Risk Bounds for Over-parameterized Maximum Margin Classification on
Sub-Gaussian Mixtures
- URL: http://arxiv.org/abs/2104.13628v1
- Date: Wed, 28 Apr 2021 08:25:16 GMT
- Title: Risk Bounds for Over-parameterized Maximum Margin Classification on
Sub-Gaussian Mixtures
- Authors: Yuan Cao and Quanquan Gu and Mikhail Belkin
- Abstract summary: We study the phenomenon of the maximum margin classifier for linear classification problems.
Our results precisely characterize the condition under which benign overfitting can occur.
- Score: 100.55816326422773
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Modern machine learning systems such as deep neural networks are often highly
over-parameterized so that they can fit the noisy training data exactly, yet
they can still achieve small test errors in practice. In this paper, we study
this "benign overfitting" (Bartlett et al. (2020)) phenomenon of the maximum
margin classifier for linear classification problems. Specifically, we consider
data generated from sub-Gaussian mixtures, and provide a tight risk bound for
the maximum margin linear classifier in the over-parameterized setting. Our
results precisely characterize the condition under which benign overfitting can
occur in linear classification problems, and improve on previous work. They
also have direct implications for over-parameterized logistic regression.
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