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Documents authored by Wieder, Udi

Document
DOI: 10.4230/LIPIcs.ITCS.2023.60
Loss Minimization Through the Lens Of Outcome Indistinguishability

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

Published in: LIPIcs, Volume 251, 14th Innovations in Theoretical Computer Science Conference (ITCS 2023)

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.
Cite as

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)

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@InProceedings{gopalan_et_al:LIPIcs.ITCS.2023.60,
  author =	{Gopalan, Parikshit and Hu, Lunjia and Kim, Michael P. and Reingold, Omer and Wieder, Udi},
  title =	{{Loss Minimization Through the Lens Of Outcome Indistinguishability}},
  booktitle =	{14th Innovations in Theoretical Computer Science Conference (ITCS 2023)},
  pages =	{60:1--60:20},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-263-1},
  ISSN =	{1868-8969},
  year =	{2023},
  volume =	{251},
  editor =	{Tauman Kalai, Yael},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2023.60},
  URN =		{urn:nbn:de:0030-drops-175635},
  doi =		{10.4230/LIPIcs.ITCS.2023.60},
  annote =	{Keywords: Loss Minimization, Indistinguishability}
}
Document
DOI: 10.4230/LIPIcs.ITCS.2022.79
Omnipredictors

Authors: Parikshit Gopalan, Adam Tauman Kalai, Omer Reingold, Vatsal Sharan, and Udi Wieder

Published in: LIPIcs, Volume 215, 13th Innovations in Theoretical Computer Science Conference (ITCS 2022)

Abstract
Loss minimization is a dominant paradigm in machine learning, where a predictor is trained to minimize some loss function that depends on an uncertain event (e.g., "will it rain tomorrow?"). Different loss functions imply different learning algorithms and, at times, very different predictors. While widespread and appealing, a clear drawback of this approach is that the loss function may not be known at the time of learning, requiring the algorithm to use a best-guess loss function. Alternatively, the same classifier may be used to inform multiple decisions, which correspond to multiple loss functions, requiring multiple learning algorithms to be run on the same data. We suggest a rigorous new paradigm for loss minimization in machine learning where the loss function can be ignored at the time of learning and only be taken into account when deciding an action. We introduce the notion of an (L,𝒞)-omnipredictor, which could be used to optimize any loss in a family L. Once the loss function is set, the outputs of the predictor can be post-processed (a simple univariate data-independent transformation of individual predictions) to do well compared with any hypothesis from the class C. The post processing is essentially what one would perform if the outputs of the predictor were true probabilities of the uncertain events. In a sense, omnipredictors extract all the predictive power from the class 𝒞, irrespective of the loss function in L. We show that such "loss-oblivious" learning is feasible through a connection to multicalibration, a notion introduced in the context of algorithmic fairness. A multicalibrated predictor doesn’t aim to minimize some loss function, but rather to make calibrated predictions, even when conditioned on inputs lying in certain sets c belonging to a family 𝒞 which is weakly learnable. We show that a 𝒞-multicalibrated predictor is also an (L,𝒞)-omnipredictor, where L contains all convex loss functions with some mild Lipschitz conditions. The predictors are even omnipredictors with respect to sparse linear combinations of functions in 𝒞. As a corollary, we deduce that distribution-specific weak agnostic learning is complete for a large class of loss minimization tasks. In addition, we show how multicalibration can be viewed as a solution concept for agnostic boosting, shedding new light on past results. Finally, we transfer our insights back to the context of algorithmic fairness by providing omnipredictors for multi-group loss minimization.
Cite as

Parikshit Gopalan, Adam Tauman Kalai, Omer Reingold, Vatsal Sharan, and Udi Wieder. Omnipredictors. In 13th Innovations in Theoretical Computer Science Conference (ITCS 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 215, pp. 79:1-79:21, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)

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@InProceedings{gopalan_et_al:LIPIcs.ITCS.2022.79,
  author =	{Gopalan, Parikshit and Kalai, Adam Tauman and Reingold, Omer and Sharan, Vatsal and Wieder, Udi},
  title =	{{Omnipredictors}},
  booktitle =	{13th Innovations in Theoretical Computer Science Conference (ITCS 2022)},
  pages =	{79:1--79:21},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-217-4},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{215},
  editor =	{Braverman, Mark},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2022.79},
  URN =		{urn:nbn:de:0030-drops-156755},
  doi =		{10.4230/LIPIcs.ITCS.2022.79},
  annote =	{Keywords: Loss-minimzation, multi-group fairness, agnostic learning, boosting}
}
Document
DOI: 10.4230/LIPIcs.ITCS.2020.84
Finding Skewed Subcubes Under a Distribution

Authors: Parikshit Gopalan, Roie Levin, and Udi Wieder

Published in: LIPIcs, Volume 151, 11th Innovations in Theoretical Computer Science Conference (ITCS 2020)

