On the Efficiency of ERM in Feature Learning

Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps. This setup aims at capturing the simplest instance of feature learning, where the model is expected to jointly learn from the data an appropriate feature map and a linear predictor. We start by studying the asymptotic quantiles of the excess risk of sequences of empirical risk minimizers. Remarkably, we show that when the set $\mathcal{T}$ is not too large and when there is a unique optimal feature map, these quantiles coincide, up to a factor of two, with those of the excess risk of the oracle procedure, which knows a priori this optimal feature map and deterministically outputs an empirical risk minimizer from the associated optimal linear class. We complement this asymptotic result with a non-asymptotic analysis that quantifies the decaying effect of the global complexity of the set $\mathcal{T}$ on the excess risk of ERM, and relates it to the size of the sublevel sets of the suboptimality of the feature maps. As an application of our results, we obtain new guarantees on the performance of the best subset selection procedure in sparse linear regression under general assumptions.

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Peer review

Reviewer bjqG6/10 · confidence 4/52024-07-04

Summary

This paper considers a "feature learning" setting equivalent to structural risk minimization over a set of hypotheses of the form $\langle w, \phi_t(x)\rangle$. It demonstrate that the statistical error of this procedure converges to a quantity that depends on a natural empirical process defined *only* in terms of the classes which contain an optimal predictor. Thus, it is claimed that ERM is "efficient" at feature learning in a natural way. EDIT: I raise my score from a 5 to a 6. I encourage the authors to include the counterexample presented to me in the rebuttal in the main text as a form of motivation, and as a didactic example to express "what goes wrong". The authors can also remark about situations under which better dependence on $\delta$ is achievable. Thank you to authors for addressing my points.

Strengths

This paper has a number of strengths that make it compelling. (1) The formalism studies is **exceptionally** clean and natural. It lends itself to study well in other settings as well. (2) The authors provide both asymptotic and nonasymptotic results, and the asymptotic ones are rather "sharp" in that they provide insight into both the limiting distributions, and do so in terms of universal, Gaussian empirical processes. (3) The authors proofs are effective and succinct, and demonstrate great command of the relevant technical machinery. (4) The authors use of asymptotic bounds allows them to build considerable intuition in the presentation, before introducing the non-asymptotic bounds which are considerably more involving to parse.

Weaknesses

There are a couple weaknesses, however, that temper my excitement. (1) I apologize for the directness, but I do not find the qualitative finding particularly surprising. We know that ERM localizes, and as a consequence, if I have a predictor class of the form $\mathcal F= \bigcup_{t \in \mathcal{T}} \mathcal{F}_t$, and all optimal predictors lie in $\mathcal F_t, t \in \mathcal{T}^{\star}$, and moreover, the risk of an $f \in \mathcal{F}_t$ where, $t \notin \mathcal{T}^{\star}$ is lower bound away from zero, then localization should force the limiting behavior of the problem to only depend on the statistical complexity of $\bigcup_{t \in \mathcal{T}^\star} \mathcal{F}_t$ It is nice to quantify this rigorously, but again, the phenomenon does not seem to be to bring fundamentally new insight. (2) The non-asymptotic dependence on the probability of error $\delta$ is quite bad. Indeed, an $O(1/\delta)$ dependence is not even integrable, obviating in expectation bounds (perhaps in-expectation in too much to ask for, given the possibility that the covariance matrices become singular. Still, this seems like a major limitation. (3) While the problem setting is remarkably clean, Theorem 4 is not. This seems inevitable, and the authors both (a) explain its intuition and (b) instantiate it for a natural class of problems... (4) I think the authors should include some more intuition about the relevant increments and terms defined in the paper ($G_n(t)$, $\Lambda_n(t)$) and so forth. Citing that "such and such is just such and such in Bos[02]" does not help with intuition building. The authors might consider adding a section in the appendix that elaborates further, and also provides formal definitions of what it means for a class to be Glivenko Cantelli (this was relatively clear) and, more importantly, Donsker (as a reader with the relevant background, I know what is meant, but this could be less accessible to others). The authors might also consider remarking on what limitations the Donkser-ity of the problem entail (e.g. sufficient restriction on metric entropy).

Questions

Can the authors please explain why the localization phenomenon presented in this work is surprising?

