A Case of Exponential Convergence Rates for SVM
- URL: http://arxiv.org/abs/2205.10055v2
- Date: Mon, 22 May 2023 23:57:23 GMT
- Title: A Case of Exponential Convergence Rates for SVM
- Abstract summary: Generalization guarantees of classification have historically been offered by Vapnik-Chervonenkis theory.
We show that SVM can exhibit exponential convergence rates even without assuming the hard Tsybakov margin condition.
- Score: 1.52292571922932
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Classification is often the first problem described in introductory machine
learning classes. Generalization guarantees of classification have historically
been offered by Vapnik-Chervonenkis theory. Yet those guarantees are based on
intractable algorithms, which has led to the theory of surrogate methods in
classification. Guarantees offered by surrogate methods are based on
calibration inequalities, which have been shown to be highly sub-optimal under
some margin conditions, failing short to capture exponential convergence
phenomena. Those "super" fast rates are becoming to be well understood for
smooth surrogates, but the picture remains blurry for non-smooth losses such as
the hinge loss, associated with the renowned support vector machines. In this
paper, we present a simple mechanism to obtain fast convergence rates and we
investigate its usage for SVM. In particular, we show that SVM can exhibit
exponential convergence rates even without assuming the hard Tsybakov margin
condition.
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