Cover-based combinatorial bounds on probability of overfitting |
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Authors: | A I Frey I O Tolstikhin |
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Institution: | 1. Moscow Institute of Physics and Technology (State University), Institutskii per. 9, Dolgoprudnyi, Moscow oblast, 141700, Russia 2. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
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Abstract: | The paper improves existing combinatorial bounds on probability of overfitting. A new bound is based on partitioning of a set of classifiers into non-overlapping clusters, and then embedding each cluster into a superset with known exact formula for the probability of overfitting. Such approach makes the bound sharper because it accounts for similarities between classifiers within each cluster. |
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