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arXiv · 2312.14308

Dimension-free comparison estimates for suprema of some canonical processes

Shivam Sharma
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Abstract

We obtain error approximation bounds between expected suprema of canonical processes that are generated by random vectors with independent coordinates and expected suprema of Gaussian processes. In particular, we obtain a sharper proximity estimate for Rademacher and Gaussian complexities. Our estimates are dimension-free, and depend only on the geometric parameters and the numerical complexity of the underlying index set.

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Shivam Sharma. 2023-12-21. Dimension-free comparison estimates for suprema of some canonical processes. https://arxiv.org/abs/2312.14308

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