Small Loss Bounds for Online Learning Separated Function Classes: A Gaussian Process Perspective

TL;DR

This paper introduces a unified framework for oracle-efficient online learning algorithms that achieve small-loss bounds and differential privacy, leveraging a new separation condition and Gaussian process stability.

Contribution

It proposes the concept of $ ho$-separation to unify stability conditions, and develops algorithms with improved rates for online and private learning under this framework.

Findings

Achieves small-loss bounds with improved rates under $ ho$-separation.

Provides a Gaussian process stability result that generalizes previous work.

Attains optimal rates in differentially private learning.

Abstract

In order to develop practical and efficient algorithms while circumventing overly pessimistic computational lower bounds, recent work has been interested in developing oracle-efficient algorithms in a variety of learning settings. Two such settings of particular interest are online and differentially private learning. While seemingly different, these two fields are fundamentally connected by the requirement that successful algorithms in each case satisfy stability guarantees; in particular, recent work has demonstrated that algorithms for online learning whose performance adapts to beneficial problem instances, attaining the so-called small-loss bounds, require a form of stability similar to that of differential privacy. In this work, we identify the crucial role that separation plays in allowing oracle-efficient algorithms to achieve this strong stability. Our notion, which we term $\rho$-separation, generalizes and unifies several previous approaches to enforcing this strong stability, including the existence of small-separator sets and the recent notion of $\gamma$-approximability. We present an oracle-efficient algorithm that is capable of achieving small-loss bounds with improved rates in greater generality than previous work, as well as a variant for differentially private learning that attains optimal rates, again under our separation condition. In so doing, we prove a new stability result for minimizers of a Gaussian process that strengthens and generalizes previous work.