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arXiv 2108.06339cs.LGmath.PRstat.ML
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随机投影分类方法的逼近与泛化性质

Approximation and generalization properties of the random projection classification method

Mireille Boutin, Evzenie Coupkova

AI总结:

该研究针对低复杂度随机投影分类器,分析其逼近能力与泛化间隙,证明其误差可收敛至贝叶斯误差,且泛化间隙上界更优,为部分分类问题提供了泛化性能提升的新思路。

摘要:

分类器的泛化间隙与其所属函数集的复杂度相关。我们研究了一类低复杂度分类器,其构造方式为对随机一维特征进行阈值化。该特征通过将数据嵌入到由阶数不超过k的单项式参数化的高维空间后,投影到一条随机直线上得到。更具体地,扩展数据会被投影n次,并根据这些分类器在训练数据上的表现,从n个分类器中选出最优的一个。我们证明这类分类器具有极强的灵活性:在已知类别条件密度的完整信息且满足温和条件的情况下,当k和n趋于无穷时,这些分类器的误差会收敛到最优(贝叶斯)误差。我们还给出了这类随机分类器的泛化间隙上界。通常而言,这些上界优于所有VC维大于O(ln n)的分类器的泛化间隙上界。特别地,这些上界表明,除非投影次数n极大,否则随机投影方法的泛化间隙显著小于扩展空间中线性分类器的泛化间隙。因此,对于某些分类问题(例如具有大罗生门比率的问题),与从类别中选择最优参数相比,随机选择参数可能在泛化性能上带来大幅提升。

英文摘要:

The generalization gap of a classifier is related to the complexity of the set of functions among which the classifier is chosen. We study a family of low-complexity classifiers consisting of thresholding a random one-dimensional feature. The feature is obtained by projecting the data on a random line after embedding it into a higher-dimensional space parametrized by monomials of order up to k. More specifically, the extended data is projected n-times and the best classifier among those n, based on its performance on training data, is chosen. We show that this type of classifier is extremely flexible as, given full knowledge of the class conditional densities, under mild conditions, the error of these classifiers would converge to the optimal (Bayes) error as k and n go to infinity. We also bound the generalization gap of the random classifiers. In general, these bounds are better than those for any classifier with VC dimension greater than O(ln n). In particular, the bounds imply that, unless the number of projections n is extremely large, the generalization gap of the random projection approach is significantly smaller than that of a linear classifier in the extended space. Thus, for certain classification problems (e.g., those with a large Rashomon ratio), there is a potntially large gain in generalization properties by selecting parameters at random, rather than selecting the best one amongst the class.

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