No free lunch and inductive bias

Averaged over every possible world, every learning algorithm is exactly as good as a coin on data it hasn't seen. State the no-free-lunch theorems carefully — Wolpert's and the textbook version — and see why assumptions are not a weakness of learning but its engine.

40 min

After this lesson you can

  • State Wolpert's (1996) no-free-lunch result for off-training-set error and say what is averaged over
  • State the Shalev-Shwartz–Ben-David no-free-lunch theorem and sketch its proof
  • Decompose the risk of ERM into approximation and estimation error, and explain the bias–complexity trade-off
  • Explain how architectures encode inductive biases, with convolution as the example
  • State the Occam / minimum-description-length bound and the condition that makes it valid

In this lesson

  1. Wolpert’s theorem: every learner is a coin, on average
  2. The picture: two biases, three worlds
  3. The textbook version: every learner has a nemesis
  4. Inductive bias: the only way out
  5. Occam’s razor, made precise
  6. In code
  7. Limits and open questions

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