SLIDE 1 ■♥tr♦❞✉❝t✐♦♥ t♦ ❙t❛t✐st✐❝❛❧ ▲❡❛r♥✐♥❣
◆✐❝♦❧❛s ❱❛②❛t✐s
❙❡ss✐♦♥ ✸ ✲ ▼❛t❤❡♠❛t✐❝❛❧ t♦♦❧s✿ ♣r♦❜❛❜✐❧✐t② ✐♥❡q✉❛❧✐t✐❡s✱ ❝♦♠♣❧❡①✐t② ♠❡❛s✉r❡s
SLIDE 2 ❈♦✉rs❡ ♦✈❡r✈✐❡✇
❉❡♠②st✐✜❝❛t✐♦♥ ✴ ▲❡❛r♥✐♥❣ ❛♥❞ ✐♥❢♦r♠❛t✐♦♥ ✴ ❙❡t✉♣
- ❈❤❛♣t❡r ✶ ✿ ❖♣t✐♠❛❧✐t② ✐♥ st❛t✐st✐❝❛❧ ❧❡❛r♥✐♥❣
Pr♦❜❛❜✐❧✐st✐❝ ✈✐❡✇ ✴ P❡r❢♦r♠❛♥❝❡ ❝r✐t❡r✐❛ ✴ ❖♣t✐♠❛❧ ❡❧❡♠❡♥ts
- ❈❤❛♣t❡r ✷ ✿ ▼❛t❤❡♠❛t✐❝❛❧ ❢♦✉♥❞❛t✐♦♥s ♦❢ st❛t✐st✐❝❛❧
❧❡❛r♥✐♥❣ ❈♦♥❝❡♥tr❛t✐♦♥ ✐♥❡q✉❛❧✐t② ✴ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ✴ ❘❡❣✉❧❛r✐③❛t✐♦♥
- ❈❤❛♣t❡r ✸ ✿ ❈♦♥s✐st❡♥❝② ♦❢ ♠❛✐♥str❡❛♠ ♠❛❝❤✐♥❡ ❧❡❛r♥✐♥❣
♠❡t❤♦❞s ❇♦♦st✐♥❣✱ ❙❱▼✱ ◆❡✉r❛❧ ♥❡t✇♦r❦s ✴ ❇❛❣❣✐♥❣✱ ❘❛♥❞♦♠ ❢♦r❡sts
SLIDE 3 ▼❛✐♥ ♠❡ss❛❣❡s ♦❢ t❤❡ ■♥tr♦❞✉❝t✐♦♥
- ▼❛❝❤✐♥❡ ▲❡❛r♥✐♥❣ ✐s ❛❜♦✉t ❢✉♥❝t✐♦♥ ❡st✐♠❛t✐♦♥
- ❈♦♠♣❧❡①✐t② ♦❢ ❧❡❛r♥✐♥❣ ✐s ❝❧♦s❡❧② r❡❧❛t❡❞ t♦ ❝♦♠♣r❡ss✐♦♥ ✐♥
✐♥❢♦r♠❛t✐♦♥ t❤❡♦r② ✿ r♦❧❡ ♦❢ t❤❡ ✧log K✧ ❢❛❝t♦r
- ❚❤❡ ❦❡② tr❛❞❡✲♦✛ ✿ ❜✐❛s ✈s✳ ✈❛r✐❛♥❝❡
SLIDE 4
❈❤❛♣t❡r ✶ ✲ ❖♣t✐♠❛❧✐t② ✐♥ st❛t✐st✐❝❛❧ ❧❡❛r♥✐♥❣
❆✳ ▼♦❞❡❧✐♥❣ ❝❧❛ss✐✜❝❛t✐♦♥ ❞❛t❛ ✿ ❣❡♥❡r❛t✐✈❡ ✈s✳ ❞✐s❝r✐♠✐♥❛t✐✈❡ ❇✳ ❖♣t✐♠❛❧✐t② ✐♥ t❤❡ ❜✐♥❛r② ❝❧❛ss✐✜❝❛t✐♦♥ ♦❜❥❡❝t✐✈❡ ❈✳ ❊①t❡♥s✐♦♥s ♦❢ t❤❡ ♣❧❛✐♥ ❝❧❛ss✐✜❝❛t✐♦♥ ♣r♦❜❧❡♠ ❉✳ ❈♦♥✈❡① r✐s❦ ♠✐♥✐♠✐③❛t✐♦♥ ❊✳ Pr❡❢❡r❡♥❝❡ ❧❡❛r♥✐♥❣ ❋✳ ❚❤❡ ❞❡t❡❝t✐♦♥ ♣r♦❜❧❡♠✱ ❘❖❈ ❝✉r✈❡✱ ❆❯❈ ✫ ❝♦✳
SLIDE 5 ▼❛✐♥ ♠❡ss❛❣❡s ♦❢ ❈❤❛♣t❡r ✶
- ❚♦ ❛❝❝♦✉♥t ❢♦r t❤❡ ✉♥❝❡rt❛✐♥t② ♦❢ ❡✈❛❧✉❛t✐♦♥✱ ❞❛t❛ ❛r❡ ❛ss✉♠❡❞
t♦ ❜❡ s❛♠♣❧❡❞ ❛❝❝♦r❞✐♥❣ t♦ ❛ ✜①❡❞ ❜✉t ✉♥❦♥♦✇♥ ♣r♦❜❛❜✐❧✐t② ❞✐str✐❜✉t✐♦♥✳
- ❆ ♣r❡❞✐❝t✐♦♥ ♦❜❥❡❝t✐✈❡ ✐s ❝❤❛r❛❝t❡r✐③❡❞ ❜② ❛♥ ❡rr♦r ♠❡❛s✉r❡
❛♥❞ ♠❛② ❜❡ s✉❜❥❡❝t t♦ ❝♦♥str❛✐♥ts✳
- ❚❤❡ ♥❛t✉r❡ ♦❢ ♦♣t✐♠❛❧ ❡❧❡♠❡♥ts ❞♦❡s t❡❧❧ s♦♠❡t❤✐♥❣ ❛❜♦✉t
t❤❡ ❞✐✣❝✉❧t② ♦❢ t❤❡ ♣r❡❞✐❝t✐♦♥ ♦❜❥❡❝t✐✈❡✳
- ❈♦♥✈❡① r✐s❦ ♠✐♥✐♠✐③❛t✐♦♥ ✐s r❡❧❡✈❛♥t ❢♦r ❝❧❛ss✐✜❝❛t✐♦♥ t❤❛♥❦s t♦
r✐s❦ ❝♦♠♠✉♥✐❝❛t✐♦♥
