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Classification of Heavy-tailed Features in High Dimensions: a Superstatistical Approach

NeurIPS 2023 · Learning theory and algorithms › Sample complexity · approach: Minimax estimation rates · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use fat-tailed inverse-Gamma cloud (finite a) instead of Gaussian limit a->infinity, same covarianceridge-regularised GLM on superstatistical mixture · balanced two-cluster synthetic data, square losstest errorHelped
use fat-tailed clouds instead of Gaussian with logistic lossridge-regularised GLM on superstatistical mixture · balanced clusters, logistic losstest errorHelped
increase shape parameter a (more Gaussian)ridge-regularised GLM on superstatistical mixture · synthetic data, logistic loss lambda to 0interpolation threshold alphaMixed
use unbalanced clusters instead of balancedridge-regularised GLM on superstatistical mixture · synthetic datatest errorHelped
increase ridge regularisation to infinityridge-regularised GLM on superstatistical mixture · balanced clusters, square loss, a=2test errorHelped
increase ridge regularisation to infinityridge-regularised GLM on superstatistical mixture · unbalanced clusters, rho=1/4test errorNo clear effect
replace class-conditional labels with random labelsridge-regularised GLM on superstatistical mixture · ridge regression, zero regularisationtraining lossNo clear effect
replace class-conditional labels with random labelsridge-regularised GLM on superstatistical mixture · ridge regressiontraining error and test errorHurt

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