Datum-Wise Classification: A Sequential Approach to Sparsity
Gabriel Dulac-Arnold, Ludovic Denoyer, Philippe Preux, Patrick, Gallinari

TL;DR
This paper introduces a sequential, datum-wise classification method that adaptively selects features for each data point, improving performance over traditional models while maintaining similar complexity.
Contribution
It presents a novel datum-wise classification approach using a sparsity-based risk, enabling adaptive feature selection per data point with comparable computational complexity.
Findings
Outperforms classical L1 models at similar feature usage
Maintains complexity comparable to traditional linear classifiers
Effective on both binary and multi-class datasets
Abstract
We propose a novel classification technique whose aim is to select an appropriate representation for each datapoint, in contrast to the usual approach of selecting a representation encompassing the whole dataset. This datum-wise representation is found by using a sparsity inducing empirical risk, which is a relaxation of the standard L 0 regularized risk. The classification problem is modeled as a sequential decision process that sequentially chooses, for each datapoint, which features to use before classifying. Datum-Wise Classification extends naturally to multi-class tasks, and we describe a specific case where our inference has equivalent complexity to a traditional linear classifier, while still using a variable number of features. We compare our classifier to classical L 1 regularized linear models (L 1-SVM and LARS) on a set of common binary and multi-class datasets and show that…
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