- ❋✉♥❝t✐♦♥❛❧ ❝r✐t❡r✐❛ ❧✐❦❡ ❘❖❈ ♦r Pr❡❝✐s✐♦♥✲❘❡❝❛❧❧ ❝✉r✈❡s ❛r❡
r❡❧❡✈❛♥t ✐♥ t❤❡ ❝♦♥t❡①t ♦❢ s❝♦r✐♥❣ ❛♥❞ ❞❡t❡❝t✐♦♥ ♣r♦❜❧❡♠s
SLIDE 6
❈❤❛♣t❡r ✷ ✲ ▼❛t❤❡♠❛t✐❝❛❧ t♦♦❧s
❆✳ Pr♦❜❛❜✐❧✐t② ✐♥❡q✉❛❧✐t✐❡s ❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ✖✖✖✖✕❡①❛♠ ♠❛t❡r✐❛❧ st♦♣s ❤❡r❡ ✦✖✖✖✖✖✖✖✖ ❈✳ ❘❡❣✉❧❛r✐③❛t✐♦♥
SLIDE 7
▼♦t✐✈❛t✐♦♥s
❙t❛t✐st✐❝❛❧ ❛♥❛❧②s✐s ♦❢ ❛ ❣❡♥❡r✐❝ ♣r✐♥❝✐♣❧❡ ❦♥♦✇♥ ❛s ❊♠♣✐r✐❝❛❧ ❘✐s❦ ▼✐♥✐♠✐③❛t✐♦♥ ✭❊❘▼✮
SLIDE 8 ❚r✉❡ ❡rr♦r ❛♥❞ ❡♠♣✐r✐❝❛❧ ❡rr♦r
- ❈♦♥s✐❞❡r t❤❡ ❜✐♥❛r② ❝❧❛ss✐✜❝❛t✐♦♥ ♣r❡❞✐❝t✐♦♥ ♣r♦❜❧❡♠ ✿
Y ∈ {✵, ✶}
- ❈❧❛ss✐✜❡rs ♦r ♣r❡❞✐❝t♦rs ♦❢ t❤❡ ❢♦r♠ ✿ h : Rd → {✵, ✶}
- ❚r✉❡ ❡rr♦r ✿ L(h) = P{Y = h(X)}
- ●✐✈❡♥ ❛ s❛♠♣❧❡ Dn = {(Xi, Yi) : i = ✶, . . . , n}✱ t❤❡ ❡♠♣✐r✐❝❛❧
❡rr♦r ♦❢ h ✐s ❞❡✜♥❡❞ ❛s ✿
n
n
I{Yi = h(Xi)}
- ❉❡♥♦t❡ ❜② H t❤❡ ❝❧❛ss ♦❢ ❝❛♥❞✐❞❛t❡ ❝❧❛ss✐✜❡rs ❝♦♥s✐❞❡r❡❞
SLIDE 9 ❊♠♣✐r✐❝❛❧ r✐s❦ ♠✐♥✐♠✐③❛t✐♦♥ ✭❊❘▼✮
- ❙❡t t❤❡ ❊❘▼ ❝❧❛ss✐✜❡r ❛s ✿
- hn = ❛r❣ ♠✐♥
h∈H
- Ln(h)
- ❉❡✜♥❡ t❤❡ ❜❡st ❝❧❛ss✐✜❡r ✐♥ t❤❡ ❝❧❛ss ❛s ✿
h = ❛r❣ ♠✐♥
h∈H
L(h)
L( hn) − L(h) ≤ ✷ sup
h∈H
|L(h) − Ln(h)| ⇒ ◆❡❡❞ ❢♦r ✉♥✐❢♦r♠ r❛t❡s ♦❢ ❝♦♥✈❡r❣❡♥❝❡ ✐♥ t❤❡ ❧❛✇ ♦❢ ❧❛r❣❡ ♥✉♠❜❡rs
SLIDE 10 ❘❡❝❛❧❧ t❤❡ ❦❡② tr❛❞❡✲♦✛
- ❉❡♥♦t❡ ❜② L(h) t❤❡ ❡rr♦r ♠❡❛s✉r❡ ❢♦r ❛♥② ❞❡❝✐s✐♦♥ ❢✉♥❝t✐♦♥ h
- ❈♦♥s✐❞❡r H t❤❡ ❤②♣♦t❤❡s✐s s♣❛❝❡ ♦❢ ❞❡❝✐s✐♦♥ ❢✉♥❝t✐♦♥s
- ❲❡ ❤❛✈❡ ✿ L(¯
h) = inf
H L , ❛♥❞ L(h∗) = inf L
- ❇✐❛s✲❱❛r✐❛♥❝❡ t②♣❡ ❞❡❝♦♠♣♦s✐t✐♦♥ ♦❢ ❡rr♦r ❢♦r ❛♥② ♦✉t♣✉t
h ✿ L( h) − L(h∗) = L( h) − L(¯ h)
+ L(¯ h) − L(h∗)
- ❛♣♣r♦①✐♠❛t✐♦♥ ✭❞❡t❡r♠✐♥✐st✐❝✮
SLIDE 11 ❋✐♥✐t❡ ❝❛s❡ ✭t❤❡ ✧log K✧✮
Pr♦♣♦s✐t✐♦♥ ✭❯♥✐❢♦r♠ ❜♦✉♥❞ ❢♦r ✜♥✐t❡ ❝❧❛ss❡s✮
❈♦♥s✐❞❡r ❛ ✜♥✐t❡ ❢❛♠✐❧② H ♦❢ ❝❧❛ss✐✜❡rs✳ ❲❡ ❤❛✈❡✱ ❢♦r ❛♥② δ > ✵✱ ✇✐t❤ ♣r♦❜❛❜✐❧✐t② ❛t ❧❡❛st ✶ − δ ✿ ∀h ∈ H , L(h) ≤ Ln(h) +
✶
δ
Pr♦♦❢ r❡❧✐❡s ♦♥ ✿ ❍♦❡✛❞✐♥❣✬s ✐♥❡q✉❛❧✐t② ✭s❡❡ ❧❛t❡r✮ ✰ ✉♥✐♦♥ ❜♦✉♥❞ ✭P(A ∪ B) ≤ P(A) + P(B)✮