Rating

6

Confidence

4

Soundness

4

Presentation

3

Contribution

2

Limitations

(1) Weak dependence on error probability $\delta$ (2) Possible limitations due to the Donkser assumption (3) Restricted to the linear setting

Authorsrebuttal2024-08-06

Rebuttal (continued)

***I think the authors should include some more intuition about the relevant increments and terms defined in the paper ($G\_{n}(t)$, $\Lambda\_{n}(t)$) and so forth. Citing that "such and such is just such and such in Bos[02]" does not help with intuition building. The authors might also consider remarking on what limitations the Donkser-ity of the problem entail (e.g. sufficient restriction on metric entropy).*** We will aim at providing more intuition when defining our terms in the final version of our paper. In particular, we will replace the particular passage referred to by the reviewer by the following sentence: *"The parameter $L$ characterizes the deviation of the supremum of the empirical process $\Lambda\_{n}(t)$ from its mean."* As for Donskerity, we have refrained from referring to metric entropy in the paper except very briefly in lines (229-230). Our hope was to keep the paper accessible, and as such we preferred to describe Donskerity by analogy to the central limit theorem (lines 157-158). We will briefly mention that Donskerity can be established under appropriate metric entropy restrictions in the main paper, and defer a more in depth discussion to the Appendix. ***The authors might consider adding a section in the appendix that elaborates further, and also provides formal definitions of what it means for a class to be Glivenko Cantelli (this was relatively clear) and, more importantly, Donsker (as a reader with the relevant background, I know what is meant, but this could be less accessible to others).*** We agree with the reviewer's suggestion, and we will add such a section in the Appendix.

Area Chair WhAC2024-08-11

discussion

Dear Reviewer bjqG, Thank you very much for submitting your review report. The author(s) have posted responses to your review. Could you kindly provide comments on whether your concerns have been adequately addressed? Best regards, AC

Reviewer rL5m4/10 · confidence 3/52024-07-06

Summary

This paper investigates the learning theory of empirical risk minimization (ERM) with feature learning. Under the setting where the optimal finite-sample feature is selected by minimizing the empirical risk over a class of features, the authors show that ERM with feature learning implies convergence of the excess risk under certain assumptions. Moreover, other statistical properties, such as asymptotic normality, are also derived.

Strengths

The statistical theory of this paper regarding feature learning is solid, and the results of the main theorems (Theorem 3 and Theorem 4) seem to be correct, even though I have not had time to check the detailed proofs. In fact, the Glivenko-Cantelli assumptions on the empirical processes and the finite moment assumptions are widely used in learning theory, and the rate $1/n\delta \approx O(1/\sqrt{n})$ seems to be correct.

Weaknesses

1. The title "On the Efficiency of ERM in Feature Learning" seems misleading. Initially, it suggests that ERM should aid feature learning. However, after reading the paper, it appears that the authors are discussing the statistical performance of ERM in the context of feature learning, without clearly demonstrating how ERM aids in feature learning. 2. The authors have reviewed many statistical theory papers. However, in terms of feature learning or representation learning, they didn't conduct a thorough literature review. Specifically, for the final-layer feature, recent studies show that the last-layer feature will converge to an Equiangular Tight Frame (optimal feature for classification problems), which is known as neural collapse, as proposed by Papyan et al. in their paper "Prevalence of neural collapse during the terminal phase of deep learning training." There are some subsequent studies that show that the optimal feature is indeed the minimizer of a regularized ERM. These studies include but are not limited to "Exploring deep neural networks via layer-peeled model: Minority collapse in imbalanced training" (Fang et al., 2021); "A Geometric Analysis of Neural Collapse with Unconstrained Features" (Zhu et al., 2021); and "Neural Collapse in Multi-label Learning with Pick-all-label Loss" (Li et al., 2024). For different loss functions, the authors may refer to "Neural Collapse Under MSE Loss: Proximity to and Dynamics on the Central Path" by Han et al. Regarding learning theory, the sample complexity under neural collapse is investigated by Wang et al. (2024) in their work "Neural Collapse Meets Differential Privacy: Curious Behaviors of NoisyGD with Near-perfect Representation Learning." 3. Some of the claims are confusing and may be over-claimed. Specifically, in the Conclusion, the authors claim that their theory might be used to explain the double descent phenomenon and generalization of deep learning with label noise in Zhang et al., 2021. However, the feature learning setting in this paper is far from being extended to the deep learning setting. Indeed, their assumptions here, such as the moment assumption, should hold for all feature maps in the hypothesis class, which is not verified for deep neural networks. However, existing feature or representation learning theory such as the Neural Collapse theory can partially explain the phenomenon in Zhang et al., such as the overfitted model can still generalize. 4. As the theory is not as enlightening as the authors claimed in their paper since their setting is not practical, this should be regarded as a purely theoretical paper. As a theoretical paper, there should be some room for improvement, such as verifying the assumptions for all feature maps (such as the moment assumptions in Theorem 4) for a certain class. Moreover, as a purely statistical theory paper, a lower bound showing that the obtained finite-sample rate is optimal is necessary for a high-quality publication. It would also be better for the authors to emphasize more technical difficulties compared to ERM without feature learning. In fact, under the Glivenko-Cantelli assumptions and the finite sample assumptions, both the asymptotic theory (Theorem 3) and the non-asymptotic theory (Theorem 4) look like a simple extension of Theorem 1 and Theorem 2 without feature learning, while Theorem 1 and Theorem 2 are not novel in learning theory.

