Learning discrete distributions with infinite support

Authors: Doron Cohen, Aryeh Kontorovich, Geoffrey Wolfer

NeurIPS 2020 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling distribution. In such a setting, distribution-free risk bounds are impossible, and the best one could hope for is a fully empirical data-dependent bound. We derive precisely such bounds, and demonstrate that these are, in a well-defined sense, the best possible. Our main discovery is that the half-norm of the empirical distribution provides tight upper and lower estimates on the empirical risk. Furthermore, this quantity decays at a nearly optimal rate as a function of the true distribution. The optimality follows from a minimax result, of possible independent interest. Additional structural results are provided, including an exact Rademacher complexity calculation and apparently a first connection between the total variation risk and the missing mass.
Researcher Affiliation Academia Doron Cohen Department of Computer Science Ben-Gurion University of the Negev Beer-Sheva, Israel doronv@post.bgu.ac.il; Aryeh Kontorovich Department of Computer Science Ben-Gurion University of the Negev Beer-Sheva, Israel karyeh@cs.bgu.ac.il; Geoffrey Wolfer Department of Computer Science Ben-Gurion University of the Negev Beer-Sheva, Israel geoffrey@post.bgu.ac.il
Pseudocode No The paper does not contain any pseudocode or clearly labeled algorithm blocks.
Open Source Code No The paper does not provide any statements about open-sourcing code or links to a code repository.
Open Datasets No The paper is theoretical and does not conduct experiments involving datasets; therefore, no information about public datasets is provided.
Dataset Splits No The paper is theoretical and does not conduct experiments with dataset splits; therefore, no validation split information is provided.
Hardware Specification No The paper is theoretical and does not report on experiments requiring hardware specifications.
Software Dependencies No The paper is theoretical and does not mention specific software dependencies with version numbers.
Experiment Setup No The paper is theoretical and does not include details about an experimental setup, hyperparameters, or training configurations.