SLIDE 12 ❆✳ Pr♦❜❛❜✐❧✐t② ✐♥❡q✉❛❧✐t✐❡s
❑❡② ✐♥s✐❣❤t t♦ ❝♦♥❝❡♥tr❛t✐♦♥ ✐♥❡q✉❛❧✐t✐❡s ❜② ❚❛❧❛❣r❛♥❞ ✭✶✾✾✻✮ ✿ ✧❆ r❛♥❞♦♠ ✈❛r✐❛❜❧❡ t❤❛t ❞❡♣❡♥❞s ✭✐♥ ❛ ✏s♠♦♦t❤ ✇❛②✑✮ ♦♥ t❤❡ ✐♥✢✉❡♥❝❡ ♦❢ ♠❛♥② ✐♥❞❡♣❡♥❞❡♥t ✈❛r✐❛❜❧❡s ✭❜✉t ♥♦t t♦♦ ♠✉❝❤ ♦♥ ❛♥② ♦❢ t❤❡♠✮ ✐s ❡ss❡♥t✐❛❧❧② ❝♦♥st❛♥t✳✧
SLIDE 13 ❍✐st♦r✐❝❛❧ ♣❡rs♣❡❝t✐✈❡
- ❑♦❧♠♦❣♦r♦✈✱ ❙♠✐r♥♦✈ ✭✶✾✸✻✮ ✿ ❝♦♥✈❡r❣❡♥❝❡ ♦❢ ❡♠♣✐r✐❝❛❧ ❝❞❢ t♦
t❤❡✐r ❡①♣❡❝t❛t✐♦♥s
- ❉✈♦r❡ts❦②✱ ❑✐❡❢❡r✱ ❲♦❧❢♦✇✐t③ ✭✶✾✺✻✮ ✿ ♥♦♥❛s②♠♣t♦t✐❝ ✈❡rs✐♦♥ ♦❢
❑♦❧♠♦❣♦r♦✈✲❙♠✐r♥♦✈
- ❍♦❡✛❞✐♥❣ ✭✶✾✻✸✮ ✿ ❞❡✈✐❛t✐♦♥ ✐♥❡q✉❛❧✐t② ✭❛✈❡r❛❣❡ ♦❢ ■■❉ ❢r♦♠ ✐ts
❡①♣❡❝t❛t✐♦♥
- ❱❛♣♥✐❦✲❈❤❡r✈♦♥❡♥❦✐s ✭✶✾✻✽✮ ✿ ❡q✉✐✈❛❧❡♥t ♦❢ ❉❑❲ ❢♦r ❣❡♥❡r❛❧
♠❡❛s✉r❡s ✭♥♦t ♦♥❧② ✶❉ ♦♥ ❤❛❧❢ ❧✐♥❡s✮
- ▼❝ ❉✐❛r♠✐❞ ✭✶✾✽✶✮ ✿ ✜rst ❝♦♥❝❡♥tr❛t✐♦♥ ✐♥❡q✉❛❧✐t②
- ▼❛ss❛rt ✭✶✾✾✵✮ ✿ ❡①❛❝t ❝♦♥st❛♥t ✐♥ ❉❑❲
- ❚❛❧❛❣r❛♥❞ ✭✶✾✾✻✮ ✿ ♥❡✇ ❝♦♥❝❡♥tr❛t✐♦♥ ✐♥❡q✉❛❧✐t✐❡s
❉♦♠❛✐♥s ✿ ✉♥✐❢♦r♠ ❧❛✇ ♦❢ ❧❛r❣❡ ♥✉♠❜❡rs ✭❛♥❞ ❝❡♥tr❛❧ ❧✐♠✐t t❤❡♦r❡♠✮✱ ❡♠♣✐r✐❝❛❧ ♣r♦❝❡ss❡s✱ ❧❛r❣❡ ❞❡✈✐❛t✐♦♥s✱ ❝♦♥✈❡① ❣❡♦♠❡tr②✱ ❤✐❣❤ ❞✐♠❡♥s✐♦♥❛❧ ♣r♦❜❛❜✐❧✐t② ❘❡❢❡r❡♥❝❡ ✿ ❜♦♦❦ ❜② ❇♦✉❝❤❡r♦♥✲▲✉❣♦s✐✲▼❛ss❛rt ✭✷✵✶✸✮
SLIDE 14 ❍♦❡✛❞✐♥❣✬s ❧❡♠♠❛
Pr♦♣♦s✐t✐♦♥
❈♦♥s✐❞❡r Z ❛ r❛♥❞♦♠ ✈❛r✐❛❜❧❡ s✉❝❤ t❤❛t ✿
- E(Z) = ✵
- Z ∈ [a, b] ❛❧♠♦st s✉r❡❧②
❚❤❡♥✱ ❢♦r ❛♥② s > ✵✱ ✇❡ ❤❛✈❡ ✿ E
≤ exp s✷(b − a)✷ ✽
- ■♥t❡r♣r❡t❛t✐♦♥ ✿ t❤❡ ▲❛♣❧❛❝❡ tr❛♥s❢♦r♠ ♦❢ ❜♦✉♥❞❡❞ r❛♥❞♦♠ ✈❛r✐❛❜❧❡s
❡①❤✐❜✐ts s✉❜❣❛✉ss✐❛♥ ❜❡❤❛✈✐♦r✳
SLIDE 15 ❍♦❡✛❞✐♥❣✬s ✐♥❡q✉❛❧✐t②
Pr♦♣♦s✐t✐♦♥
❈♦♥s✐❞❡r Z✶, . . . , Zn ■■❉ ♦✈❡r [✵, ✶] ❛♥❞ Z n = ✶ n
n
Zi✳ ❲❡ t❤❡♥ ❤❛✈❡✱ ❢♦r ❛♥② t > ✵ P{Z n − E(Z✶) > t} ≤ exp(−✷nt✷) ❛♥❞ P{Z n − E(Z✶) < −t} ≤ exp(−✷nt✷) ❈♦♥s❡q✉❡♥❝❡ ✿ ❚❤✐s ❜♦✉♥❞ ✐♠♣❧✐❡s t❤❡ str♦♥❣ ❧❛✇ ♦❢ ❧❛r❣❡ ♥✉♠❜❡rs ❢♦r ❜♦✉♥❞❡❞ r❛♥❞♦♠ ✈❛r✐❛❜❧❡s ✭❜② ❇♦r❡❧✲❈❛♥t❡❧❧✐ ❧❡♠♠❛✮ Pr♦♦❢ t❡❝❤♥✐q✉❡ ✿ ❈❤❡r♥♦✛✬s ❜♦✉♥❞✐♥❣ ♠❡t❤♦❞ P
