论文标题

可分离数据上广义边缘最大化器(GMM)的性能分析

The Performance Analysis of Generalized Margin Maximizer (GMM) on Separable Data

论文作者

Salehi, Fariborz, Abbasi, Ehsan, Hassibi, Babak

论文摘要

逻辑模型通常用于二进制分类任务。此类模型的成功通常归因于它们与最大似然估计器的联系。已经表明,梯度下降算法应用于逻辑损失时,会收敛到最大边缘分类器(又称Hard-Margin SVM)。最近已经分析了最大利润分类器的性能。受这些结果的启发,在本文中,我们介绍并研究了一个更通用的环境,其中逻辑模型的基础参数具有某些结构(稀疏,块,较低,低率等),并引入了更通用的框架(该框架称为“广义边缘最大化器”,GMM)。虽然经典的Max-Margin分类器最小化参数矢量的$ 2 $ norm,但要线性分开数据,GMM将参数向量的任何任意凸功能最小化。我们通过非线性方程系统的解决方案对GMM的性能进行精确分析。我们还为三种特殊情况提供了一项详细的研究:($ 1 $)$ \ ell_2 $ -gmm,即Max-Margin分类器,($ 2 $)$ \ ell_1 $ -gmm,它鼓励稀疏,($ 3 $)$ \ ell _ {\ ell _ {\ elfty} $ - gmm- gmm- gmm- gmm- gmm- gmm- gmm- gmm- gmm- gmm- gmm gmmm gmm gmm gmmm通常在参数varepector is parame vector is by bary is bariny Enteries时使用。我们的理论结果通过一系列参数值,问题实例和模型结构的广泛仿真结果来验证。

Logistic models are commonly used for binary classification tasks. The success of such models has often been attributed to their connection to maximum-likelihood estimators. It has been shown that gradient descent algorithm, when applied on the logistic loss, converges to the max-margin classifier (a.k.a. hard-margin SVM). The performance of the max-margin classifier has been recently analyzed. Inspired by these results, in this paper, we present and study a more general setting, where the underlying parameters of the logistic model possess certain structures (sparse, block-sparse, low-rank, etc.) and introduce a more general framework (which is referred to as "Generalized Margin Maximizer", GMM). While classical max-margin classifiers minimize the $2$-norm of the parameter vector subject to linearly separating the data, GMM minimizes any arbitrary convex function of the parameter vector. We provide a precise analysis of the performance of GMM via the solution of a system of nonlinear equations. We also provide a detailed study for three special cases: ($1$) $\ell_2$-GMM that is the max-margin classifier, ($2$) $\ell_1$-GMM which encourages sparsity, and ($3$) $\ell_{\infty}$-GMM which is often used when the parameter vector has binary entries. Our theoretical results are validated by extensive simulation results across a range of parameter values, problem instances, and model structures.

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