{"id":327518,"date":"2016-11-27T18:12:06","date_gmt":"2016-11-28T02:12:06","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&#038;p=327518"},"modified":"2018-10-16T21:28:53","modified_gmt":"2018-10-17T04:28:53","slug":"learning-monotonic-linear-functions","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/learning-monotonic-linear-functions\/","title":{"rendered":"Learning Monotonic Linear Functions"},"content":{"rendered":"<p class=\"Para\">Learning <em class=\"EmphasisTypeItalic \">probabilities<\/em> (p-concepts [13]) and other real-valued concepts (regression) is an important role of machine learning. For example, a doctor may need to predict the probability of getting a disease <em class=\"EmphasisTypeItalic \">P<\/em>[<em class=\"EmphasisTypeItalic \">y<\/em>|<em class=\"EmphasisTypeItalic \">x<\/em>], which depends on a number of risk factors.<\/p>\n<p class=\"Para\">Generalized additive models [9] are a well-studied nonparametric model in the statistics literature, usually with monotonic link functions. However, no known efficient algorithms exist for learning such a general class. We show that regression graphs <em class=\"EmphasisTypeItalic \">efficiently<\/em> learn such real-valued concepts, while regression trees <em class=\"EmphasisTypeItalic \">inefficiently<\/em> learn them. One corollary is that any function <em class=\"EmphasisTypeItalic \">E<\/em>[<em class=\"EmphasisTypeItalic \">y<\/em>|<em class=\"EmphasisTypeItalic \">x<\/em>]=<em class=\"EmphasisTypeItalic \">u<\/em>(<em class=\"EmphasisTypeItalic \">w<\/em> \u00b7 <em class=\"EmphasisTypeItalic \">x<\/em>) for <em class=\"EmphasisTypeItalic \">umonotonic<\/em> can be learned to arbitrarily small squared error <em class=\"EmphasisTypeItalic \">\u03b5<\/em> in time polynomial in 1\/<em class=\"EmphasisTypeItalic \">\u03b5<\/em>, |<em class=\"EmphasisTypeItalic \">w<\/em>|<sub>1<\/sub>, and the Lipschitz constant of <em class=\"EmphasisTypeItalic \">u<\/em> (analogous to a margin). The model includes, as special cases, linear and logistic regression, as well as learning a noisy half-space with a margin [5, 4].<\/p>\n<p class=\"Para\">Kearns, Mansour, and McAllester [12, 15], analyzed decision trees and decision graphs as boosting algorithms for classification accuracy. We extend their analysis and the boosting analogy to the case of real-valued predictors, where a small positive <em class=\"EmphasisTypeItalic \">correlation coefficient<\/em> can be boosted to arbitrary accuracy. Viewed as a noisy boosting algorithm [3, 10], the algorithm learns both the target function and the asymmetric noise.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Learning probabilities (p-concepts [13]) and other real-valued concepts (regression) is an important role of machine learning. For example, a doctor may need to predict the probability of getting a disease P[y|x], which depends on a number of risk factors. Generalized additive models [9] are a well-studied nonparametric model in the statistics literature, usually with monotonic [&hellip;]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":[{"type":"user_nicename","value":"adum","user_id":"30834"}],"msr_publishername":"Springer Berlin Heidelberg","msr_publisher_other":"","msr_booktitle":"","msr_chapter":"","msr_edition":"17th Annual Conference on Learning Theory, COLT 2004, Banff, Canada, July 1-4, 2004","msr_editors":"","msr_how_published":"","msr_isbn":"978-3-540-22282-8 (Print) 978-3-540-27819-1 (Online)","msr_issue":"","msr_journal":"","msr_number":"","msr_organization":"","msr_pages_string":"487-501","msr_page_range_start":"487","msr_page_range_end":"501","msr_series":"","msr_volume":"3120","msr_copyright":"","msr_conference_name":"17th Annual Conference on Learning Theory, COLT 2004, Banff, Canada, July 1-4, 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