Empirical margin distributions and bounding the generalization error of combined classifiers

Vladimir Koltchinskii, Dmitry Panchenko

Published 2004-05-18Version 1

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers, such as boosting and bagging. The bounds are in terms of the empirical distribution of the margin of the combined classifier. They are based on the methods of the theory of Gaussian and empirical processes (comparison inequalities, symmetrization method, concentration inequalities) and they improve previous results of Bartlett (1998) on bounding the generalization error of neural networks in terms of l_1-norms of the weights of neurons and of Schapire, Freund, Bartlett and Lee (1998) on bounding the generalization error of boosting. We also obtain rates of convergence in Levy distance of empirical margin distribution to the true margin distribution uniformly over the classes of classifiers and prove the optimality of these rates.