Estimation of the misclassification error for multicategory support vector machine classification

Abstract

The purpose of this paper is to provide an error analysis for the multicategory support vector machine (MSVM) classificaton problems. We establish the uniform convergency approach for MSVMs and estimate the misclassification error. The main difficulty we overcome here is to bound the offset vector. As a result, we confirm that the MSVM classification algorithm with polynomial kernels is always efficient when the degree of the kernel polynomial is large enough. Finally the rate of convergence and examples are given to demonstrate the main results.