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Tight Risk Bounds for Multi-Class Margin Classifiers (1507.03040v3)

Published 10 Jul 2015 in stat.ML and cs.LG

Abstract: We consider a problem of risk estimation for large-margin multi-class classifiers. We propose a novel risk bound for the multi-class classification problem. The bound involves the marginal distribution of the classifier and the Rademacher complexity of the hypothesis class. We prove that our bound is tight in the number of classes. Finally, we compare our bound with the related ones and provide a simplified version of the bound for the multi-class classification with kernel based hypotheses.

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