n
n
Zi − E(Z✶) > t
s>✵ exp
- −nst + n log E(es(Z✶−E(Z✶)))
SLIDE 16 ❇❡②♦♥❞ ■■❉ s❡q✉❡♥❝❡s
❉❡✜♥✐t✐♦♥✳ ✭▼❛rt✐♥❣❛❧❡ ❞✐✛❡r❡♥❝❡✮
❈♦♥s✐❞❡r V = (V✶, . . . , Vn, ...) ❛♥❞ Z = (Z✶, . . . , Zn, ...) t✇♦ s❡q✉❡♥❝❡s ♦❢ r❛♥❞♦♠ ✈❛r✐❛❜❧❡s✳ ❲❡ ❝❛❧❧ V ❛ ♠❛rt✐♥❣❛❧❡ ❞✐✛❡r❡♥❝❡ s❡q✉❡♥❝❡ ✇rt Z ✐❢✱ ❢♦r ❛♥② n ✇❡ ❤❛✈❡ ✿
- Vn ✐s ❛ ❢✉♥❝t✐♦♥ ♦❢ Z✶, . . . , Zn
- E(Vn+✶ | Z✶, . . . , Zn) = ✵
SLIDE 17 ❆ ♠❛rt✐♥❣❛❧❡ ✐♥❡q✉❛❧✐t②
❚❤❡♦r❡♠✳ ✭❆③✉♠❛✬s ✐♥❡q✉❛❧✐t②✮
❈♦♥s✐❞❡r V ❛ ❛ ♠❛rt✐♥❣❛❧❡ ❞✐✛❡r❡♥❝❡ s❡q✉❡♥❝❡ ✇rt Z✳ ❆ss✉♠❡ t❤❛t✱ ❢♦r ❛♥② n✱ t❤❡r❡ ❡①✐sts Un ❛ ❢✉♥❝t✐♦♥ ♦❢ Z✶, . . . , Zn−✶ ❛♥❞ cn ≥ ✵ s✉❝❤ t❤❛t ✿ Un ≤ Vn ≤ Un + cn ❲❡ t❤❡♥ ❤❛✈❡✱ ❢♦r ❛♥② t > ✵ P n
Vi > t
✷t✷ n
i=✶ c✷ i
P n
Vi < −t
✷t✷ n
i=✶ c✷ i
SLIDE 18 ❆ ❜❛s✐❝ ❝♦♥❝❡♥tr❛t✐♦♥ ✐♥❡q✉❛❧✐t②
❚❤❡♦r❡♠✳ ✭▼❝❉✐❛r♠✐❞✬s ✐♥❡q✉❛❧✐t②✮
❈♦♥s✐❞❡r Z✶, . . . , Zn ■■❉✳ ❯♥❞❡r ❛ r❡❣✉❧❛r✐t② ❛ss✉♠♣t✐♦♥ ♦♥ t❤❡ ❢✉♥❝t✐♦♥ f ❝❛❧❧❡❞ t❤❡ ❜♦✉♥❞❡❞ ❞✐✛❡r❡♥❝❡ ❛ss✉♠♣t✐♦♥ ✇✐t❤ ❝♦♥st❛♥t c/n✱ ✇❡ ❤❛✈❡✱ ❢♦r ❛♥② t > ✵ P
- f (Z✶, . . . , Zn) − E
- f (Z✶, . . . , Zn)
- > t
- ≤ exp
- −✷nt✷/c✷
❛♥❞ P
- f (Z✶, . . . , Zn) − E
- f (Z✶, . . . , Zn)
- < −t
- ≤ exp
- −✷nt✷/c✷
- ❍❡r❡ t❤❡ ❛✈❡r❛❣❡ ♦❢ ■■❉ r❛♥❞♦♠ ✈❛r✐❛❜❧❡s ✐s r❡♣❧❛❝❡❞ ❜② ❛
❣❡♥❡r❛❧ ❢✉♥❝t✐♦♥ ♦❢ t❤❡s❡ ■■❉ ✈❛r✐❛❜❧❡s✳
- ❚❛❦❡✲❤♦♠❡ ♠❡ss❛❣❡ ✿ ■♥❞❡♣❡♥❞❡♥❝❡ ✐s ♠♦r❡
✐♠♣♦rt❛♥t✴❣❡♥❡r❛❧ t❤❛♥ ❛✈❡r❛❣✐♥❣
SLIDE 19 ❇♦✉♥❞❡❞ ❞✐✛❡r❡♥❝❡ ❛ss✉♠♣t✐♦♥
- ❈♦♥s✐❞❡r ❛ ❢✉♥❝t✐♦♥ f ♦❢ n ✈❛r✐❛❜❧❡s✳ ❲❡ s❛② t❤❛t f ❤❛s
❜♦✉♥❞❡❞ ❞✐✛❡r❡♥❝❡s ✐❢ t❤❡ ✈❛r✐❛t✐♦♥s ❛❧♦♥❣ ❡❛❝❤ ✈❛r✐❛❜❧❡s ❛r❡ ✉♥✐❢♦r♠❧② ❜♦✉♥❞❡❞✳
- ❍❡r❡ ✇❡ ♥❡❡❞ t♦ ❤❛✈❡ ✿ ❢♦r s♦♠❡ c > ✵
sup
z✶,...,zn,z′
i
|f (z✶, . . . , zn) − f (z✶, . . . , zi−✶, z′
i , zi+✶, . . . , zn)| ≤ c
n
SLIDE 20
❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ✿ ❋r♦♠ ✜♥✐t❡ t♦ ✐♥✜♥✐t❡ s❡ts ♦❢ ❢✉♥❝t✐♦♥s
