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Classification with imperfect training labels

Presented by: 
Timothy Cannings University of Southern California
Date: 
Thursday 7th June 2018 - 11:00 to 12:00
Venue: 
INI Seminar Room 2
Abstract: 
We study the effect of imperfect training data labels on the performance of classification methods. In a general setting, where the probability that an observation in the training dataset is mislabelled may depend on both the feature vector and the true label, we bound the excess risk of an arbitrary classifier trained with imperfect labels in terms of its excess risk for predicting a noisy label. This reveals conditions under which a classifier trained with imperfect labels remains consistent for classifying uncorrupted test data points. Furthermore, under stronger conditions, we derive detailed asymptotic properties for the popular k-nearest neighbour (k-nn), Support Vector Machine (SVM) and Linear Discriminant Analysis (LDA) classifiers. One consequence of these results is that the k-nn and SVM classifiers are robust to imperfect training labels, in the sense that the rate of convergence of the excess risks of these classifiers remains unchanged; in fact, it even turns out that in some cases, imperfect labels may improve the performance of these methods. On the other hand, the LDA classifier is shown to be typically inconsistent in the presence of label noise unless the prior probabilities of each class are equal.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons