全部版块 我的主页
论坛 经济学人 二区 外文文献专区
544 0
2022-04-06
摘要翻译:
本文研究了多类边缘分类器泛化误差的收敛速度。特别地,我们发展了一个上限理论来量化各种大裕度分类器的泛化误差。该理论允许处理一般的边缘损失,凸或非凸,存在或不存在一个支配类。建立了三个主要结果。首先,对于任何固定的裕度损失,关于候选决策函数类的选择,在理想的和实际的推广性能之间可能存在一种折衷,这种折衷取决于近似误差和估计误差之间的折衷。实际上,不同的保证金损失导致在具体情况下的理想或实际表现不同。其次,我们证明了在线性学习问题中,收敛速度可以随输入/输出对的联合分布而任意加快。这超出了预期的利率$O(n^{-1})$。第三,我们建立了几个边缘分类器在特征选择中的收敛速度,允许候选变量的数目$P$大大超过样本量$n$但不超过$\exp(n)$。
---
英文标题:
《Generalization error for multi-class margin classification》
---
作者:
Xiaotong Shen, Lifeng Wang
---
最新提交年份:
2007
---
分类信息:

一级分类:Mathematics        数学
二级分类:Statistics Theory        统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
--
一级分类:Statistics        统计学
二级分类:Statistics Theory        统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
--

---
英文摘要:
  In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of various large margin classifiers. The theory permits a treatment of general margin losses, convex or nonconvex, in presence or absence of a dominating class. Three main results are established. First, for any fixed margin loss, there may be a trade-off between the ideal and actual generalization performances with respect to the choice of the class of candidate decision functions, which is governed by the trade-off between the approximation and estimation errors. In fact, different margin losses lead to different ideal or actual performances in specific cases. Second, we demonstrate, in a problem of linear learning, that the convergence rate can be arbitrarily fast in the sample size $n$ depending on the joint distribution of the input/output pair. This goes beyond the anticipated rate $O(n^{-1})$. Third, we establish rates of convergence of several margin classifiers in feature selection with the number of candidate variables $p$ allowed to greatly exceed the sample size $n$ but no faster than $\exp(n)$.
---
PDF链接:
https://arxiv.org/pdf/708.3556
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群