Fast Greedy CBound Minimization with Guarantees

In this work, we address the problem of accelerating the C-bound minimization process while keeping the sparsity of the solution and without losing accuracy. We present CB-Boost, a computationally efficient classification algorithm relying on greedy — boosting-based — C-bound optimization.

Date
  • 02 juin 2020
Heure

15h00 à 16h00

Localisation

En téléprésence

Coûts

Conférence de Baptiste Bauvin, étudiant au doctorat en informatique, membre du Groupe de recherche en apprentissage automatique de l’Université Laval (GRAAL)

he Cbound is a tight bound on the true risk of a majority vote classifier that relies on the individual quality and pairwise disagreement of the voters and provides PAC-Bayesian generalization guarantees. Based on this bound, MinCq is a classification algorithm that returns a dense distribution on a finite set of voters by minimizing it. Introduced later and inspired by boosting, CqBoost uses a column generation approach to build a sparse C-bound optimal distribution on a possibly infinite set of voters. However, both approaches have a high computational learning time because they minimize the C-bound by solving a quadratic program. Yet, one true advantage of CqBoost is its experimental ability to provide sparse solutions.

In this work, we address the problem of accelerating the C-bound minimization process while keeping the sparsity of the solution and without losing accuracy. We present CB-Boost, a computationally efficient classification algorithm relying on greedy — boosting-based — C-bound optimization. An in-depth analysis proves the optimality of the greedy minimization process and quantifies the decrease of the C-bound operated by the algorithm. Generalization guarantees are then drawn based on already existing PAC-Bayesian theorems. In addition, we experimentally evaluate the relevance of CB-Boost in terms of the three main properties we expect about it: accuracy, sparsity, and computational efficiency compared to MinCq, CqBoost, Adaboost and other ensemble methods. As observed in these experiments, CB-Boost not only achieves results comparable to the state of the art but also provides C-bound sub-optimal weights with very few computational demands while keeping the interesting sparsity property of CqBoost.

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