  We introduce an asymmetric distance in the space of learning tasks, and a
framework to compute their complexity. These concepts are foundational for the
practice of transfer learning, whereby a parametric model is pre-trained for a
task, and then fine-tuned for another. The framework we develop is
non-asymptotic, captures the finite nature of the training dataset, and allows
distinguishing learning from memorization. It encompasses, as special cases,
classical notions from Kolmogorov complexity, Shannon, and Fisher Information.
However, unlike some of those frameworks, it can be applied to large-scale
models and real-world datasets. Our framework is the first to measure
complexity in a way that accounts for the effect of the optimization scheme,
which is critical in Deep Learning.
