Jul 12, 2020
Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next test point π±_β be exploited to improve prediction accuracy? We address this question in the context of linear prediction, showing how techniques from semi-parametric inference can be used transductively to combat regularization bias. We first lower bound the π±_β prediction error of ridge regression and the Lasso, showing that they must incur significant bias in certain test directions. We then provide non-asymptotic upper bounds on the π±_β prediction error of two transductive prediction rules. We conclude by showing the efficacy of our methods on both synthetic and real data, highlighting the improvements single point transductive prediction can provide in settings with distribution shift.
The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
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