Optimal Margin Distribution Machine

Abstract: Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical results, however, disclosed that maximizing the minimum margin does not necessarily lead to better generalization performances, and instead, the margin distribution has been proven to be more crucial. Based on this idea, we propose a new method, named Optimal margin Distribution Machine (ODM), which tries to achieve a better generalization performance by optimizing the margin distribution. We characterize the margin distribution by the first- and second-order statistics, i.e., the margin mean and variance. The proposed method is a general learning approach which can be used in any place where SVM can be applied, and their superiority is verified both theoretically and empirically in this paper.