Sketching for Proving Generalization of Support Vector Machines
summary
Proves tighter margin-based generalization bounds for binary linear SVMs on linearly separable data by using a randomized Johnson-Lindenstrauss sketch of hyperplanes, not to design an algorithm but to compress the hypothesis class. Main claims: removes an extra log factor from prior bounds, achieves optimal dependence on the confidence delta and on the margin gamma, and gives a matching lower bound. Sketch length is k = O((log n)/gamma^2) with per-query failure about 1/n^2, and the reduction succeeds for the analyzed separable regime.
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chapters (7)
- 0:00Sketching and SVMs intro
- 10:32Support vector machines and generalization
- 17:40Why sketching in proofs
- 24:02Sketching discretizes hyperplanes
- 33:05Finalizing generalization proof
- 37:25Summary of sketching
- 42:44Q&A
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