Abstract:Learned reweighting (LRW) approaches to supervised learning use an optimization criterion to assign weights for training instances, in order to maximize performance on a representative validation dataset. We pose and formalize the problem of optimized selection of the validation set used in LRW training, to improve classifier generalization. In particular, we show that using hard-to-classify instances in the validation set has both a theoretical connection to, and strong empirical evidence of generalization. We provide an efficient algorithm for training this meta-optimized model, as well as a simple train-twice heuristic for careful comparative study. We demonstrate that LRW with easy validation data performs consistently worse than LRW with hard validation data, establishing the validity of our meta-optimization problem. Our proposed algorithm outperforms a wide range of baselines on a range of datasets and domain shift challenges (Imagenet-1K, CIFAR-100, Clothing-1M, CAMELYON, WILDS, etc.), with ~1% gains using VIT-B on Imagenet. We also show that using naturally hard examples for validation (Imagenet-R / Imagenet-A) in LRW training for Imagenet improves performance on both clean and naturally hard test instances by 1-2%. Secondary analyses show that using hard validation data in an LRW framework improves margins on test data, hinting at the mechanism underlying our empirical gains. We believe this work opens up new research directions for the meta-optimization of meta-learning in a supervised learning context.