A Near-optimal Algorithm for Learning Margin Halfspaces with Massart Noise

We study the problem of PAC learning \gamma -margin halfspaces in the presence of Massart noise. Without computational considerations, the sample complexity of this learning problem is known to be \widetilde{\Theta}(1/(\gamma 2 \epsilon)) . Prior computationally efficient algorithms for the problem incur sample complexity \tilde{O}(1/(\gamma 4 \epsilon 3)) and achieve 0-1 error of \eta \epsilon, where \eta 1/2 is the upper bound on the noise rate.Recent work gave evidence of an information-computation tradeoff, suggesting that a quadratic dependence on 1/\epsilon is required for computationally efficient algorithms. Our main result is a computationally efficient learner with sample complexity \widetilde{\Theta}(1/(\gamma 2 \epsilon 2)), nearly matching this lower bound. In addition, our algorithm is simple and practical, relying on online SGD on a carefully selected sequence of convex losses.