ARTICLE
Kuzborskij_MLJ_2016/IDIAP
Fast Rates by Transferring from Auxiliary Hypotheses
Kuzborskij, Ilja
Orabona, Francesco
Machine Learning
2016
In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can be instantiated with any non-negative smooth loss function and any strongly convex regularizer. We establish generalization and excess risk bounds, showing that, if the algorithm is fed with a good combination of source hypotheses, generalization happens at the fast rate O(1/m) instead of the usual O(1/sqrt(m)). On the other hand, if the source hypotheses combination is a misfit for the target task, we recover the usual learning rate. As a byproduct of our study, we also prove a new bound on the Rademacher complexity of the smooth loss class under weaker assumptions compared to previous works.