Is margin preserved after random projection?

Dr. Qinfeng (Javen) Shi (University of Adelaide)

COMPUTER VISION AND ROBOTICS SERIES

DATE: 2012-09-06
TIME: 16:00:00 - 17:00:00
LOCATION: NICTA - 7 London Circuit
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ABSTRACT:
Random projections have been applied in many machine learning algorithms. However, whether margin is preserved after random projection is non-trivial and not well studied. In this paper we analyse margin distortion after random projection, and give the conditions of margin preservation for binary classification problems. We also extend our analysis to margin for multi-class problems, and provide theoretical bounds on multiclass margin on the projected data.
BIO:
Visiting Researcher Dr. Qinfeng (Javen) Shi, DECRA Fellow, University of Adelaide.