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Stability (learning theory)


Stability, also known as algorithmic stability, is a notion in computational learning theory of how a machine learning algorithm is perturbed by small changes to its inputs. A stable learning algorithm is one for which the prediction does not change much when the training data is modified slightly. For instance, consider a machine learning algorithm that is being trained to recognize handwritten letters of the alphabet, using 1000 examples of handwritten letters and their labels ("A" to "Z") as a training set. One way to modify this training set is to leave out an example, so that only 999 examples of handwritten letters and their labels are available. A stable learning algorithm would produce a similar classifier with both the 1000-element and 999-element training sets.

Stability can be studied for many types of learning problems, from language learning to inverse problems in physics and engineering, as it is a property of the learning process rather than the type of information being learned. The study of stability gained importance in computational learning theory in the 2000s when it was shown to have a connection with generalization. It was shown that for large classes of learning algorithms, notably empirical risk minimization algorithms, certain types of stability ensure good generalization.

A central goal in designing a machine learning system is to guarantee that the learning algorithm will generalize, or perform accurately on new examples after being trained on a finite number of them. In the 1990s, milestones were made in obtaining generalization bounds for supervised learning algorithms. The technique historically used to prove generalization was to show that an algorithm was consistent, using the uniform convergence properties of empirical quantities to their means. This technique was used to obtain generalization bounds for the large class of empirical risk minimization (ERM) algorithms. An ERM algorithm is one that selects a solution from a hypothesis space in such a way to minimize the empirical error on a training set .


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