arXiv · 1605.03843
Asymptotic sequential Rademacher complexity of a finite function class
Abstract
For a finite function class we describe the large sample limit of the sequential Rademacher complexity in terms of the viscosity solution of a $G$-heat equation. In the language of Peng's sublinear expectation theory, the same quantity equals to the expected value of the largest order statistics of a multidimensional $G$-normal random variable. We illustrate this result by deriving upper and lower bounds for the asymptotic sequential Rademacher complexity.
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Dmitry B. Rokhlin. 2016-05-11. Asymptotic sequential Rademacher complexity of a finite function class. https://arxiv.org/abs/1605.03843
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