Résumé
We consider the binary supervised classification problem with the Gaussian functional model introduced in [7]. Taking advantage of the Gaussian structure, we design a natural plug-in classifier and derive a family of upper bounds on its worst-case excess risk over Sobolev spaces. These bounds are parametrized by a separation distance quantifying the difficulty of the problem, and are proved to be optimal (up to logarithmic factors) through matching minimax lower bounds. Using the recent works of [9] and [14] we also derive a logarithmic lower bound showing that the popular k-nearest neighbors classifier is far from optimality in this specific functional setting.
Remplacé par
Sébastien Gadat, Sebastien Gerchinovitz et Clément Marteau, « Optimal functional supervised classification with separation condition », Bernoulli, vol. 26, n° 3, 2020, p. 1797–1831.
Référence
Sébastien Gadat, Sebastien Gerchinovitz et Clément Marteau, « Optimal functional supervised classification with separation condition », TSE Working Paper, n° 18-904, mars 2018.
Voir aussi
Publié dans
TSE Working Paper, n° 18-904, mars 2018