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Splitting and similarity phenomena in the sets of classifiers and their effect on the probability of overfitting

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Abstract

It is shown that computationally tight bounds for the probability of overfitting can be obtained only by simultaneous consideration of the following two properties of classifier sets: splitting into error levels and similarity of classifiers. For a set consisting of only two classifiers, an exact bound is obtained for the probability of overfitting. This is the simplest learning task that exhibits overfitting and the effects of splitting and similarity, which reduce the probability of overfitting. For a more complex case—a chain of classifiers—an experiment is carried out in which the effects of splitting and similarity are estimated separately. It is shown that reasonably low probabilities of overfitting can be obtained only for the sets that possess both properties.

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Correspondence to K. V. Vorontsov.

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Konstantin V. Vorontsov was born in 1971. He graduated from the Faculty of Applied Mathematics and Control, Moscow Institute of Physics and Technology, in 1994. He received his candidate’s degree in 1999. Currently he is with the Dorodnitcyn Computing Centre, Russian Academy of Sciences. His scientific interests include statistical learning theory, machine learning, data mining, probability theory, and combinatorics. He is the author of 40 papers. Homepage: www.ccas.ru/voron.

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Vorontsov, K.V. Splitting and similarity phenomena in the sets of classifiers and their effect on the probability of overfitting. Pattern Recognit. Image Anal. 19, 412–420 (2009). https://doi.org/10.1134/S1054661809030055

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