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Label Shift Meets Online Learning: Ensuring Consistent Adaptation with Universal Dynamic Regret
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Proposes LASU, an online label shift method that estimates label distributions via a likelihood-based soft confusion matrix (OSCM-L), builds a convex risk estimator, and combines optimistic online mirror descent learners with an optimistic Hedge ensemble to get universal dynamic regret.
Problem
Online label shift adaptation in streaming data, where BBSE-based label distribution estimates are inconsistent and yield non-convex risk estimators, and prior static/dynamic regret guarantees are either too optimistic or too pessimistic.
Approach
Replace BBSE inversion with a maximum-likelihood estimate of the online label distribution (OSCM-L) that is guaranteed non-negative, yielding a convex risk estimator; then ensemble optimistic online mirror descent learners with different step sizes via optimistic Hedge to attain universal dynamic regret that is minimax optimal.
Key results
- LASU achieves the lowest average error among online methods in most dataset/shift combinations, e.g., CIFAR-10 Bernoulli shift 9.68% vs. 10.20% for UOGD and 15.11% for the fixed model.
- Theory: universal dynamic regret O(sqrt((T+V_T)(1+P_T))), claimed minimax optimal since it matches the Omega(sqrt(T(1+P_T))) lower bound.
- On the SHL human motion task LASU outperforms ROGD, UOGD, FTFWH, FLH-FTL and ATLAS over 7000 rounds.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use LASU instead of the strongest listed baseline | Online label-shift adaptation · MNIST, four shift types | average error (%): Bernoulli: 2.41±0.09 -> 2.33±0.05; Linear: 2.95±0.08 -> 2.92±0.10; Sine: 2.32±0.13 -> 2.34±0.19; Square: 3.08±0.20 -> 2. | Mixed |
| Use LASU instead of the strongest listed baseline | Online label-shift adaptation · CIFAR-10, four shift types | average error (%): Bernoulli: 10.20±0.41 -> 9.68±0.36; Linear: 10.34±0.29 -> 10.58±0.31; Sine: 9.16±0.15 -> 9.02±0.15; Square: 10.97±0.11 - | Mixed |
| Use LASU instead of the strongest listed baseline | Online label-shift adaptation · EuroSAT, four shift types | average error (%): Bernoulli: 6.08±0.26 -> 4.42±0.14; Linear: 5.80±0.16 -> 5.00±0.10; Sine: 5.69±0.16 -> 4.81±0.03; Square: 6.31±0.15 -> 4. | Helped |
| Use LASU instead of the strongest listed baseline | Online label-shift adaptation · Fashion-MNIST, four shift types | average error (%): Bernoulli: 8.72±0.16 -> 7.86±0.15; Linear: 9.53±0.25 -> 9.04±0.12; Sine: 8.48±0.09 -> 7.76±0.12; Square: 9.47±0.23 -> 8. | Helped |
| Use LASU instead of the strongest listed baseline | Online label-shift adaptation · CINIC-10, four shift types | average error (%): Bernoulli: 24.70±0.30 -> 23.71±0.33; Linear: 21.56±0.50 -> 21.95±0.54; Sine: 18.75±0.27 -> 18.43±0.09; Square: 22.61±0.2 | Mixed |
| Vary the base Opt-OMD step size and combine learners with the LASU ensemble (ablation) | LASU · CIFAR-10 and EuroSAT | average error (%) | Mixed |
| Increase the online sample size (ablation) | Online label-shift algorithms, including LASU · CIFAR-10 and EuroSAT, Bernoulli Shift | average error | Helped |
Limitations
- Assumes bounded loss, bounded decision domain and Lipschitz gradients; theory does not cover feature shift.
- Gap to the best fixed-step Opt-OMD remains due to unknown path variation and label-shift estimation error.
- Regret bound still depends on T, which the authors note as a point to improve.
Experimental setup
Datasets: MNIST CIFAR-10 Fashion-MNIST EuroSAT CINIC-10 SHL
Benchmarks: MNIST CIFAR-10 Fashion-MNIST EuroSAT CINIC-10 SHL
Metrics: average error (%)
Baselines: Fixed FTH FTFWH FLH-FTL ROGD UOGD ATLAS Oracle
Builds on: BBSE ATLAS Opt-OMD Optimistic Hedge universal dynamic regret
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