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Loss Minimization Through the Lens Of Outcome Indistinguishability

Authors Parikshit Gopalan, Lunjia Hu, Michael P. Kim, Omer Reingold, Udi Wieder

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Author Details

Parikshit Gopalan
  • Apple, Cupertino, CA, USA
Lunjia Hu
  • Stanford University, CA, USA
Michael P. Kim
  • Miller Institute, UC Berkeley, CA, USA
Omer Reingold
  • Stanford University, CA, USA
Udi Wieder
  • VMware Research, Palo Alto, CA, USA

Funding

  • Hu, Lunjia: supported by the Simons Foundation Collaboration on the Theory of Algorithmic Fairness, Omer Reingold’s NSF Award IIS-1908774, and Moses Charikar’s Simons Investigator award.
  • Kim, Michael P.: supported by the Miller Institute for Basic Research in Science and, in part, by the Simons Collaboration on the Theory of Algorithmic Fairness.
  • Reingold, Omer: supported by the Simons Foundation Collaboration on the Theory of Algorithmic Fairness, the Simons Foundation investigators award 689988, and Sloan Foundation Grant 2020-13941.

Acknowledgements

We would like to thank Konstantinos Stavropoulos for finding a bug in an earlier version of this paper and suggesting a fix. PG and MPK would like to thank Mihir Singhal and Shengjia Zhao for several discussions while working on [Parikshit Gopalan et al., 2022] which inspired some of this work. PG would like to thank Adam Klivans, Aravind Gollakota, and Konstantinos Stavropoulos for helpful discussions and comments on earlier versions of this paper and Raghu Meka and Varun Kanade for pointers to the literature.

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Parikshit Gopalan, Lunjia Hu, Michael P. Kim, Omer Reingold, and Udi Wieder. Loss Minimization Through the Lens Of Outcome Indistinguishability. In 14th Innovations in Theoretical Computer Science Conference (ITCS 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 251, pp. 60:1-60:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2023) https://doi.org/10.4230/LIPIcs.ITCS.2023.60

Abstract

We present a new perspective on loss minimization and the recent notion of Omniprediction through the lens of Outcome Indistingusihability. For a collection of losses and hypothesis class, omniprediction requires that a predictor provide a loss-minimization guarantee simultaneously for every loss in the collection compared to the best (loss-specific) hypothesis in the class. We present a generic template to learn predictors satisfying a guarantee we call Loss Outcome Indistinguishability. For a set of statistical tests - based on a collection of losses and hypothesis class - a predictor is Loss OI if it is indistinguishable (according to the tests) from Nature’s true probabilities over outcomes. By design, Loss OI implies omniprediction in a direct and intuitive manner. We simplify Loss OI further, decomposing it into a calibration condition plus multiaccuracy for a class of functions derived from the loss and hypothesis classes. By careful analysis of this class, we give efficient constructions of omnipredictors for interesting classes of loss functions, including non-convex losses.
This decomposition highlights the utility of a new multi-group fairness notion that we call calibrated multiaccuracy, which lies in between multiaccuracy and multicalibration. We show that calibrated multiaccuracy implies Loss OI for the important set of convex losses arising from Generalized Linear Models, without requiring full multicalibration. For such losses, we show an equivalence between our computational notion of Loss OI and a geometric notion of indistinguishability, formulated as Pythagorean theorems in the associated Bregman divergence. We give an efficient algorithm for calibrated multiaccuracy with computational complexity comparable to that of multiaccuracy. In all, calibrated multiaccuracy offers an interesting tradeoff point between efficiency and generality in the omniprediction landscape.

Subject Classification

ACM Subject Classification
  • Theory of computation → Theory and algorithms for application domains
Keywords
  • Loss Minimization
  • Indistinguishability

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