On the Doubt about Margin Explanation of Boosting

TL;DR

This paper critically examines the margin theory behind AdaBoost's success, introduces a new $k$th margin bound, and improves existing empirical bounds, ultimately providing sharper generalization error bounds based on margin distribution.

Contribution

It introduces the $k$th margin bound, refines empirical Bernstein bounds, and offers a sharper generalization error bound considering margin distribution factors.

Findings

The $k$th margin bound relates to previous margin bounds.

Improved empirical Bernstein bounds enhance margin analysis.

New generalization bounds incorporate average margin and variance.

Abstract

Margin theory provides one of the most popular explanations to the success of \texttt{AdaBoost}, where the central point lies in the recognition that \textit{margin} is the key for characterizing the performance of \texttt{AdaBoost}. This theory has been very influential, e.g., it has been used to argue that \texttt{AdaBoost} usually does not overfit since it tends to enlarge the margin even after the training error reaches zero. Previously the \textit{minimum margin bound} was established for \texttt{AdaBoost}, however, \cite{Breiman1999} pointed out that maximizing the minimum margin does not necessarily lead to a better generalization. Later, \cite{Reyzin:Schapire2006} emphasized that the margin distribution rather than minimum margin is crucial to the performance of \texttt{AdaBoost}. In this paper, we first present the \textit{$k$th margin bound} and further study on its relationship to previous work such as the minimum margin bound and Emargin bound. Then, we improve the previous empirical Bernstein bounds \citep{Maurer:Pontil2009,Audibert:Munos:Szepesvari2009}, and based on such findings, we defend the margin-based explanation against Breiman's doubts by proving a new generalization error bound that considers exactly the same factors as \cite{Schapire:Freund:Bartlett:Lee1998} but is sharper than \cite{Breiman1999}'s minimum margin bound. By incorporating factors such as average margin and variance, we present a generalization error bound that is heavily related to the whole margin distribution. We also provide margin distribution bounds for generalization error of voting classifiers in finite VC-dimension space.