Efficient algorithms for learning functions with bounded variation

  • Authors:
  • Philip M. Long

  • Affiliations:
  • Genome Institute of Singapore, 1 Science Park Road, The Capricorn, #05-01, Singapore 117528, Singapore

  • Venue:
  • Information and Computation
  • Year:
  • 2004

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Abstract

We show that the class FBV of [0, 1]-valued functions with total variation at most 1 can be agnostically learned with respect to the absolute loss in polynomial time from O (1/ε2 log 1/δ) examples, matching a known lower bound to within a constant factor. We establish a bound of O(1/m) on the expected error of a polynomial-time algorithm for learning FBV in the prediction model, also matching a known lower bound to within a constant factor. Applying a known algorithm transformation to our prediction algorithm, we obtain a polynomial-time PAC learning algorithm for FBV with a sample complexity bound of O(1/ε log 1/δ); this also matches a known lower bound to within a constant factor.