arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.07729cs.LGmath.STstat.MLstat.TH
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多类分类的理论透视:高维渐近观点

Theoretical Insights Into Multiclass Classification: A High-dimensional Asymptotic View

University of California, Santa Barbara(加州大学圣巴巴拉分校);University of California, Riverside(加州大学河滨分校);University of Southern California(南加州大学)

Christos Thrampoulidis, Samet Oymak, Mahdi Soltanolkotabi

摘要:

当代机器学习应用通常涉及具有许多类的分类任务。尽管分类算法被广泛使用,但仍然缺乏对分类算法的统计特性和行为的精确理解,特别是在类别数量相当大的现代制度中。在本文中,我们在这个方向上迈出了一步,提供了第一个渐近精确的线性多类分类分析。我们的理论分析使我们能够精确地描述测试误差如何在不同的训练算法,数据分布,问题维度以及类数,类间/类内相关性和类先验之间变化。具体来说,我们的分析表明,分类精度高度依赖于分布,不同的算法可以针对不同的数据分布和/或训练/特征大小实现最佳性能。与线性回归/二元分类不同,多类分类中的测试误差依赖于训练模型的复杂函数(例如,一些训练权重之间的相关性),其渐近行为难以表征。这种挑战已经存在于简单的分类器中,例如那些最小化平方损失的分类器。我们新颖的理论技术使我们能够克服其中的一些挑战。所获得的见解可能为精确理解本文研究之外的其他分类算法铺平道路。

英文摘要:

Contemporary machine learning applications often involve classification tasks with many classes. Despite their extensive use, a precise understanding of the statistical properties and behavior of classification algorithms is still missing, especially in modern regimes where the number of classes is rather large. In this paper, we take a step in this direction by providing the first asymptotically precise analysis of linear multiclass classification. Our theoretical analysis allows us to precisely characterize how the test error varies over different training algorithms, data distributions, problem dimensions as well as number of classes, inter/intra class correlations and class priors. Specifically, our analysis reveals that the classification accuracy is highly distribution-dependent with different algorithms achieving optimal performance for different data distributions and/or training/features sizes. Unlike linear regression/binary classification, the test error in multiclass classification relies on intricate functions of the trained model (e.g., correlation between some of the trained weights) whose asymptotic behavior is difficult to characterize. This challenge is already present in simple classifiers, such as those minimizing a square loss. Our novel theoretical techniques allow us to overcome some of these challenges. The insights gained may pave the way for a precise understanding of other classification algorithms beyond those studied in this paper.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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