Hypothesis Selection via Weighted Medians

Abstract:Given $n$ distributions (hypotheses) $\mathcal H=\{H_1,\ldots,H_n\}$ and samples from an unknown target distribution $P$, proper hypothesis selection seeks a distribution whose total variation distance to $P$ is close to the best achievable within the known distributions. We give an algorithm that, using $O(\varepsilon^{-2}\log(n/\delta))$ target samples, running in $O(n\varepsilon^{-2}\log(n/\delta))$ time, with probability at least $1-\delta$, returns $H_{\hat i}$ satisfying $d_\mathrm{TV}(P,H_{\hat i})\leq 3\min_{i\in[n]}d_\mathrm{TV}(P,H_i)+\varepsilon.$ The algorithm achieves the optimal approximation factor and sample complexity. The running time improves the dependence on the failure probability from polynomial to logarithmic in the state-of-the-art bound $\tilde{O}(n\varepsilon^{-2}\delta^{-1})$ of Aamand, Aliakbarpour, Chen, and Silwal (COLT 2026), thereby answering their Question~2.

Data Structures and Algorithms (cs.DS); Machine Learning (cs.LG)

arXiv:2610.20375 [cs.DS]

(or arXiv:2610.20375v1 [cs.DS] for this version)

https://doi.org/10.48550/arXiv.2610.20375 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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