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arXiv 2002.11544stat.MLcond-mat.dis-nncs.LGmath.STstat.TH

The role of regularization in classification of high-dimensional noisy Gaussian mixture

Université Paris-Saclay(巴黎萨克雷大学);CNRS(法国国家科学研究中心);CEA(法国原子能和替代能源委员会);Institut de physique théorique(理论物理研究所);Laboratoire de Physique de l’Ecole normale supérieure(巴黎高等师范学院物理实验室);ENS(巴黎高等师范学院);Université PSL(巴黎文理研究大学);Sorbonne Université(索邦大学);Université de Paris(巴黎大学);John A. Paulson School of Engineering and Applied Sciences, Harvard University(哈佛大学约翰·A·保尔森工程与应用科学学院)

Francesca Mignacco, Florent Krzakala, Yue M. Lu, Lenka Zdeborová

英文摘要:

We consider a high-dimensional mixture of two Gaussians in the noisy regime where even an oracle knowing the centers of the clusters misclassifies a small but finite fraction of the points. We provide a rigorous analysis of the generalization error of regularized convex classifiers, including ridge, hinge and logistic regression, in the high-dimensional limit where the number $n$ of samples and their dimension $d$ go to infinity while their ratio is fixed to $α= n/d$. We discuss surprising effects of the regularization that in some cases allows to reach the Bayes-optimal performances. We also illustrate the interpolation peak at low regularization, and analyze the role of the respective sizes of the two clusters.

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