Algorithmic stability via ensembling
Rina Foygel Barber, Richard J. Samworth
Abstract
Algorithmic stability refers to the property of an algorithm being insensitive to perturbations of the input data, where the type of perturbation may vary depending on the setting. In this work, we develop a general framework to quantify the extent to which any ensembling strategy defined via averaging can yield stability guarantees for any type of data perturbation. Our main theoretical result is a guarantee on the stability of this ensembled algorithm, given in terms of the norm of a certain covariance operator that describes the ensembling process. We show how our general framework yields interpretable and intuitive insights in several examples of perturbations of practical interest, and provides much sharper guarantees than those obtained from privacy considerations.