10.1184/R1/6476429.v1 Zoltan Szabo Zoltan Szabo Arthur Gretton Arthur Gretton Barnabas Poczos Barnabas Poczos Bharath Sriperumbudur Bharath Sriperumbudur Two-stage sampled learning theory on distributions Carnegie Mellon University 2015 Machine Learning 2015-01-01 00:00:00 Journal contribution https://kilthub.cmu.edu/articles/journal_contribution/Two-stage_sampled_learning_theory_on_distributions/6476429 <p>We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their generalization performance in specific learning tasks. Learning problems formulated on distributions have an inherent two-stage sampled diffi- culty: in practice only samples from sampled distributions are observable, and one has to build an estimate on similarities computed between sets of points. To the best of our knowledge, the only existing method with consistency guarantees for distribution regression requires kernel density estimation as an intermediate step (which suffers from slow convergence issues in high dimensions), and the domain of the distributions to be compact Euclidean. In this paper, we provide theoretical guarantees for a remarkably simple algorithmic alternative to solve the distribution regression problem: embed the distributions to a reproducing kernel Hilbert space, and learn a ridge regressor from the embeddings to the outputs. Our main contribution is to prove the consistency of this technique in the two-stage sampled setting under mild conditions (on separable, topological domains endowed with kernels). For a given total number of observations, we derive convergence rates as an explicit function of the problem difficulty. As a special case, we answer a 15- year-old open question: we establish the consistency of the classical set kernel [Haussler, 1999; G¨artner et. al, 2002] in regression, and cover more recent kernels on distributions, including those due to [Christmann and Steinwart, 2010].</p>