Average Stability is Invariant to Data Preconditioning. Implications to Exp-concave Empirical Risk Minimization

15 Jan 2016 Alon Gonen Shai Shalev-Shwartz

We show that the average stability notion introduced by \cite{kearns1999algorithmic, bousquet2002stability} is invariant to data preconditioning, for a wide class of generalized linear models that includes most of the known exp-concave losses. In other words, when analyzing the stability rate of a given algorithm, we may assume the optimal preconditioning of the data... (read more)

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