Fine-Grained Analysis of Stability and Generalization for Modern Meta Learning AlgorithmsDownload PDF

Published: 31 Oct 2022, Last Modified: 14 Dec 2022NeurIPS 2022 AcceptReaders: Everyone
Keywords: meta learning, episodic training strategy, algorithmic stability, generalization bounds, support/query set
TL;DR: We provide fine-grained analysis of stability and generalization for modern meta learning algorithms.
Abstract: The support/query episodic training strategy has been widely applied in modern meta learning algorithms. Supposing the $n$ training episodes and the test episodes are sampled independently from the same environment, previous work has derived a generalization bound of $O(1/\sqrt{n})$ for smooth non-convex functions via algorithmic stability analysis. In this paper, we provide fine-grained analysis of stability and generalization for modern meta learning algorithms by considering more general situations. Firstly, we develop matching lower and upper stability bounds for meta learning algorithms with two types of loss functions: (1) nonsmooth convex functions with $\alpha$-H{\"o}lder continuous subgradients $(\alpha \in [0,1))$; (2) smooth (including convex and non-convex) functions. Our tight stability bounds show that, in the nonsmooth convex case, meta learning algorithms can be inherently less stable than in the smooth convex case. For the smooth non-convex functions, our stability bound is sharper than the existing one, especially in the setting where the number of iterations is larger than the number $n$ of training episodes. Secondly, we derive improved generalization bounds for meta learning algorithms that hold with high probability. Specifically, we first demonstrate that, under the independent episode environment assumption, the generalization bound of $O(1/\sqrt{n})$ via algorithmic stability analysis is near optimal. To attain faster convergence rate, we show how to yield a deformed generalization bound of $O(\ln{n}/n)$ with the curvature condition of loss functions. Finally, we obtain a generalization bound for meta learning with dependent episodes whose dependency relation is characterized by a graph. Experiments on regression problems are conducted to verify our theoretical results.
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