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Tight Sample Complexity of Large-Margin Learning

2010-12-01 · NeurIPS 2010 12 · Sivan Sabato, Nathan Srebro, Naftali Tishby

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the gamma-adapted-dimension, which is a simple function of the spectrum of a distribution's covariance matrix, and show distribution-specific upper and lower bounds on the sample complexity, both governed by the gamma-adapted-dimension of the source distribution. We conclude that this new quantity tightly characterizes the true sample complexity of large-margin classification. The bounds hold for a rich family of sub-Gaussian distributions.

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ClassificationGeneral ClassificationL2 Regularization

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