Stochastic Tverberg theorems and their applications in multi-class logistic regression, data separability, and centerpoints of data
We present new stochastic geometry theorems that give bounds on the probability that m random data classes all contain a point in common in their convex hulls. We apply these stochastic separation theorems to obtain bounds on the probability of existence of maximum likelihood estimators in multinomial logistic regression. We also discuss connections to condition numbers for analysis of steepest descent algorithms in logistic regression and to the computation of centerpoints of data clouds.
READ FULL TEXT