Why resampling outperforms reweighting for correcting sampling bias with stochastic gradientsDownload PDF

Published: 12 Jan 2021, Last Modified: 05 May 2023ICLR 2021 PosterReaders: Everyone
Keywords: biased sampling, reweighting, resampling, stability, stochastic asymptotics
Abstract: A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets requires correction techniques to compensate for the bias. We consider two commonly-used techniques, resampling and reweighting, that rebalance the proportions of the subgroups to maintain the desired objective function. Though statistically equivalent, it has been observed that resampling outperforms reweighting when combined with stochastic gradient algorithms. By analyzing illustrative examples, we explain the reason behind this phenomenon using tools from dynamical stability and stochastic asymptotics. We also present experiments from regression, classification, and off-policy prediction to demonstrate that this is a general phenomenon. We argue that it is imperative to consider the objective function design and the optimization algorithm together while addressing the sampling bias.
One-sentence Summary: We explain why resampling outperforms reweighting for correcting sampling bias when stochastic gradient algorithms are used.
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