Risk Bounds for Over-parameterized Maximum Margin Classification on Sub-Gaussian MixturesDownload PDF

21 May 2021, 20:48 (modified: 30 Dec 2021, 08:42)NeurIPS 2021 PosterReaders: Everyone
Keywords: maximum margin classification, over-parameterization, benign overfitting
Abstract: Modern machine learning systems such as deep neural networks are often highly over-parameterized so that they can fit the noisy training data exactly, yet they can still achieve small test errors in practice. In this paper, we study this "benign overfitting" phenomenon of the maximum margin classifier for linear classification problems. Specifically, we consider data generated from sub-Gaussian mixtures, and provide a tight risk bound for the maximum margin linear classifier in the over-parameterized setting. Our results precisely characterize the condition under which benign overfitting can occur in linear classification problems, and improve on previous work. They also have direct implications for over-parameterized logistic regression.
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