Questions

Please address my concerns in the weaknesses part.

Rating

4

Confidence

3

Soundness

3

Presentation

3

Contribution

1

Limitations

Yes

Reviewer pWnU7/10 · confidence 3/52024-07-08

Summary

This paper consider the problem of regression over the linear classes induced by a collection of feature maps. They study both the asymptotic and the non-asymptotic behavior of the empirical risk minimizer. Surprisingly, although the linear classes has a complexity much higher than that of only one linear map, the authors find that when there is a unique optimal feature map, ERM actually behaves similar with the oracle procedure (knows a priori the optimal feature map). General results for non-unique or even infinite feature map is also provided. The authors also apply their non-asymptotic result on finite feature map cases.

Strengths

The results in this paper is both novel and significant. They show that even though non-optimal feature map exists in training process, the actual upper bound of the excess risk depends on the size of optimal feature maps. From theoretical perspective, the proofs are solid. The writing is also good, clearly states the results and the intuition, and how their results improve beyond previous classical results where the feature map set is a singleton. Case study is also provided, giving a comprehensive review of how their general framework can be applied.

Weaknesses

It will be good if more case studies are provided.

Questions

Is it possible to consider some infinite feature map set with some structure, so that you can also compute the constants in your results?

Rating

7

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

No limitations are stated.

Reviewer 9KPn7/10 · confidence 4/52024-07-10

Summary

This paper studies the novel setting where we are give a collection of predefined feature maps (indexed by a set T) and we choose one of these feature maps and then, learn a linear predictor on top of the chosen feature map. The authors derive upper bounds on the excess risk that depend on the number (size) of "optimal" feature maps and not the size of the set T.

Strengths

- The author propose a setting for feature learning that is novel and I find it interesting. - The result in this setting very satisfying. To the best of my knowledge, this is the first result that shows that the excess risk (or at least the upper bound on the excess risk) depends on the size of "optimal" features. - The proof outline and strategy seems correct. I have not fully checked all the details of the proofs. But, the ones I have checked are all correct and solid. The paper is also very well written.

Weaknesses

- The analysis ignores the role of the learning algorithm and looks at the problem from a purely statistical perspective. The role of implicit bias of the algorithm is not seen here. On a high level, from the set of optimal features, some features are easier to learn/ achieve than others. This might also shrink the effective size of the features. - The suprema term in the expression of Theorem 4 is not very interpretable. The case of finite features in the next section makes it more clear. However, I find the finite case not that interesting. Is there an interesting non-finite case that one can analyze to get an interpretable result? - In general, the features are also learned from data and this gives extra dependencies and goes beyond the setting of this paper (unless some sample splitting is done). - Can the authors comment on the tightness of Theorem 3 and 4? An the potential challenges of coming up with lower bounds? - The paper will greatly benefit from a simulation result to support the main finding of the paper. For example, for a simple finite feature case. A theoretical example can also help.

Questions

See weaknesses.

Rating

7

Confidence

4

Soundness

4

Presentation

4

Contribution

3

Limitations

The authors adequately addressed the limitations.

Reviewer 9KPn2024-08-08

I thank the authors for their very thorough response. The only reason I'm not giving a higher score is that as I discussed in my review, the setting of the paper is very general (as the authors also point out in their paper) and I'm not 100% sure how much the results of this very general setting can shed light on what is happening in practical scenarios. However, this is a very solid paper, giving theoretically neat results for a very general setting, and should be accepted at NeurIPS.

