1. The MLE is minimax optimal for LGC
- Author
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Cohen, Doron, Kontorovich, Aryeh, and Weiss, Roi
- Subjects
Mathematics - Statistics Theory ,Computer Science - Machine Learning ,Statistics - Methodology - Abstract
We revisit the recently introduced Local Glivenko-Cantelli setting, which studies distribution-dependent uniform convegence rates of the Maximum Likelihood Estimator (MLE). In this work, we investigate generalizations of this setting where arbitrary estimators are allowed rather than just the MLE. Can a strictly larger class of measures be learned? Can better risk decay rates be obtained? We provide exhaustive answers to these questions -- which are both negative, provided the learner is barred from exploiting some infinite-dimensional pathologies. On the other hand, allowing such exploits does lead to a strictly larger class of learnable measures.
- Published
- 2024