Machine learning models with inputs in a Euclidean space $\mathbb{ R}^d$, when implemented on digital computers, generalize, and their generalization gap converges to $0$ at a rate of $c/N^{ 1/2}$ concerning the sample size $N$. However, the constant $c>0$ obtained through classical methods can be large in terms of the ambient dimension $d$ and machine precision, posing a challenge when $N$ is small to realistically large. In this paper, we derive a family of generalization bounds $\{ c_m/N^{ 1/(2\vee m)}\}_{ m=1}^{ \infty}$ tailored for learning models on digital computers, which adapt to both the sample size $N$ and the so-called geometric representation dimension $m$ of the discrete learning problem. Adjusting the parameter $m$ according to $N$ results in significantly tighter generalization bounds for practical sample sizes $N$, while setting $m$ small maintains the optimal dimension-free worst-case rate of $\mathcal{ O}(1/N^{ 1/2})$. Notably, $c_{ m}\in \mathcal{ O}(m^{ 1/2})$ for learning models on discretized Euclidean domains. Furthermore, our adaptive generalization bounds are formulated based on our new non-asymptotic result for concentration of measure in finite metric spaces, established via leveraging metric embedding arguments.

Categories: cs.LG

Tighter Learning Guarantees on Digital Computers via Concentration of Measure on Finite Spaces