Abstract
Say that we are given samples from a distribution ψ over an n-dimensional space. We expect or desire ψ to behave like a product distribution (or a k-wise independent distribution over its marginals for small k). We propose the problem of enumerating/list-decoding all large subcubes where the distribution ψ deviates markedly from what we expect; we refer to such subcubes as skewed subcubes. Skewed subcubes are certificates of dependencies between small subsets of variables in ψ. We motivate this problem by showing that it arises naturally in the context of algorithmic fairness and anomaly detection. In this work we focus on the special but important case where the space is the Boolean hypercube, and the expected marginals are uniform. We show that the obvious definition of skewed subcubes can lead to intractable list sizes, and propose a better definition of a minimal skewed subcube, which are subcubes whose skew cannot be attributed to a larger subcube that contains it. Our main technical contribution is a list-size bound for this definition and an algorithm to efficiently find all such subcubes. Both the bound and the algorithm rely on Fourier-analytic techniques, especially the powerful hypercontractive inequality. On the lower bounds side, we show that finding skewed subcubes is as hard as the sparse noisy parity problem, and hence our algorithms cannot be improved on substantially without a breakthrough on this problem which is believed to be intractable. Motivated by this, we study alternate models allowing query access to ψ where finding skewed subcubes might be easier.
Cite as

Parikshit Gopalan, Roie Levin, and Udi Wieder. Finding Skewed Subcubes Under a Distribution. In 11th Innovations in Theoretical Computer Science Conference (ITCS 2020). Leibniz International Proceedings in Informatics (LIPIcs), Volume 151, pp. 84:1-84:30, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2020)

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@InProceedings{gopalan_et_al:LIPIcs.ITCS.2020.84,
  author =	{Gopalan, Parikshit and Levin, Roie and Wieder, Udi},
  title =	{{Finding Skewed Subcubes Under a Distribution}},
  booktitle =	{11th Innovations in Theoretical Computer Science Conference (ITCS 2020)},
  pages =	{84:1--84:30},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-134-4},
  ISSN =	{1868-8969},
  year =	{2020},
  volume =	{151},
  editor =	{Vidick, Thomas},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2020.84},
  URN =		{urn:nbn:de:0030-drops-117691},
  doi =		{10.4230/LIPIcs.ITCS.2020.84},
  annote =	{Keywords: Fourier Analysis, Anomaly Detection, Algorithmic Fairness, Probability, Unsupervised Learning}
}
Document
DOI: 10.4230/LIPIcs.APPROX-RANDOM.2015.20
Approximate Nearest Neighbor Search in Metrics of Planar Graphs

Authors: Ittai Abraham, Shiri Chechik, Robert Krauthgamer, and Udi Wieder

Published in: LIPIcs, Volume 40, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015)

Abstract
We investigate the problem of approximate Nearest-Neighbor Search (NNS) in graphical metrics: The task is to preprocess an edge-weighted graph G=(V,E) on m vertices and a small "dataset" D \subset V of size n << m, so that given a query point q \in V, one can quickly approximate dist(q,D) (the distance from q to its closest vertex in D) and find a vertex a \in D within this approximated distance. We assume the query algorithm has access to a distance oracle, that quickly evaluates the exact distance between any pair of vertices. For planar graphs G with maximum degree Delta, we show how to efficiently construct a compact data structure -- of size ~O(n(Delta+1/epsilon)) -- that answers (1+epsilon)-NNS queries in time ~O(Delta+1/epsilon). Thus, as far as NNS applications are concerned, metrics derived from bounded-degree planar graphs behave as low-dimensional metrics, even though planar metrics do not necessarily have a low doubling dimension, nor can they be embedded with low distortion into l_2. We complement our algorithmic result by lower bounds showing that the access to an exact distance oracle (rather than an approximate one) and the dependency on Delta (in query time) are both essential.
Cite as

Ittai Abraham, Shiri Chechik, Robert Krauthgamer, and Udi Wieder. Approximate Nearest Neighbor Search in Metrics of Planar Graphs. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015). Leibniz International Proceedings in Informatics (LIPIcs), Volume 40, pp. 20-42, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2015)

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@InProceedings{abraham_et_al:LIPIcs.APPROX-RANDOM.2015.20,
  author =	{Abraham, Ittai and Chechik, Shiri and Krauthgamer, Robert and Wieder, Udi},
  title =	{{Approximate Nearest Neighbor Search in Metrics of Planar Graphs}},
  booktitle =	{Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2015)},
  pages =	{20--42},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-939897-89-7},
  ISSN =	{1868-8969},
  year =	{2015},
  volume =	{40},
  editor =	{Garg, Naveen and Jansen, Klaus and Rao, Anup and Rolim, Jos\'{e} D. P.},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.APPROX-RANDOM.2015.20},
  URN =		{urn:nbn:de:0030-drops-52923},
  doi =		{10.4230/LIPIcs.APPROX-RANDOM.2015.20},
  annote =	{Keywords: Data Structures, Nearest Neighbor Search, Planar Graphs, Planar Metrics, Planar Separator}
}
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