PAC Learning and The VC DimensionTexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: AAAAA
Fix a rectangle (unknown to you):Rectangle GameFrom An Introduction to Computational Learning Theory by Keanrs and Vazirani
Draw points from some fixed unknown distribution:Rectangle Game
You are told the points and whether they are in or out:Rectangle Game
You propose a hypothesis:Rectangle Game
Your hypothesis is tested on points drawn from the same distribution:Rectangle Game
We want an algorithm that:With high probability will choose a hypothesis that is approximately correct.Goal
Choose the minimum area rectangle containing all the positive points:Minimum Rectangle Learner:h
How Good is this?RDerive a PAC bound:For fixed:R : RectangleD : Data Distributionε : Test Errorδ : Probability of failingm : Number of Samplesh
We want to show that with high probability the area below measured with respect to D is bounded by ε :Proof:< εRh
We want to show that with high probability the area below measured with respect to D is bounded by ε :Proof:< ε/4Rh
Proof:Define T to be the region that contains exactly ε/4 of the mass in D sweeping down from the top of R.p(T’) > ε/4 = p(T) IFFT’ contains TT’ contains T IFFnone of our m samples are from TWhat is the probabilitythat all samples miss TT’< ε/4TRh
Proof:What is the probability that all m samples miss T:What is the probability thatwe miss any of the rectangles?Union Bound T’< ε/4TRh
Union BoundBA
Proof:What is the probability that all m samples miss T:What is the probability thatwe miss any of therectangles:Union Bound = ε/4TRh
Proof:Probability that any region has weight greater than ε/4 after m samples is at most:If we fix m such that:Than with probability 1- δwe achieve an error rate of at most ε= ε/4TRh
Common Inequality:We can show:Obtain a lower bound on the samples:Extra Inequality
Provides a measure of the complexity of a “hypothesis space” or the “power” of “learning machine”Higher VC dimension implies the ability to represent more complex functionsThe VC dimension is the maximum number of points that can be arranged so that f shatters them.What does it mean to shatter?VC – Dimension
A classifier f can shatter a set of points if and only if for all truth assignments to those points f gets zero training errorExample: f(x,b) = sign(x.x-b)Define: Shattering
What is the VC Dimension of the classifier:f(x,b) = sign(x.x-b)Example Continued:
Conjecture:Easy Proof (lower Bound):VC Dimension of 2D Half-Space:
Harder Proof (Upper Bound):VC Dimension of 2D Half-Space:
VC Dimension Conjecture:VC-Dim: Axis Aligned Rectangles
VC Dimension Conjecture: 4Upper bound (more Difficult):VC-Dim: Axis Aligned Rectangles
General Half-Spaces in (d – dim)What is the VC Dimension of:f(x,{w,b})=sign( w . x + b )X in R^dProof (lower bound):Pick {x_1, …, x_n} (point) locations:Adversary gives assignments {y_1, …, y_n} and you choose {w_1, …, w_n} and b:
Extra Space:
General Half-SpacesProof (upper bound): VC-Dim = d+1Observe that the last d+1 points can always be expressed as:
Proof (upper bound): VC-Dim = d+1
Observe that the last d+1 points can always be expressed as:Extra Space

PAC Learning and The VC Dimension

  • 1.
    PAC Learning andThe VC DimensionTexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: AAAAA
  • 2.
    Fix a rectangle(unknown to you):Rectangle GameFrom An Introduction to Computational Learning Theory by Keanrs and Vazirani
  • 3.
    Draw points fromsome fixed unknown distribution:Rectangle Game
  • 4.
    You are toldthe points and whether they are in or out:Rectangle Game
  • 5.
    You propose ahypothesis:Rectangle Game
  • 6.
    Your hypothesis istested on points drawn from the same distribution:Rectangle Game
  • 7.
    We want analgorithm that:With high probability will choose a hypothesis that is approximately correct.Goal
  • 8.
    Choose the minimumarea rectangle containing all the positive points:Minimum Rectangle Learner:h
  • 9.
    How Good isthis?RDerive a PAC bound:For fixed:R : RectangleD : Data Distributionε : Test Errorδ : Probability of failingm : Number of Samplesh
  • 10.
    We want toshow that with high probability the area below measured with respect to D is bounded by ε :Proof:< εRh
  • 11.
    We want toshow that with high probability the area below measured with respect to D is bounded by ε :Proof:< ε/4Rh
  • 12.
    Proof:Define T tobe the region that contains exactly ε/4 of the mass in D sweeping down from the top of R.p(T’) > ε/4 = p(T) IFFT’ contains TT’ contains T IFFnone of our m samples are from TWhat is the probabilitythat all samples miss TT’< ε/4TRh
  • 13.
    Proof:What is theprobability that all m samples miss T:What is the probability thatwe miss any of the rectangles?Union Bound T’< ε/4TRh
  • 14.
  • 15.
    Proof:What is theprobability that all m samples miss T:What is the probability thatwe miss any of therectangles:Union Bound = ε/4TRh
  • 16.
    Proof:Probability that anyregion has weight greater than ε/4 after m samples is at most:If we fix m such that:Than with probability 1- δwe achieve an error rate of at most ε= ε/4TRh
  • 17.
    Common Inequality:We canshow:Obtain a lower bound on the samples:Extra Inequality
  • 18.
    Provides a measureof the complexity of a “hypothesis space” or the “power” of “learning machine”Higher VC dimension implies the ability to represent more complex functionsThe VC dimension is the maximum number of points that can be arranged so that f shatters them.What does it mean to shatter?VC – Dimension
  • 19.
    A classifier fcan shatter a set of points if and only if for all truth assignments to those points f gets zero training errorExample: f(x,b) = sign(x.x-b)Define: Shattering
  • 20.
    What is theVC Dimension of the classifier:f(x,b) = sign(x.x-b)Example Continued:
  • 21.
    Conjecture:Easy Proof (lowerBound):VC Dimension of 2D Half-Space:
  • 22.
    Harder Proof (UpperBound):VC Dimension of 2D Half-Space:
  • 23.
    VC Dimension Conjecture:VC-Dim:Axis Aligned Rectangles
  • 24.
    VC Dimension Conjecture:4Upper bound (more Difficult):VC-Dim: Axis Aligned Rectangles
  • 25.
    General Half-Spaces in(d – dim)What is the VC Dimension of:f(x,{w,b})=sign( w . x + b )X in R^dProof (lower bound):Pick {x_1, …, x_n} (point) locations:Adversary gives assignments {y_1, …, y_n} and you choose {w_1, …, w_n} and b:
  • 26.
  • 27.
    General Half-SpacesProof (upperbound): VC-Dim = d+1Observe that the last d+1 points can always be expressed as:
  • 28.
  • 29.
    Observe that thelast d+1 points can always be expressed as:Extra Space