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arXiv · 1206.3072

Statistical Consistency of Finite-dimensional Unregularized Linear Classification

Abstract

This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through feature maps; in this way, in addition to treating the consistency of logistic regression, this analysis also handles boosting over a finite weak learning class with, for instance, the exponential, logistic, and hinge losses. In this finite-dimensional setting, it is still possible to fit arbitrary decision boundaries: scaling the complexity of the weak learning class with the sample size leads to the optimal classification risk almost surely.

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BibTeXRIS

Matus Telgarsky. 2012-06-14. Statistical Consistency of Finite-dimensional Unregularized Linear Classification. https://arxiv.org/abs/1206.3072

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