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No Free Lunch Theorems

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Notes introducing two sets of theorems known as No Free Lunch Theorem:

  1. Wolpert's original ones, from his seminal 1996 paper
  2. One found under this name in Shalev-Shwartz & Ben-David's 2014 textbook on theoretical machine learning (related to lower-bounds on VC theory)

Goals

Main goals are:

  1. see the theorems as related to the philosophical problem of induction
  2. understand what these theorems, which are commonly thrown around in online discussions, do and do not imply

The theorems are stated and discussed, but proofs are omitted.

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Notes for a talk on No Free Lunch Theorems

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