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

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 [Formula: see text] and [Formula: see text]. 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 [Formula: see text] has multiple subclasses but [Formula: see text] does not. We generalize our results to classification in the case that [Formula: see text] and [Formula: see text] are a stationary and memoryless source and a mixed memoryless source with general mixture, respectively.