Date:15 September 2021, Wednesday
Location:ZOOM: https://nus-sg.zoom.us/j/87221252162?pwd=S0xzQklCdyt0VStWY0twTmVFYXVNdz09
Time:3pm-4pm, Singapore
Data piling refers to the phenomenon that training data vectors from each class project to a single point for classification. While this interesting phenomenon has been a key to understanding many distinctive properties of high-dimensional discrimination, the theoretical underpinning of data piling is far from properly established. In this work, high-dimensional asymptotics of data piling is investigated under a spiked covariance model, which reveals its close connection to the well-known ridged linear classifier. In particular, by projecting the ridge discriminant vector onto the subspace spanned by the leading principal component direction and the maximal data piling vector, we show that a negatively ridged discriminant vector can asymptotically achieve data piling of independent test data, essentially yielding a perfect classification. The second data piling direction is obtained purely from training data and shown to have a maximal property. Furthermore, asymptotic perfect classification occurs only along the second data piling direction. This interesting phenomenon is shown to also occur in multi-category classification problems, in the second data piling subspaces are estimated by negatively ridged discriminant subspaces. We demonstrate that negative ridge parameters.