Algorithmic stability via ensembling
Theoretical work derives a general framework quantifying stability guarantees for averaging-based ensembles under arbitrary data perturbations via covariance operator norms.
The paper develops a framework for quantifying algorithmic stability of ensembling strategies defined via averaging, for varied types of data perturbation. The main result bounds the stability of the ensembled algorithm in terms of the norm of a covariance operator describing the ensembling process. The framework yields interpretable insights across practical perturbation examples and provides sharper guarantees than those derived from differential privacy considerations.
- General framework for stability of averaging-based ensembles
- Stability bounded by covariance operator norm of the ensembling process
- Sharper guarantees than privacy-based approaches
- Illustrated on several perturbations of practical interest
From the original article
1 min read at arxiv.orgAlgorithmic stability refers to the property of an algorithm being insensitive to perturbations of the input data, where the type of perturbation may vary depending on the setting. In this work, we develop a general framework to quantify the extent to which any ensembling strategy defined via averaging can yield stability guarantees for any type of data perturbation.
By Rina Foygel Barber · arxiv.org
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