✶✳ ▼❡tr✐❝ ❝♦♠♣❧❡①✐t✐❡s ✷✳ ❈♦♠❜✐♥❛t♦r✐❛❧ ❝♦♠♣❧❡①✐t✐❡s ✸✳ ●❡♦♠❡tr✐❝ ❝♦♠♣❧❡①✐t✐❡s
SLIDE 21 ❍✐st♦r✐❝❛❧ ♣❡rs♣❡❝t✐✈❡
- ❑♦❧♠♦❣♦r♦✈ ✭✶✾✺✵✬s✮ ✿ ❞❡✈❡❧♦♣❡❞ ♠❡tr✐❝ ❝♦♥❝❡♣ts s✉❝❤ ❛s
❝♦✈❡r✐♥❣ ♥✉♠❜❡rs✱ ♠❡tr✐❝ ❡♥tr♦♣②✳✳✳ ✐♥ ♠❛t❤❡♠❛t✐❝❛❧ ❛♥❛❧②s✐s✳
- ❱❛♣♥✐❦ ❛♥❞ ❈❤❡r✈♦♥❡♥❦✐s ✭✶✾✼✵✬s✮ ✿ ❞✐s❝♦✈❡r❡❞ ❝♦♠❜✐♥❛t♦r✐❛❧
❝♦♥❝❡♣ts s✉❝❤ ❛s ❱❈ ❡♥tr♦♣②✱ ❱❈ ❞✐♠❡♥s✐♦♥ ❛♥❞ ❣r♦✇t❤ ❢✉♥❝t✐♦♥ ✐♥ ♣r♦❜❛❜✐❧✐t② t❤❡♦r②✳
- ❑♦❧t❝❤✐♥s❦✐✐ ❛♥❞ P❛♥❝❤❡♥❦♦ ✭✷✵✵✵✮ t❤❡♥ ❇❛rt❧❡tt ❛♥❞
▼❡♥❞❡❧s♦♥ ✭✷✵✵✷✮ ✿ ❜❛♣t✐③❡❞ ❛ ❣❡♦♠❡tr②✲r❡❧❛t❡❞ q✉❛♥t✐t② ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ✇❤✐❝❤ ✇❛s ❛ ✈❛r✐❛t✐♦♥ ♦❢ ❣❛✉ss✐❛♥ ❝♦♠♣❧❡①✐t② ✐♥ t❤❡ ❝♦♥t✐♥✉♦✉s ❝❛s❡ t♦ s♦❧✈❡ s♦♠❡ t❡❝❤♥✐❝❛❧ ✐ss✉❡s ✐♥ ♠❛❝❤✐♥❡ ❧❡❛r♥✐♥❣ t❤❡♦r②✳
SLIDE 22
❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s
✶✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ❜❛s❡❞ ♦♥ ♠❡tr✐❝ ❝♦♥❝❡♣ts ✭❢r♦♠ ❞♦ts t♦ ❜❛❧❧s✮
SLIDE 23 ❈♦✈❡r✐♥❣ ♥✉♠❜❡rs ❉❡✜♥✐t✐♦♥
- ❈♦♥s✐❞❡r ❛ ❣❡♥❡r❛❧ s♣❛❝❡ H ✭♣♦ss✐❜❧② s♣❛❝❡ ♦❢ ❢✉♥❝t✐♦♥s✮ ✇✐t❤
❛ ♠❡tr✐❝ ·
- ❆♥ ε✲❝♦✈❡r T ✐s ❛ s❡t ♦❢ ❡❧❡♠❡♥ts ♦❢ H s✉❝❤ t❤❛t ❢♦r ❛♥②
h ∈ H t❤❡r❡ ❡①✐sts ❛♥ ❡❧❡♠❡♥t t ∈ T s✉❝❤ t❤❛t t ✐s ε✲❝❧♦s❡ t♦ h ✭✐✳❡✳ |h − t ≤ ε✮
- ❚❤❡ ❝♦✈❡r✐♥❣ ♥✉♠❜❡r N(ε) ✐s t❤❡ ❝❛r❞✐♥❛❧✐t② ♦❢ t❤❡ s♠❛❧❧❡st
ε✲❝♦✈❡r ♦❢ H
- ❚❤❡ ♠❡tr✐❝ ❡♥tr♦♣② ♦❢ H ✐s t❤❡ ❢✉♥❝t✐♦♥ ε → log N(ε)
SLIDE 24 ❈♦✈❡r✐♥❣ ♥✉♠❜❡rs ❊①❛♠♣❧❡
- ❘❡s✉❧t ✿ ❢♦r t❤❡ ✉♥✐t ❜❛❧❧ ♥ Rd✱ ✇❡ ❤❛✈❡ ✿
✶ ε d ≤ N(ε) ≤ ✷ ε + ✶ d
SLIDE 25 ❈♦✈❡r✐♥❣ ♥✉♠❜❡rs ❯♣♣❡r ❜♦✉♥❞ ♦♥ t❤❡ ❡rr♦r
❘❡s✉❧t ❜② ❉✳ P♦❧❧❛r❞ ✭✶✾✽✹✮
- ◆♦t❛t✐♦♥s ✿ n s❛♠♣❧❡ s✐③❡✱ ℓ ❧♦ss ❢✉♥❝t✐♦♥
- ❋♦r ❜♦✉♥❞❡❞ ❧♦ss ❢✉♥❝t✐♦♥s ✭ℓ(·, ·) ≤ M✮✱ ✇❡ ❤❛✈❡ ✿
P
h∈H
|L(h) − ˆ Ln(h)| > ε
ε ✽M
✷M✷
- ◆♦t ❡❛s② t♦ ✐♥✈❡rt ✇rt t♦ ε t♦ ♦❜t❛✐♥ ❛ ❝❧❡❛♥ ❡rr♦r ❜♦✉♥❞ ❢♦r
