Annals of Statistics

Exact lower bounds for the agnostic probably-approximately-correct (PAC) machine learning model

Aryeh Kontorovich and Iosif Pinelis

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We provide an exact nonasymptotic lower bound on the minimax expected excess risk (EER) in the agnostic probably-approximately-correct (PAC) machine learning classification model and identify minimax learning algorithms as certain maximally symmetric and minimally randomized “voting” procedures. Based on this result, an exact asymptotic lower bound on the minimax EER is provided. This bound is of the simple form $c_{\infty}/\sqrt{\nu}$ as $\nu\to\infty$, where $c_{\infty}=0.16997\dots$ is a universal constant, $\nu=m/d$, $m$ is the size of the training sample and $d$ is the Vapnik–Chervonenkis dimension of the hypothesis class. It is shown that the differences between these asymptotic and nonasymptotic bounds, as well as the differences between these two bounds and the maximum EER of any learning algorithms that minimize the empirical risk, are asymptotically negligible, and all these differences are due to ties in the mentioned “voting” procedures. A few easy to compute nonasymptotic lower bounds on the minimax EER are also obtained, which are shown to be close to the exact asymptotic lower bound $c_{\infty}/\sqrt{\nu}$ even for rather small values of the ratio $\nu=m/d$. As an application of these results, we substantially improve existing lower bounds on the tail probability of the excess risk. Among the tools used are Bayes estimation and apparently new identities and inequalities for binomial distributions.

Article information

Ann. Statist., Volume 47, Number 5 (2019), 2822-2854.

Received: June 2016
Revised: December 2017
First available in Project Euclid: 3 August 2019

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 68T05: Learning and adaptive systems [See also 68Q32, 91E40] 62C20: Minimax procedures 62C10: Bayesian problems; characterization of Bayes procedures 62C12: Empirical decision procedures; empirical Bayes procedures 62G20: Asymptotic properties 62H30: Classification and discrimination; cluster analysis [See also 68T10, 91C20]
Secondary: 62G10: Hypothesis testing 62C20: Minimax procedures 91A35: Decision theory for games [See also 62Cxx, 91B06, 90B50] 60C05: Combinatorial probability

PAC learning theory classification generalization error minimax decision rules Bayes decision rules empirical estimators binomial distribution


Kontorovich, Aryeh; Pinelis, Iosif. Exact lower bounds for the agnostic probably-approximately-correct (PAC) machine learning model. Ann. Statist. 47 (2019), no. 5, 2822--2854. doi:10.1214/18-AOS1766.

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