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Learning from Snapshots of Discrete and Continuous Data Streams
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Studies learnability of concept and pattern classes from continuous and discrete data streams via snapshot queries in two settings (update-and-deploy and blind-prediction), showing Littlestone dimension characterizes update-and-deploy learnability, non-trivial classes are unlearnable under blind prediction, and proposing a query-learning-distance theory for discrete pattern classes.
Problem
How to learn functions online from continuous-time data streams when the learner only observes snapshots at chosen times, and what combinatorial dimensions characterize learnability in the update-and-deploy and blind-prediction settings.
Approach
Formalizes learning from snapshots of continuous streams with two query-based settings; shows a randomized uniform-timestamp sampler (using SOA predictor) achieves finite expected error bounded by Delta*LD(H) under update-and-deploy, while under blind prediction non-trivial concept classes are unlearnable and adaptive samplers are needed for pattern classes; defines query-learning distance (QLD) f
Key results
- Uniform sampler A_unif achieves expected mistake bound at most Delta*LD(H) with linear querying when LD(H) is finite.
- Under blind-prediction, any concept class containing a classifier labeling two points differently has infinite mistake bound for every linear-query algorithm.
- An adaptive sampler achieves zero expected error on a constructed continuous pattern class where any random sampler has infinite mistake bound.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use uniform random query timestamps over intervals of width Δ and deploy SOA | Update-and-deploy learning of concept classes with finite Littlestone dimension · Continuous streams | expected mistake-bound: ≤ Δ LD(H) | Helped |
| apply any linear-querying learner to a concept class with infinite Littlestone dimension | Update-and-deploy learning · Continuous streams; LD(H) = ∞ | expected mistake-bound: = ∞ | Hurt |
| use blind-prediction instead of update-and-deploy for a non-trivial concept class | Learning concept classes with a classifier that labels two points differently · Continuous streams | expected mistake-bound: = ∞ | Hurt |
| use random sampling rather than adaptive sampling | Learning the constructed continuous pattern class P · Continuous pattern class P; update-and-deploy | expected mistake-bound: = ∞ | Hurt |
| adaptively query at timestamps when future stream information is revealed | Learning the constructed continuous pattern class P · Continuous pattern class P; blind-prediction | expected mistake-bound: = 0 | Helped |
| characterize deterministic realizable learning with Q queries using query-learning distance QLD | Learning discrete pattern classes in blind-prediction · Discrete pattern classes; query budget Q | optimal mistake-bound: M_Q(\mathcal{P}) = QLD(\mathcal{P}, Q) | Helped |
Surprising findings
- Non-trivial concept classes are unlearnable in the blind-prediction setting regardless of Littlestone dimension.
Limitations
- Results restricted to linear querying strategies O(t)
- Discrete pattern class theory restricted to realizable, binary labels and deterministic learners
- Update-and-deploy characterization for pattern classes left open
Experimental setup
Metrics: expected mistake bound
Builds on: Littlestone dimension Standard Optimal Algorithm self-directed online learning partial monitoring
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