L(ˆ hn) − infh∈H L(h) ✭t❤❡ ✈❛r✐❛♥❝❡ ♣❛rt ♦❢ t❤❡ ✈❛r✐❛♥❝❡✲❜✐❛s ❢♦r ❊❘▼✮✳✳✳
SLIDE 26
❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s
✷✳ ❈♦♠♣❧❡①✐t② ❝♦♥❝❡♣ts ❜❛s❡❞ ♦♥ ❝♦♠❜✐♥❛t♦r✐❝s ✭❝♦✉♥t✐♥❣✮
SLIDE 27 ❱❛♣♥✐❦✲❈❤❡r✈♦♥❡♥❦✐s ✭❱❈✮ ❡♥tr♦♣②
- ❋♦r ❛ ❣✐✈❡♥ s❛♠♣❧❡ (X✶, . . . , Xn) ❛♥❞ ❢♦r ❛ ❣✐✈❡♥ ✰✶✴✲✶
❝❧❛ss✐✜❡r h✱ ❞❡♥♦t❡ ❜② Xn(h) t❤❡ ✰✶✴✲✶ ✭❝❧❛ss✐✜❝❛t✐♦♥✮ ✈❡❝t♦r ✿ Xn(h) = (h(X✶), . . . , h(Xn))T ∈ {−✶, ✶}n
- ❋♦r t❤✐s s❛♠♣❧❡ (X✶, . . . , Xn)✱ ❞❡♥♦t❡ ❜② ˆ
N(H) t❤❡ ❝❛r❞✐♥❛❧✐t② ♦❢ s✉❝❤ ✈❡❝t♦rs ✭✧❝♦❧♦r✐♥❣s ♦❢ t❤❡ ❞❛t❛✧✮ ✐♥❞✉❝❡❞ ❜② t❤❡ s❡t ♦❢ ❢✉♥❝t✐♦♥s h ∈ H ✭t❤✐s s❡t ♦❢ ✈❡❝t♦rs ✐s s♦♠❡t✐♠❡s ❝❛❧❧❡❞ t❤❡ tr❛❝❡ ♦❢ t❤❡ s❡t ♦❢ ❢✉♥❝t✐♦♥s ♦♥ t❤❡ s❛♠♣❧❡✮✳ ◆♦t❡ t❤❛t t❤❡r❡ ❛r❡ ❛t ♠♦st ✷n ✈❡❝t♦rs ❜✉t ❝❛♥ ❜❡ ❧❡ss t❤❛♥ ✷n s✐♥❝❡ s♦♠❡ ✈❡❝t♦rs ✭✧❝♦❧♦r✐♥❣s✬✮ ♠❛② ❜❡ ✉♥r❡❛❝❤❛❜❧❡ ✇✐t❤ ❢✉♥❝t✐♦♥s ✐♥ H✳
E(H) = E(log ˆ N(H))
SLIDE 28 ❙✉✣❝✐❡♥t ❝♦♥❞✐t✐♦♥ ❢♦r t❤❡ ❡st✐♠❛t✐♦♥ ❡rr♦r t♦ ❣♦ t♦ ③❡r♦
- ❋✐♥✐t❡ ❝❛s❡ ✭r❡♠✐♥❞❡r✮ ✿ ❝♦♥✈❡r❣❡♥❝❡ t♦ ③❡r♦ ♦❢ t❤❡ ❡st✐♠❛t✐♦♥
❡rr♦r ✐❢ log |H| n → ✵ , n → ∞
- ❙✐♠✐❧❛r r♦❧❡ ❢♦r t❤❡ ❱❈ ❡♥tr♦♣② ✿ ❝♦♥✈❡r❣❡♥❝❡ t♦ ③❡r♦ ♦❢ t❤❡
❡st✐♠❛t✐♦♥ ❡rr♦r ✐❢ E(H) n = E(log ˆ N(H)) n → ✵ , n → ∞
- ◗✉❡st✐♦♥s ✿ ❛r❡ t❤❡r❡ ✇❡❛❦❡r ❝♦♥❞✐t✐♦♥s ❄ ❲❤✐❝❤ s❡ts ♦❢
❢✉♥❝t✐♦♥s ❢✉❧✜❧❧ s✉❝❤ ❛ ❝♦♥❞✐t✐♦♥ ❄ ❲❤❛t ❛r❡ t❤❡ r❛t❡s ♦❢ ❝♦♥✈❡r❣❡♥❝❡ ❄
SLIDE 29 ❱❈ ❞✐♠❡♥s✐♦♥ ❉❡✜♥✐t✐♦♥
- ❚❤❡ ❱❈ ❞✐♠❡♥s✐♦♥ ✐s t❤❡ ❧❛r❣❡st ✐♥t❡❣❡r s✉❝❤ t❤❛t t❤❡r❡ ❡①✐sts
❛ s❛♠♣❧❡ ♦❢ n ♣♦✐♥ts ✐♥ Rd ❢♦r ✇❤✐❝❤ ❛❧❧ ✐ts ✧❝♦❧♦r✐♥❣s✧ ✭s❡♣❛r❛t✐♦♥s ✐♥ ✰✶✴✲✶ ❝❧❛ss❡s✮ ❝❛♥ ❜❡ ❛❝❤✐❡✈❡❞ ❜② ❡❧❡♠❡♥ts ♦❢ H✱ ✐✳❡✳ V (C) = max{n ✐♥t❡❣❡r : ∃ s❛♠♣❧❡ s✳t✳| ˆ N(H)| = ✷n}
- ❇② ❝♦♠♣❛r✐s♦♥ t♦ t❤❡ ❱❈ ❡♥tr♦♣②✱ t❤❡ ❱❈ ❞✐♠❡♥s✐♦♥
❝♦rr❡s♣♦♥❞s t♦ t❤❡ ✧✇♦rst✧ s❛♠♣❧❡ s✐♥❝❡ t❤❡ ❡①♣❡❝t❛t✐♦♥ ✐s r❡♣❧❛❝❡❞ ❜② ❛ ♠❛①✐♠✉♠ ♦✈❡r ❛❧❧ ♣♦ss✐❜❧❡ tr❛✐♥✐♥❣ s❛♠♣❧❡s✳
