Covering Numbers for Support Vector Machines

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Description/Abstract

Support vector (SV) machines are linear classifiers that use the maximum margin hyperplane in a feature space defined by a kernel function. Until recently, the only bounds on the generalization performance of SV machines (within Valiant’s probably approximately correct framework) took no account of the kernel used except in its effect on the margin and radius. More recently, it has been shown that one can bound the relevant covering numbers using tools from functional analysis. In this paper, we show that the resulting bound can be greatly simplified. The new bound involves the eigenvalues of the integral operator induced by the kernel. It shows that the effective dimension depends on the rate of decay of these eigenvalues. We present an explicit calculation of covering numbers for an SV machine using a Gaussian kernel, which is significantly better than that implied by previous results.