Reviewer qDCv7/10 · confidence 4/52024-07-15

Summary

The paper considers a linear regression problem where an ERM learner tries to learn a linear predictor and a feature map (over a countable set of feature maps) under some specific assumptions on the set of feature maps and the property of minimizers. The paper analyzes both asymptotic and non-asymptotic behaviors of the excess risk in the problem above and suggests that it matches the rate of the case when we only learn linear predictors on top of a fixed feature map, which is surprising.

Strengths

The paper is well-written and easy to follow. The motivation of this paper is. The key results and directly related results in prior works, along with their intuition behinds, are explained very clearly and concisely. There are a few potential typos (see Weaknesses) but it should not be a problem. The proofs look good to me, though I did not check very carefully. Overall, I enjoy reading the paper. The only reason why I do not give a higher score is that the setting is too niche (see Weaknesses), which makes the results not so ground-breaking. However, it is still a good paper, and I advocate to accept it.

Weaknesses

The main concern about this paper. 1. The setting is narrow: when I think about feature learning, I imagine we first learn a feature map that gives a good representation of the data. We then want to use the learned feature map that adapts it to a downstream task, which is a linear regression with squared loss in this case. The setting this paper proposed is somewhat the way around: (1) Given a feature map, learn the best linear predictor, (2) Select the best feature map. It seems to me that this paper is considering a non-linear regression problem, not feature learning. More precisely, the paper is trying to solve the problem learn the best feature map specified for the linear regression task. What can we tell about the learned feature map on other downstream tasks? Why the title of the paper is "On the Efficiency of ERM in Feature Learning", instead of "On the Efficiency of ERM in Non-linear Regression"? 2. If we look at the picture from that perspective, prior results (Theorem 1, Theorem 2) seem good enough for me. Given a learned feature map, under some conditions, I have a fast rate of learning a linear predictor. Of course, it is not feature learning at all, but it tells something about the learned feature map on a specific downstream task (linear regression), which is fair enough. There is no need (at least for me) for a result explaining if I learn a linear predictor with squared loss along with a feature map specifically designed for linear regression, what the sample complexity is. Comments on the Conclusion. 1. The claims on potential explanations for generalization in DNNs: To the best of my knowledge, the reason behind that should be explained by the geometry of the loss landscape of over-parameterized models and the implicit bias of (stochastic) optimization algorithms used. I would not go into detail since it goes beyond the scope of this paper. However, this paper: (1) considers an optimization oracle for ERM, and (2) does not assume any geometry of the set of feature maps indexed by $\mathcal{T}$. Therefore, linking the results in this paper to generalization in DNNs seems unnecessary and inappropriate for me. Minor comments 1. In the Appendix, it might be helpful if the authors first give a proof sketch for each result for readability. Minor typos: 1. Line 164, a comma missing after the inequality. 2. Line 501, should the RHS be $\frac{1}{2}||\nabla{R(w^*)}||_{\Sigma^{-1}}$? 3. Multiple commas, dots after (in)equalities missing in the Proof of Theorem 1, 2. After all, it might be too harsh to undervalue this paper based on the points above. I still think it is a good paper, and the results do not have to be connected to Feature Learning and Generalization to be meaningful.

Questions

See Weaknesses.

Rating

7

Confidence

4

Soundness

3

Presentation

4

Contribution

3

Limitations

See Weaknesses.

Reviewer qDCv2024-08-08

Reply to the rebuttal

I thank the authors for the detailed feedback. I am still not convinced with the "feature learning" setting and for me, it is more of a non-linear regression setting. I am also aware of the works that the authors refer to, but to be honest, I do not really like those works and their settings. However, I know that I am being biased, and it also does not affect the contributions of this paper. As for the conclusion, it would be nice if the authors spent more time discussing the linking between the results and generalization in DNNs in multiple views: (1) how it (potentially) explains generalization (2) the drawback of current settings (and assumptions) and how it conflicts with other potential explanations of generalization in DNNs. Overall, I still find it a good paper, and I will keep my origin evaluation.

Authorsrebuttal2024-08-09

We thank the reviewer for their feedback and appreciate their comments. We will make use of the additional space in the final version of the paper to address the two points raised by the reviewer.