SLIDE 30 ❱❈ ❞✐♠❡♥s✐♦♥ ❊①❛♠♣❧❡s
- ❍❛❧❢s♣❛❝❡s ✐♥ Rd ✿ V = d + ✶
- ❆①✐s✲❛❧✐❣♥❡❞ r❡❝t❛♥❣❧❡s ✐♥ R✷ ✿ V = ✹
- ❏✉st ❛♥② r❡❝t❛♥❣❧❡s ✐♥ R✷ ✿ V = ✼
- ❚r✐❛♥❣❧❡s ✐♥ R✷ ✿ V = ✼
- ❈♦♥✈❡① ♣♦❧②❣♦♥s ✐♥ R✷ ✿ V = +∞
SLIDE 31
❱❈ ❞✐♠❡♥s✐♦♥ ❍❛❧❢♣❧❛♥❡s
SLIDE 32 ❖❜s❡r✈❛t✐♦♥ ✿ ◆✉♠❜❡r ♦❢ ♣❛r❛♠❡t❡rs ✐s ✐rr❡❧❡✈❛♥t
- ❙❡t ♦❢ ✐♥❞✐❝❛t♦r ❢✉♥❝t✐♦♥s ♣❛r❛♠❡t❡r✐③❡❞ ❜② ❛ s✐♥❣❧❡ ♣❛r❛♠❡t❡r
ω ✿ h(x) = I{x : sin(ωx) > ✵} , ✇❤❡r❡ ω ∈ [✵, ✷π)
- ❱❈ ❞✐♠❡♥s✐♦♥ ♦❢ t❤✐s s❡t ✐s ✐♥✜♥✐t❡✱ ✉s✐♥❣ ✿
ω = ✶ ✷
n
✶ − yi ✷
- ✶✵i
- ❢♦r ❛ s❡t ♦❢ ♣♦✐♥ts xj = ✷π✶✵−j
SLIDE 33 ❆♣♣❧✐❝❛t✐♦♥ ✿ ❱❈ ❜♦✉♥❞ ♦♥ ❝❧❛ss✐✜❝❛t✐♦♥ ❡rr♦r
- ❆ss✉♠❡ H ❤❛s ✜♥✐t❡ ❱❈ ❞✐♠❡♥s✐♦♥ V ✳ ❚❤❡♥✱ ✇❡ ❤❛✈❡✱ ❢♦r ❛♥②
δ✱ ✇✐t❤ ♣r♦❜❛❜✐❧✐t② ❛t ❧❡❛st ✶ − δ ✿ L(ˆ hn) ≤ inf
h∈H L(h) +
en
V
+
✶
δ
- ✷n
- ❇❡❤❛✈✐♦r ♦❢ t❤❡ ❜♦✉♥❞ ✇rt V ✿ ❛s ❱❈ ❞✐♠❡♥s✐♦♥ V ✐♥❝r❡❛s❡s✱
t❤❡ ❡st✐♠❛t✐♦♥ ❡rr♦r ✐♥❝r❡❛s❡s✱ ❜✉t ❛t t❤❡ s❛♠❡ t✐♠❡✱ ✐t ✐s ❡①♣❡❝t❡❞ t❤❛t t❤❡ ❛♣♣r♦①✐♠❛t✐♦♥ ❡rr♦r ❣♦❡s ❞♦✇♥ s✐♥❝❡ t❤❡ ❤②♣♦t❤❡s✐s s♣❛❝❡ ❣❡ts ❧❛r❣❡r✳
SLIDE 34
❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s
✸✳ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ✿ t❤❡ ♠♦❞❡r♥ ❛♣♣r♦❛❝❤ t♦ ❝♦♠♣❧❡①✐t②
SLIDE 35 ▲❡❛r♥✐♥❣ ❚❤❡♦r② ✿ Pr❡ ✈s P♦st ✷✵✵✵
- ❈♦♠❜✐♥❛t♦r✐❛❧ ❝♦♠♣❧❡①✐t② ❝♦♥❝❡♣ts ✭❧✐❦❡ ❱❈✲❉✐♠❡♥s✐♦♥✮ ✇❡r❡
❧❡❛❞✐♥❣ t♦ ❧♦♦s❡ ❜♦✉♥❞s ❛♥❞ r❛✐s❡❞ t❡❝❤♥✐❝❛❧ ❞✐✣❝✉❧t✐❡s✳ ❈✉❝❦❡r ❛♥❞ ❙♠❛❧❡ ✭✷✵✵✶✮ ❀ ❊✈❣❡♥✐♦✉ ❡t ❛❧✳ ✭✶✾✾✾ ❀ ✷✵✵✵✮ ❀ ❇❛rt❧❡tt ❡t ❛❧ ✭✶✾✾✽✮ r❡s♦❧✈❡❞ ✈❛r✐♦✉s ✐ss✉❡s✳
- ❚❤♦s❡ ❝♦♠♣❧❡①✐t② ❝♦♥❝❡♣ts ❛❧s♦ ❛❝❝♦✉♥t❡❞ ❢♦r ✇♦rst✲❝❛s❡
s✐t✉❛t✐♦♥s ✐♥ t❡r♠s ♦❢ s❛♠♣❧❡ ❝♦♥✜❣✉r❛t✐♦♥✳ ❚❤❡r❡ ✇❛s ❛ ❝❤❛❧❧❡♥❣❡ t♦ ❞❡✈❡❧♦♣ ❞❛t❛✲❞❡♣❡♥❞❡♥t ❝♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ✭❛❧t❤♦✉❣❤ ✐t ✇❛s ♣♦ss✐❜❧❡✮✳
- ❚✇♦ ♥❡✇ ❛♣♣r♦❛❝❤❡s st❛rt❡❞ ✐♥ t❤❡ ❧❛t❡ ✶✾✾✵s ✴ ❡❛r❧② ✷✵✵✵s ✿
