Linear classifiers are nearly optimal when hidden variables have diverse effects (Q420914): Difference between revisions

In this paper the authors focus on showing that a linear classifier can provide a good approximation even if the optimal classifier is much more complex. To prove this hypothesis, they analyze a classification problem in which data is generated by a two-tiered random process. Concretely, they prove that, if the hidden variables have non-eligible effects on many observed variables, a linear classifier accurately approximates the error rate of the optimal classifier (Bayes). Moreover, the hinge loss of the linear classifier is not much more than the Bayes error rate.