SLIDE 9
- 2. Tighter generalization errors under noisy labels
- Theorem 2 (Lee et al., 2019)
Advantages of MCD estimators
7
[Durrant et al., 2010] A. Compressed fisher linear discriminant analysis: Classification of randomly projected data. In ACM SIGKDD, 2010.
Theorem 3 (Durrant et al., 2010) Generalization error of generative classifier is bounded by negative of inter-class distance and distance between true and estimated parameters
kµtrue µMCDk kµtrue µsamplek φ(ΣMCD)kµMCD
c
µMCD
c0 k φ(Σsample)kµsample c
µsample
c0
k
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Under some mild assumptions, parameters from MCD estimator are more closer to true parameters than parameters from sample estimator and has larger inter- class distance