Comparative Learning: A Sample Complexity Theory for Two Hypothesis Classes

In many learning theory problems, a central role is played by a hypothesis class: we might assume that the data is labeled according to a hypothesis in the class (usually referred to as the realizable setting), or we might evaluate the learned model by comparing it with the best hypothesis in the class (the agnostic setting). Taking a step beyond these classic setups that involve only a single hypothesis class, we introduce comparative learning as a combination of the realizable and agnostic settings in PAC learning: given two binary hypothesis classes $S$ and $B$, we assume that the data is labeled according to a hypothesis in the source class $S$ and require the learned model to achieve an accuracy comparable to the best hypothesis in the benchmark class $B$. Even when both $S$ and $B$ have infinite VC dimensions, comparative learning can still have a small sample complexity. We show that the sample complexity of comparative learning is characterized by the mutual VC dimension $\mathsf{VC}(S,B)$ which we define to be the maximum size of a subset shattered by both $S$ and $B$. We also show a similar result in the online setting, where we give a regret characterization in terms of the mutual Littlestone dimension $\mathsf{Ldim}(S,B)$. These results also hold for partial hypotheses. We additionally show that the insights necessary to characterize the sample complexity of comparative learning can be applied to characterize the sample complexity of realizable multiaccuracy and multicalibration using the mutual fat-shattering dimension, an analogue of the mutual VC dimension for real-valued hypotheses. This not only solves an open problem proposed by Hu, Peale, Reingold (2022), but also leads to independently interesting results extending classic ones about regression, boosting, and covering number to our two-hypothesis-class setting.

Metric Entropy Duality and the Sample Complexity of Outcome Indistinguishability

We give the first sample complexity characterizations for outcome indistinguishability, a theoretical framework of machine learning recently introduced by Dwork, Kim, Reingold, Rothblum, and Yona (STOC 2021). In outcome indistinguishability, the goal of the learner is to output a predictor that cannot be distinguished from the target predictor by a class $D$ of distinguishers examining the outcomes generated according to the predictors' predictions. In the distribution-specific and realizable setting where the learner is given the data distribution together with a predictor class $P$ containing the target predictor, we show that the sample complexity of outcome indistinguishability is characterized by the metric entropy of $P$ w.r.t. the dual Minkowski norm defined by $D$, and equivalently by the metric entropy of $D$ w.r.t. the dual Minkowski norm defined by $P$. This equivalence makes an intriguing connection to the long-standing metric entropy duality conjecture in convex geometry. Our sample complexity characterization implies a variant of metric entropy duality, which we show is nearly tight. In the distribution-free setting, we focus on the case considered by Dwork et al. where $P$ contains all possible predictors, hence the sample complexity only depends on $D$. In this setting, we show that the sample complexity of outcome indistinguishability is characterized by the fat-shattering dimension of $D$. We also show a strong sample complexity separation between realizable and agnostic outcome indistinguishability in both the distribution-free and the distribution-specific settings. This is in contrast to distribution-free (resp. distribution-specific) PAC learning where the sample complexity in both the realizable and the agnostic settings can be characterized by the VC dimension (resp. metric entropy).