Generalized Maximum Entropy for Supervised Classification

The maximum entropy principle advocates to evaluate events’ probabilities using a distribution that maximizes entropy among those that satisfy certain expectations’ constraints. Such principle can be generalized for arbitrary decision problems where it corresponds to minimax approaches. This paper e...

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Detalles Bibliográficos
Autores: Mazuelas, S.; Shen, Y.; Pérez, A.
Tipo de documento: Artículo
Estado:Published version
Fecha de publicación:2022
País:España
Institución:Basque Center for Applied Mathematics (BCAM)
Repositorio:BIRD. BCAM's Institutional Repository Data
OAI Identifier:oai:bird.bcamath.org:20.500.11824/1455
Acceso en línea:http://hdl.handle.net/20.500.11824/1455
Nivel de acceso:Acceso abierto
Palabra clave:Supervised classification
minimax risk classifiers
maximum entropy
generalized entropy
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author Mazuelas, S.
author2 Shen, Y.
Pérez, A.
author2_role author
author
author_browse Mazuelas, S.
Pérez, A.
Shen, Y.
author_facet Mazuelas, S.
Shen, Y.
Pérez, A.
author_role author
collection BIRD. BCAM's Institutional Repository Data
description The maximum entropy principle advocates to evaluate events’ probabilities using a distribution that maximizes entropy among those that satisfy certain expectations’ constraints. Such principle can be generalized for arbitrary decision problems where it corresponds to minimax approaches. This paper establishes a framework for supervised classification based on the generalized maximum entropy principle that leads to minimax risk classifiers (MRCs). We develop learning techniques that determine MRCs for general entropy functions and provide performance guarantees by means of convex optimization. In addition, we describe the relationship of the presented techniques with existing classification methods, and quantify MRCs performance in comparison with the proposed bounds and conventional methods.
eu_rights_str_mv openAccess
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institution Basque Center for Applied Mathematics (BCAM)
instname_str Basque Center for Applied Mathematics (BCAM)
network_acronym_str ES
network_name_str España
oai_identifier_str oai:bird.bcamath.org:20.500.11824/1455
publishDate 2022
publishDateSort 2022
reponame_str BIRD. BCAM's Institutional Repository Data
spelling Generalized Maximum Entropy for Supervised Classification Mazuelas, S. Shen, Y. Pérez, A. Supervised classification minimax risk classifiers maximum entropy generalized entropy The maximum entropy principle advocates to evaluate events’ probabilities using a distribution that maximizes entropy among those that satisfy certain expectations’ constraints. Such principle can be generalized for arbitrary decision problems where it corresponds to minimax approaches. This paper establishes a framework for supervised classification based on the generalized maximum entropy principle that leads to minimax risk classifiers (MRCs). We develop learning techniques that determine MRCs for general entropy functions and provide performance guarantees by means of convex optimization. In addition, we describe the relationship of the presented techniques with existing classification methods, and quantify MRCs performance in comparison with the proposed bounds and conventional methods. RYC-2016-19383 http://hdl.handle.net/20.500.11824/1455
spellingShingle Generalized Maximum Entropy for Supervised Classification
Mazuelas, S.
Supervised classification
minimax risk classifiers
maximum entropy
generalized entropy
status_str publishedVersion
title Generalized Maximum Entropy for Supervised Classification
title_full Generalized Maximum Entropy for Supervised Classification
title_fullStr Generalized Maximum Entropy for Supervised Classification
title_full_unstemmed Generalized Maximum Entropy for Supervised Classification
title_short Generalized Maximum Entropy for Supervised Classification
title_sort Generalized Maximum Entropy for Supervised Classification
topic Supervised classification
minimax risk classifiers
maximum entropy
generalized entropy
topic_facet Supervised classification
minimax risk classifiers
maximum entropy
generalized entropy
url http://hdl.handle.net/20.500.11824/1455