Empirical Inference Article 2002

Stability and Generalization

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Empirical Inference
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Empirical Inference

We define notions of stability for learning algorithms and show how to use these notions to derive generalization error bounds based on the empirical error and the leave-one-out error. The methods we use can be applied in the regression framework as well as in the classification one when the classifier is obtained by thresholding a real-valued function. We study the stability properties of large classes of learning algorithms such as regularization based algorithms. In particular we focus on Hilbert space regularization and Kullback-Leibler regularization. We demonstrate how to apply the results to SVM for regression and classification.

Author(s): Bousquet, O. and Elisseeff, A.
Journal: Journal of Machine Learning Research
Volume: 2
Pages: 499-526
Year: 2002
Day: 0
Bibtex Type: Article (article)
Digital: 0
Electronic Archiving: grant_archive
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex

@article{1439,
  title = {Stability and Generalization},
  journal = {Journal of Machine Learning Research},
  abstract = {
  We define notions of stability for learning algorithms
   and show
  how to use these notions to derive generalization error bounds
  based on the empirical error and the leave-one-out error. The
  methods we use can be applied in the regression framework as well
  as in the classification one when the classifier is obtained by
  thresholding a real-valued function. We study the stability
  properties of large classes of learning algorithms such as
  regularization based algorithms. In particular we focus on Hilbert
  space regularization and Kullback-Leibler regularization. We
  demonstrate how to apply the results to SVM for regression and
  classification.},
  volume = {2},
  pages = {499-526},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  year = {2002},
  slug = {1439},
  author = {Bousquet, O. and Elisseeff, A.}
}