Work

Occam's hammer: a link between randomized learning and multiple testing FDR control

Year: 2006
Type: preprint
Abstract: We establish a generic theoretical tool to construct probabilistic bounds for algorithms where the output is a subset of objects from an initial pool of candidates (or more generally, a probability distribution on said pool). This general device, dubbed "Occam's hammer'', acts as a meta layer when a probabilistic bound is already known on the objects of the pool taken individually, and aims at controlling the proportion of the objects in the set output not satisfying their individual bound. In this regard, it can be seen as a non-trivial generalization of the "union bound with a prior'' ("Occam's razor''), a familiar tool in learning theory. We give applications of this principle to randomized classifiers (providing an interesting alternative approach to PAC-Bayes bounds) and multiple testing (where it allows to retrieve exactly and extend the so-called Benjamini-Yekutieli testing procedure).
Language: English
Open Access status: green
OpenAlex ID: W1597957007
Cites: 5
Cited by: 1
Related to: 10