Adaptive Learning Rates for Support Vector Machines Working on Data with Low Intrinsic Dimension
Abstract
We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some lowdimensional intrinsic structure that is described by the boxcounting dimension. Under some standard regularity assumptions for regression and classification we prove learning rates, in which the dimension of the ambient space is replaced by the boxcounting dimension of the support of the data generating distribution. In the regression case our rates are in some cases minimax optimal up to logarithmic factors, whereas in the classification case our rates are minimax optimal up to logarithmic factors in a certain range of our assumptions and otherwise of the form of the best known rates. Furthermore, we show that a training validation approach for choosing the hyperparameters of an SVM in a data dependent way achieves the same rates adaptively, that is without any knowledge on the data generating distribution.
 Publication:

arXiv eprints
 Pub Date:
 March 2020
 arXiv:
 arXiv:2003.06202
 Bibcode:
 2020arXiv200306202H
 Keywords:

 Mathematics  Statistics Theory
 EPrint:
 35 pages, accepted manuscript in The Annals of Statistics