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 Ufimsk. Mat. Zh., 2018, Volume 10, Issue 1, Pages 50–65 (Mi ufa417)

Combinatorial bounds of overfitting for threshold classifiers

Sh. Kh. Ishkina

Federal Research Center “Computer Science and Control” of RAS, Vavilova str. 44/2, 119333, Moscow, Russia

Abstract: Estimating the generalization ability is a fundamental objective of statistical learning theory. However, accurate and computationally efficient bounds are still unknown even for many very simple cases. In this paper, we study one-dimensional threshold decision rules. We use the combinatorial theory of overfitting based on a single probabilistic assumption that all partitions of a set of objects into an observed training sample and a hidden test sample are of equal probability. We propose a polynomial algorithm for computing both probability of overfitting and of complete cross-validation. The algorithm exploits the recurrent calculation of the number of admissible paths while walking over a three-dimensional lattice between two prescribed points with restrictions of special form. We compare the obtain sharp estimate of the generalized ability and demonstrate that the known upper bound are too overstated and they can not be applied for practical problems.

Keywords: computational learning theory, empirical risk minimization, combinatorial theory of overfitting, probability of overfitting, complete cross-validation, generalization ability, threshold classifier, computational complexity.

 Funding Agency Grant Number Russian Foundation for Basic Research 15-37-50350_ìîë_íð14-07-00847_à The work is supported by RFBR under projects no. 15-37-50350 mol nr and no. 14-07-00847.

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English version:
Ufa Mathematical Journal, 2018, 10:1, 49–63 (PDF, 471 kB); https://doi.org/10.13108/2018-10-1-49

Bibliographic databases:

Document Type: Article
UDC: 519.25
MSC: 68Q32, 60C05

Citation: Sh. Kh. Ishkina, “Combinatorial bounds of overfitting for threshold classifiers”, Ufimsk. Mat. Zh., 10:1 (2018), 50–65; Ufa Math. J., 10:1 (2018), 49–63

Citation in format AMSBIB
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