Bias-variance tradeoff in hybrid generative-discriminative models

Given any generative classifier based on an inexact density model, we can define a discriminative counterpart that reduces its asymptotic error rate, while increasing the estimation variance. An optimal bias-variance balance might be found using hybrid generative-discriminative (HGD) approaches. In these paper, these methods are defined in a unified framework. This allow us to find sufficient conditions under which an improvement in generalization performances is guaranteed. Numerical experiments illustrate the well fondness of our statements.