We consider a standard binary classification problem. The performance of any binary classifier based on the training data is characterized by the excess risk. We study Bahadur's type exponential bounds on the minimax accuracy confidence function based on the excess risk. We study how this quantity depends on the complexity of the class of distributions characterized by exponents of entropies of the class of regression functions or of the class of Bayes classifiers corresponding to the distributions from the class. We also study its dependence on margin parameters of the classification problem.
Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families
University of California at Berkeley(加州大学伯克利分校);Queensland University of Technology(昆士兰科技大学);CWI(荷兰数学与计算机科学研究院);Copenhagen Business College(哥本哈根商学院);Poznań University of Technology(波兹南理工大学)
This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related high-level mathematical structures, such as the Bregman-Tweedie loss function and the Bregman-Tweedie divergence. The base function of this divergence is the convex function of Legendre type induced from the extended exponential function. The Bregman-Tweedie loss function of the proposed classification model is the regular Legendre transformation of the Breg…
Exponential convergence of testing error for stochastic gradient methods
INRIA(法国国家信息与自动化研究所);Département d’Informatique de l’ENS(巴黎高等师范学院计算机系);Ecole Normale Supérieure(巴黎高等师范学院);CNRS(法国国家科学研究中心);PSL Research University(巴黎文理研究大学)
Resampled Confidence Regions with Exponential Shrinkage for the Regression Function of Binary Classification
Institute for Computer Science and Control (SZTAKI), Hungarian Research Network (HUN-REN)(计算机科学与控制研究所(SZTAKI)、匈牙利研究网络(HUN-REN));Dept. of Probability Theory and Statistics, Institute of Mathematics, Eötvös Loránd University (ELTE)(概率论与统计系,数学研究所,埃格德·洛朗德大学(ELTE))