffices for our learning problem
- We prove that we can tune the parameter σ so that the stationary points of our non-convex loss are close to w∗

Results

- There exists a polynomial-time algorithm that learns halfspaces with Massart noise under any isotropic log-concave distribution.
- The authors' approach is extremely simple: The authors take an optimization view and leverage the structure of the learning problem to identify a simple non-convex surrogate loss Lσ(w) with the following property: Any approximate stationary point w of Lσ defines a halfspace hw, which is close to the target halfspace f (x) = sign( w∗, x ).
- That work gave the first polynomial-time algorithm for the problem that succeeds under the uniform distribution on the unit sphere, assuming the upper bound on the noise rate η is smaller than a sufficiently small constant (≈ 10−6).
- Algorithm 2 has the following performance guarantee: It draws m = O (U/R)12 · t8( /2)/(1 − 2η)10 · O(d/ 4) labeled examples from D, uses O(m) gradient evaluations, and outputs a hypothesis vector wthat satisfies errD0−x1 ≤ with probability at least 1 − δ, where f is the target halfspace.
- The authors' algorithm proceeds by Projected Stochastic Gradient Descent (PSGD), with projection on the 2-unit sphere, to find an approximate stationary point of the non-convex surrogate loss.
- Algorithm 3 has the following performance guarantee: It draws m = O (U 12/R18)(t8( /2)/c6) O(d/ 4) labeled examples from D, uses O(m) gradient evaluations, and outputs a hypothesis vector wthat satisfies errD0−1 ≤ errD0−1(f ) + with probability at least 1 − δ.

Conclusion

- The main structural result of this section generalizes Lemma 3.3: Lemma 5.3 (Stationary points of Lσ suffice with strong Massart noise).
- The authors denote by γ(x, y) the density of the 2dimensional projection on V of the marginal distribution Dx. Since the integrand is non-negative the authors may bound from below the contribution of region G on the gradient by integrating over φ ∈ (π/2, π).

Summary

- The main result of this paper is the first polynomial-time algorithm for learning halfspaces with Massart noise with respect to a broad class of well-behaved distributions.
- There is a computationally efficient algorithm that learns halfspaces in the presence of Massart noise with respect to the class of (U, R, t)bounded distributions on Rd. the algorithm draws m = poly (U/R, t( /2), 1/(1 − 2η)) · O(d/ 4) samples from a noisy example oracle at rate η < 1/2, runs in sample-polynomial time, and outputs a hypothesis halfspace h that is -close to the target with probability at least 9/10.
- There exists a polynomial-time algorithm that learns halfspaces with Massart noise under any isotropic log-concave distribution.
- The authors' approach is extremely simple: The authors take an optimization view and leverage the structure of the learning problem to identify a simple non-convex surrogate loss Lσ(w) with the following property: Any approximate stationary point w of Lσ defines a halfspace hw, which is close to the target halfspace f (x) = sign( w∗, x ).
- That work gave the first polynomial-time algorithm for the problem that succeeds under the uniform distribution on the unit sphere, assuming the upper bound on the noise rate η is smaller than a sufficiently small constant (≈ 10−6).
- Algorithm 2 has the following performance guarantee: It draws m = O (U/R)12 · t8( /2)/(1 − 2η)10 · O(d/ 4) labeled examples from D, uses O(m) gradient evaluations, and outputs a hypothesis vector wthat satisfies errD0−x1 ≤ with probability at least 1 − δ, where f is the target halfspace.
- The authors' algorithm proceeds by Projected Stochastic Gradient Descent (PSGD), with projection on the 2-unit sphere, to find an approximate stationary point of the non-convex surrogate loss.
- Algorithm 3 has the following performance guarantee: It draws m = O (U 12/R18)(t8( /2)/c6) O(d/ 4) labeled examples from D, uses O(m) gradient evaluations, and outputs a hypothesis vector wthat satisfies errD0−1 ≤ errD0−1(f ) + with probability at least 1 − δ.
- The main structural result of this section generalizes Lemma 3.3: Lemma 5.3 (Stationary points of Lσ suffice with strong Massart noise).
- The authors denote by γ(x, y) the density of the 2dimensional projection on V of the marginal distribution Dx. Since the integrand is non-negative the authors may bound from below the contribution of region G on the gradient by integrating over φ ∈ (π/2, π).

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