Zhao Junlong, Yu Guan, Liu Yufeng
Beijing Normal University, China.
State University of New York at Buffalo, USA.
Ann Stat. 2018 Dec;46(6B):3362-3389. doi: 10.1214/17-AOS1661. Epub 2018 Sep 11.
Robustness is a desirable property for many statistical techniques. As an important measure of robustness, breakdown point has been widely used for regression problems and many other settings. Despite the existing development, we observe that the standard breakdown point criterion is not directly applicable for many classification problems. In this paper, we propose a new breakdown point criterion, namely angular breakdown point, to better quantify the robustness of different classification methods. Using this new breakdown point criterion, we study the robustness of binary large margin classification techniques, although the idea is applicable to general classification methods. Both bounded and unbounded loss functions with linear and kernel learning are considered. These studies provide useful insights on the robustness of different classification methods. Numerical results further confirm our theoretical findings.
稳健性是许多统计技术所期望具备的特性。作为稳健性的一项重要度量,崩溃点已在回归问题及许多其他情形中得到广泛应用。尽管已有相关进展,但我们观察到标准的崩溃点准则并不直接适用于许多分类问题。在本文中,我们提出一种新的崩溃点准则,即角度崩溃点,以更好地量化不同分类方法的稳健性。使用这种新的崩溃点准则,我们研究了二元大间隔分类技术的稳健性,尽管该思想适用于一般的分类方法。我们考虑了线性和核学习下的有界和无界损失函数。这些研究为不同分类方法的稳健性提供了有用的见解。数值结果进一步证实了我们的理论发现。