Learning from non-iid data: Fast rates for the one-vs-all multiclass plug-in classifiers

Abstract

We prove new fast learning rates for the one-vs-all multiclass plug-in classifiers trained either from exponentially strongly mixing data or from data generated by a converging drifting distribution. These are two typical scenarios where training data are not iid. The learning rates are obtained under a multiclass version of Tsybakov’s margin assumption, a type of low-noise assumption, and do not depend on the number of classes. Our results are general and include a previous result for binaryclass plug-in classifiers with iid data as a special case. In contrast to previous works for least squares SVMs under the binary-class setting, our results retain the optimal learning rate in the iid case.