Error Rates for Kernel Classification under Source and Capacity Conditions

01/29/2022
by   Hugo Cui, et al.
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In this manuscript, we consider the problem of kernel classification under the Gaussian data design, and under source and capacity assumptions on the dataset. While the decay rates of the prediction error have been extensively studied under much more generic assumptions for kernel ridge regression, deriving decay rates for the classification problem has been hitherto considered a much more challenging task. In this work we leverage recent analytical results for learning curves of linear classification with generic loss function to derive the rates of decay of the misclassification (prediction) error with the sample complexity for two standard classification settings, namely margin-maximizing Support Vector Machines (SVM) and ridge classification. Using numerical and analytical arguments, we derive the error rates as a function of the source and capacity coefficients, and contrast the two methods.

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