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Nearly Optimal Sample Complexity for Learning with Label Proportions

ICML 2025 · Optimization › Nonconvex and smooth optimization · approach: Variance-reduced policy gradient · 0 citations (OpenAlex)

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Gives sample-complexity bounds for learning from label proportions under square loss using variance-reduced ERM and SGD, achieving near-optimal dependence on bag size k (linear in k rather than k^2 or k^3), and validates on MNIST, CIFAR-10, Higgs and UCI Adult.

Problem

Learning from label proportions (LLP), where training examples are grouped into bags and only bag-level label proportions are observed, while the goal is individual-level regret; prior bounds scale poorly with bag size k.

Approach

Debiased bag-level square loss built from the bag label proportion and centered per-example predictions, combined with clipping/variance reduction, yields ERM and SGD guarantees with sample complexity k/β² (non-realizable) and k/β (realizable), and a matching lower bound for the realizable case.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use the proposed variance-reduced LLP loss instead of the tested aggregate-loss baselinesCNNs and fully connected networks on MNIST, CIFAR-10, Higgs, and UCI Adult · all tested datasets, bag sizes, and training durationstest accuracyHelped
use the proposed variance-reduced LLP loss instead of the tested baselinesCNNs and fully connected networks on MNIST, CIFAR-10, Higgs, and UCI Adult · short training runstraining convergence speedHelped
use the proposed loss instead of Li et al. or EasyLLPloss estimation on the synthetic distribution · synthetic variance comparison, bag sizes 2 to 256loss-estimate varianceHelped
increase bag size from the tested range up to 256the proposed loss estimator · synthetic variance comparisonloss-estimate variance: 0.034 to 0.055Hurt
use the proposed method instead of the method from the cited prior workCNN on CIFAR-10 · CIFAR-10, bag size k = 2^6test accuracy: around 0.65 to above 0.8Helped
use the tested methods instead of the method from the cited prior workneural network on Higgs · Higgs, sufficiently large bag sizestest accuracy: below 0.6 to above 0.65Helped
remove clipping from the proposed loss (ablation)proposed LLP loss · learning experimentstest accuracyNo clear effect
reduce bag size dependence in the sample-complexity guarantee from quadratic to linearERM for square-loss LLP, realizable setting · realizable LLPsample complexity: n = \widetilde O(k^2/\beta^2) -> n = \widetilde O(k/\beta)Helped
reduce bag size dependence in the sample-complexity guarantee from quadratic to linearSGD for square-loss LLP · non-realizable LLPsample complexity: n = \widetilde O(k^2/\beta^2) -> n = \widetilde O(k/\beta^2)Helped

Surprising findings

Limitations

Experimental setup

Datasets: MNIST CIFAR-10 Higgs UCI Adult

Benchmarks: MNIST CIFAR-10 Higgs UCI Adult

Metrics: test accuracy at individual-example level empirical variance of loss estimates

Baselines: VanillaSQ VanillaCE Li et al. debiased square loss EasyLLP

Builds on: Learning from label proportions debiasing (Busa-Fekete et al. / Li et al.) EasyLLP proportion matching

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