Classification using margin pursuit

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Matthew Holland ;
Proceedings of Machine Learning Research, PMLR 89:712-720, 2019.

Abstract

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers, in which the learner searches the hypothesis space in such a way that a pre-set margin level ends up being a distribution-robust estimator of the margin location. This procedure is easily implemented using gradient descent, and admits finite-sample bounds on the excess risk under unbounded inputs, yielding competitive rates under mild assumptions. Empirical tests on real-world benchmark data reinforce the basic principles highlighted by the theory.

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