, Volume 38, Issue 3, pp 243-255

Improved Generalization Through Explicit Optimization of Margins


Recent theoretical results have shown that the generalization performance of thresholded convex combinations of base classifiers is greatly improved if the underlying convex combination has large margins on the training data (i.e., correct examples are classified well away from the decision boundary). Neural network algorithms and AdaBoost have been shown to implicitly maximize margins, thus providing some theoretical justification for their remarkably good generalization performance. In this paper we are concerned with maximizing the margin explicitly. In particular, we prove a theorem bounding the generalization performance of convex combinations in terms of general cost functions of the margin, in contrast to previous results, which were stated in terms of the particular cost function sgn(θ − margin). We then present a new algorithm, DOOM, for directly optimizing a piecewise-linear family of cost functions satisfying the conditions of the theorem. Experiments on several of the datasets in the UC Irvine database are presented in which AdaBoost was used to generate a set of base classifiers and then DOOM was used to find the optimal convex combination of those classifiers. In all but one case the convex combination generated by DOOM had lower test error than AdaBoost's combination. In many cases DOOM achieves these lower test errors by sacrificing training error, in the interests of reducing the new cost function. In our experiments the margin plots suggest that the size of the minimum margin is not the critical factor in determining generalization performance.