On Reductions and Representations of Learning Problems in Euclidean Spaces
Bogdan Chornomaz, Shay Moran, Tom Waknine

TL;DR
This paper explores the minimal Euclidean dimension needed to reduce classification problems to stochastic convex optimization, revealing exponential lower bounds and the role of randomness in dimension reduction.
Contribution
It establishes bounds on the dimension for reductions based on VC dimension, introduces new variants of dimension complexity, and resolves an open question about the role of randomness.
Findings
Minimum dimension D can be exponentially larger than VC dimension d.
Randomness can significantly reduce the required dimension for certain tasks.
Introduces new variants of sign-rank related to dimension complexity.
Abstract
Many practical prediction algorithms represent inputs in Euclidean space and replace the discrete 0/1 classification loss with a real-valued surrogate loss, effectively reducing classification tasks to stochastic optimization. In this paper, we investigate the expressivity of such reductions in terms of key resources, including dimension and the role of randomness. We establish bounds on the minimum Euclidean dimension needed to reduce a concept class with VC dimension to a Stochastic Convex Optimization (SCO) problem in , formally addressing the intuitive interpretation of the VC dimension as the number of parameters needed to learn the class. To achieve this, we develop a generalization of the Borsuk-Ulam Theorem that combines the classical topological approach with convexity considerations. Perhaps surprisingly, we show that, in some cases, the number of…
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Taxonomy
TopicsMathematical and Theoretical Analysis · Advanced Data Processing Techniques
