Analysis on Optimal Error Exponents of Binary Classification for Source with Multiple Subclasses

Abstract

We consider a binary classification problem for a test sequence to determine from which source the sequence is generated. The system classifies the test sequence based on empirically observed (training) sequences obtained from unknown sources P1 and P2. We analyze the asymptotic fundamental limits of statistical classification for sources with multiple subclasses. We investigate the first- and second-order maximum error exponents under the constraint that the type-I error probability for all pairs of distributions decays exponentially fast and the type-II error probability is upper bounded by a small constant. In this paper, we first give a classifier which achieves the asymptotically maximum error exponent in the class of deterministic classifiers for sources with multiple subclasses, and then provide a characterization of the first-order error exponent. We next provide a characterization of the second-order error exponent in the case where only P2 has multiple subclasses but P1 does not. We generalize our results to classification in the case that P1 and P2 are a stationary and memoryless source and a mixed memoryless source with general mixture, respectively.