❙t❛❜✐❧✐t② ❛♥❞ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t②✳
SLIDE 36 ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ❲❤② ❛♥♦t❤❡r ❝♦♥❝❡♣t ❄
- ❚❤❡ ❝♦♥❝❡♣t ✇❛s ❛❧r❡❛❞② t❤❡r❡ ✐♥ ✶✾✻✽ ✭❱❛♣♥✐❦✲❈❤❡r✈♦♥❡♥❦✐s
♣❛♣❡r✮ ❜✉t ✇❛s ♥♦t ✐❞❡♥t✐✜❡❞ ❛s ❛ ❦❡② q✉❛♥t✐t② ❡①❝❡♣t ✉s❡❞ ✐♥ ❛♥ ✐♥t❡r♠❡❞✐❛t❡ st❡♣ ♦❢ ❛ ♣r♦♦❢ ✇❤✐❝❤ ❤❛❞ t♦ ❜❡ s✐♠♣❧✐✜❡❞ ✐♥ ❧❛t❡r st❛❣❡s ♦❢ t❤❡ ♣r♦♦❢✳
- ■t ✇❛s r❡❞✐s❝♦✈❡r❡❞ ✐♥ ✷✵✵✵ ❜② ❑♦❧t❝❤✐♥s❦✐✐ ❛♥❞ P❛♥❝❤❡♥❦♦ ❛♥❞
❧❡❞ t♦ ♥❡❛t❡r ❜♦✉♥❞s ❛♥❞ t❤❡♦r② t♦ ❡♥❝♦♠♣❛ss ❛❧❧ st❛t❡✲♦❢✲t❤❡✲❛rt ♠❡t❤♦❞s s✉❝❤ ❛s ❙❱▼✱ ❜♦♦st✐♥❣ ❛♥❞ ❜❛❣❣✐♥❣✱ ❛s ✇❡❧❧ ❛s ♥❡✉r❛❧ ♥❡ts✳
SLIDE 37 ❆ ❞❛t❛✲❞❡♣❡♥❞❡♥t ✈✐❡✇ ♦♥ ❝♦♠♣❧❡①✐t②
- ❱❈ ❡♥tr♦♣② ✐s ❛❜♦✉t ❝♦✉♥t✐♥❣ ✭✧❝♦❧♦r✐♥❣✧✮ ✈❡❝t♦rs ♦♥ ❛✈❡r❛❣❡
✇rt t❤❡ tr❛✐♥✐♥❣ ❞❛t❛ ✐♥ t❤❡ ❤②♣❡r❝✉❜❡ ♦❢ Rn ❞❡✜♥❡❞ ❜② ✈❡❝t♦rs ♦❢ t❤❡ ❢♦r♠ ✿ Xn(h) = (h(X✶), . . . , h(Xn))T ∈ {−✶, ✶}n , ❢♦r ❛❧❧ h ∈ H
- ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ✐s ❛❜♦✉t ❡st✐♠❛t✐♥❣ t❤❡ ❛✈❡r❛❣❡ ♦❢ t❤❡
♠❛①✐♠❛❧ ❝♦rr❡❧❛t✐♦♥ ❜❡t✇❡❡♥ ❛ r❛♥❞♦♠ ❜✐♥❛r②✲✈❛❧✉❡❞ ✈❡❝t♦r ❛♥❞ t❤❡ ❝❧❛ss✐✜❝❛t✐♦♥ ✈❡❝t♦r ❢♦r ❛ ✜①❡❞ tr❛✐♥✐♥❣ ❞❛t❛ s❡t ♦✈❡r t❤❡ ❝❧❛ss ♦❢ ❝❛♥❞✐❞❛t❡ ❝❧❛ss✐✜❡rs✳
SLIDE 38 ❉❡✜♥✐t✐♦♥ ♦❢ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t②
- ❈♦♥s✐❞❡r ❛ s❛♠♣❧❡ ♦❢ Dn = (X✶, . . . , Xn) ♦❢ ■■❉ r❛♥❞♦♠
✈❛r✐❛❜❧❡s✱ ❛♥❞ ❛ ✈❡❝t♦r ♦❢ ❘❛❞❡♠❛❝❤❡r r❛♥❞♦♠ ✈❛r✐❛❜❧❡s ✿ ε = (ε✶, . . . , εn)T ✇✐t❤ εi✬s ■■❉ ❛♥❞ ✐♥❞❡♣❡♥❞❡♥t ♦❢ t❤❡ tr❛✐♥✐♥❣ ❞❛t❛ s✉❝❤ t❤❛t P(εi = ✶) = P(εi = −✶) = ✶/✷
- ❚❤❡♥ t❤❡ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ♦❢ t❤❡ s❡t ♦❢ ❢✉♥❝t✐♦♥s H ✐s
t❤❡ s❛♠♣❧❡✲❞❡♣❡♥❞❡♥t q✉❛♥t✐t② ✿ ˆ Rn(H) = E
h∈H
✶ n
n
εih(Xi)
nE
h∈H
(εTXn(h))
SLIDE 39 ❊①❡r❝✐s❡ ✿ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ❢♦r ❧✐♥❡❛r ❝❧❛ss❡s
- ❈♦♥s✐❞❡r ❛ s❛♠♣❧❡ x✶, . . . , xn ✇❤✐❝❤ ