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Single Point Transductive Prediction
Nilesh Tripuraneni · Lester Mackey

Wed Jul 15 10:00 AM -- 10:45 AM & Wed Jul 15 09:00 PM -- 09:45 PM (PDT) @ None #None
Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next test point $\mathbf{x}_{\star}$ be exploited to improve prediction accuracy? We address this question in the context of linear prediction, showing how techniques from semi-parametric inference can be used transductively to combat regularization bias. We first lower bound the $\mathbf{x}_{\star}$ prediction error of ridge regression and the Lasso, showing that they must incur significant bias in certain test directions. We then provide non-asymptotic upper bounds on the $\mathbf{x}_{\star}$ prediction error of two transductive prediction rules. We conclude by showing the efficacy of our methods on both synthetic and real data, highlighting the improvements single point transductive prediction can provide in settings with distribution shift.

Author Information

Nilesh Tripuraneni (UC Berkeley)
Lester Mackey (Microsoft Research)
Lester Mackey

Lester Mackey is a machine learning researcher at Microsoft Research, where he develops new tools, models, and theory for large-scale learning tasks driven by applications from healthcare, climate, recommender systems, and the social good. Lester moved to Microsoft from Stanford University, where he was an assistant professor of Statistics and (by courtesy) of Computer Science. He earned his PhD in Computer Science and MA in Statistics from UC Berkeley and his BSE in Computer Science from Princeton University. He co-organized the second place team in the \$1M. Netflix Prize competition for collaborative filtering, won the \$50K Prise4Life ALS disease progression prediction challenge, won prizes for temperature and precipitation forecasting in the yearlong real-time \$800K Subseasonal Climate Forecast Rodeo, and received a best student paper award at the International Conference on Machine Learning.

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