Rademacher processes and bounding the risk of function learning

Vladimir Koltchinskii; Dmitry Panchenko

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Rademacher processes and bounding the risk of function learning

Vladimir Koltchinskii·Dmitry Panchenko

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Abstract

We construct data dependent bounds on the risk in function learning problems. The bounds are based on the local norms of the Rademacher process indexed by the underlying function class and they do not require prior knowledge about the distribution of the training examples or any specific properties of the function class.

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Vladimir Koltchinskii, Dmitry Panchenko. 2004-05-17. Rademacher processes and bounding the risk of function learning. https://arxiv.org/abs/math/0405338

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