Reviewer rL5m2024-08-08

1. The representation learning theory, such as neural collapse, is more related to [Zha+21], as I mentioned. Thus, it is connected to statistical learning theory (STL) since STL aims to derive statistical properties of certain phenomena in machine learning, not just the asymptotic properties or the error bounds. BTW, they can partially explain some phenomena occurring in deep learning, whereas classical (asymptotic or non-asymptotic) learning theory may fail to do so. 2. The most important part I mentioned, the sharpness of the derived bound, is currently not discussed in the rebuttal (maybe due to the limited space?). As I said, once the theoretical framework is formalized, a lower bound that matches the upper bound is essential for a purely theoretical paper, which I believe is common sense in STL (such as in those papers published in AOS).

Authorsrebuttal2024-08-09

We thank the reviewer for their response. --- ***The representation learning theory, such as neural collapse, is more related to [Zha+21], as I mentioned. Thus, it is connected to statistical learning theory (STL) since STL aims to derive statistical properties of certain phenomena in machine learning, not just the asymptotic properties or the error bounds. BTW, they can partially explain some phenomena occurring in deep learning, whereas classical (asymptotic or non-asymptotic) learning theory may fail to do so.*** Our work is most closely related to the literature that aims at understanding machine learning procedures through upper and lower bounds on their performance, which we called *statistical learning theory*, but we understand that we might be using the term differently from the reviewer. This will be clarified in the paper once we include a discussion of the additional line of work pointed out by the reviewer. Our comments on the relationship between our work and the experiments [Zha+21] are a minor aspect of our paper. They should be seen merely as an invitation to the reader to look at the problem of explaining these experiments through a new perspective. --- ***The most important part I mentioned, the sharpness of the derived bound, is currently not discussed in the rebuttal (maybe due to the limited space?). As I said, once the theoretical framework is formalized, a lower bound that matches the upper bound is essential for a purely theoretical paper, which I believe is common sense in STL (such as in those papers published in AOS).*** The second statement of Corollary 1 in our paper provides matching upper and lower bounds on the asymptotic quantiles of the excess risk of ERM, and the gap between these bounds is a factor of *two*. The general statement of Theorem 3 only contains an upper bound, but it is straightforward to check that the argument behind the lower bound in Corollary 1 immediately extends to the general case. In this case however, it yields a lower bound on the quantiles of the excess risk of the same form as the upper bound in Theorem 3, but with the supremum replaced by an infimum. Roughly speaking, this gap is due to the fact that the sequence of ERMs can “oscillate” between optimal feature maps. This problem already appears if one considers only two features maps which are both optimal, and to the best of our knowledge no matching upper and lower bounds on the quantiles of the excess risk are known even in this simple case. On the non-asymptotic front, we note that even in the linear regression case, Theorem 2, there is no known matching lower bound to the upper bound we presented. One may sacrifice interpretability and instead use a tighter upper bound in terms of the quantiles of $\||g(X, Y)\||_{\Sigma^{-1}}^{2}$, which can be reversed up to an absolute constant and a different dependence on $\delta$, under the sample size restriction of the theorem. Moving from the linear regression setting to the case of multiple feature maps we study is more delicate however, and the iterative localization method of [Kol06] we used only yields upper bounds, and sheds little light on lower bounds. Despite this shortcoming, as we have emphasized in the paper, the upper bound we derived in Theorem 4 is asymptotically tight in that it is consistent with the asymptotic behavior of the excess risk we derived in Theorem 3 and Corollary 1. If the reviewer thinks the above discussion on lower-bounds is interesting, we would be happy to include it in the final version.

Reviewer rL5m2024-08-09

1. Please delete the discussion about the potential to explain [Zha+21]. In fact, [Zha+21] shows that even though the training procedure may overfit the training data, the trained model can still generalize (a.k.a., double descent), which motivates the idea of representation learning, such as neural collapse. However, I do not see the potential of using this paper to explain the double descent phenomenon in deep learning. 2.Regarding optimality, STL focuses more on sample complexity in the non-asymptotic sense, such as the minimax optimal rate, which is also mentioned by the author in the introduction. The minimax lower bound is not provided in the current version, which I believe should be the most interesting aspect of an STL paper. Overall, the derived theory does not significantly contribute to the field of representation learning, and regarding STL, the bound is not minimax optimal. Therefore, I will keep my score as is.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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