Generalization bounds for averaged classifiers

dc.creatorFreund, Yoav
dc.creatorMansour, Yishay
dc.creatorSchapire, Robert E.
dc.date2004-10-05
dc.date.accessioned2026-07-07T08:06:32Z
dc.date.available2026-07-07T08:06:32Z
dc.descriptionWe study a simple learning algorithm for binary classification. Instead of predicting with the best hypothesis in the hypothesis class, that is, the hypothesis that minimizes the training error, our algorithm predicts with a weighted average of all hypotheses, weighted exponentially with respect to their training error. We show that the prediction of this algorithm is much more stable than the prediction of an algorithm that predicts with the best hypothesis. By allowing the algorithm to abstain from predicting on some examples, we show that the predictions it makes when it does not abstain are very reliable. Finally, we show that the probability that the algorithm abstains is comparable to the generalization error of the best hypothesis in the class.
dc.descriptionPublished by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/009053604000000058
dc.identifierhttps://arxiv.org/abs/math/0410092
dc.identifierhttp://arxiv.org/abs/math/0410092
dc.identifierAnnals of Statistics 2004, Vol. 32, No. 4, 1698-1722
dc.identifierdoi:10.1214/009053604000000058
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130638
dc.subjectStatistics Theory
dc.subject62C12 (Primary)
dc.titleGeneralization bounds for averaged classifiers
dc.typetext

Files

Collections