September 1, 2009 · Journal article
Splitting and similarity phenomena in the sets of classifiers and their effect on the probability of overfitting
Abstract
It is shown that computationally tight bounds for the probability of overfitting can be obtained only by simultaneous consideration of the following two properties of classifier sets: splitting into error levels and similarity of classifiers. For a set consisting of only two classifiers, an exact bound is obtained for the probability of overfitting. This is the simplest learning task that exhibits overfitting and the effects of splitting and similarity, which reduce the probability of overfitting. For a more complex case—a chain of classifiers—an experiment is carried out in which the effects of splitting and similarity are estimated separately. It is shown that reasonably low probabilities of overfitting can be obtained only for the sets that possess both properties.
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