Tight risk bounds for multi-class margin classifiers


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Abstract

We consider a problem of risk estimation for large-margin multi-class classifiers. We propose a novel risk bound for the multi-class classification problem. The bound involves the marginal distribution of the classifier and the Rademacher complexity of the hypothesis class. We prove that our bound is tight in the number of classes. Finally, we compare our bound with the related ones and provide a simplified version of the bound for the multi-class classification with kernel based hypotheses.

About the authors

Yu. Maximov

Skolkovo Institute of Science and Technology Skolkovo Innovation Center

Author for correspondence.
Email: yurymaximov@iitp.ru
Russian Federation, Building 3, Moscow, 143026

D. Reshetova

Predictive Modeling and Optimization Department Institute of Information Transmission Problems; Predictive Modeling and Optimization Laboratory Moscow Institute of Physics and Technology

Email: yurymaximov@iitp.ru
Russian Federation, Bol’shoi Karetnyi 19/1, Moscow, 127051; Kerchenskaya ul. 1a/1, Moscow, 117303

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