用排序抽样降低损失方差,提升MLP泛化能力
Ranked Set Sampling-Based Multilayer Perceptron: Improving Generalization via Variance-Based Bounds
- 引入排序抽样构建有序训练集,减少损失方差
- 理论证明RSS估计的指数损失和逻辑损失方差更小
- 在12个数据集上验证有效,适合追求稳定性能的场景
多层感知机(MLP)是分类与回归任务中基础且广泛应用的神经网络。本文建立了一种新的泛化误差界,揭示了经验损失方差对模型泛化能力的影响。受此启发,提出通过降低经验损失方差来增强MLP性能。传统集成方法袋装(bagging)采用简单随机抽样(SRS),随机性较强。为此,本文引入排序抽样(RSS)在训练集中构建有序结构,提出RSS-MLP方法。理论分析表明,相比SRS,RSS估计的指数损失和逻辑损失方差更小。在12个基准数据集上,针对两种凸损失函数,采用两种融合策略进行对比实验。大量实验结果与分析验证了该方法的有效性与合理性。
原文摘要 · Abstract (English)
Multilayer perceptron (MLP), one of the most fundamental neural networks, is extensively utilized for classification and regression tasks. In this paper, we establish a new generalization error bound, which reveals how the variance of empirical loss influences the generalization ability of the learning model. Inspired by this learning bound, we advocate to reduce the variance of empirical loss to enhance the ability of MLP. As is well-known, bagging is a popular ensemble method to realize variance reduction. However, bagging produces the base training data sets by the Simple Random Sampling (SRS) method, which exhibits a high degree of randomness. To handle this issue, we introduce an ordered structure in the training data set by Rank Set Sampling (RSS) to further reduce the variance of loss and develop a RSS-MLP method. Theoretical results show that the variance of empirical exponential loss and the logistic loss estimated by RSS are smaller than those estimated by SRS, respectively. To validate the performance of RSS-MLP, we conduct comparison experiments on twelve benchmark data sets in terms of the two convex loss functions under two fusion methods. Extensive experimental results and analysis illustrate the effectiveness and rationality of the propose method.
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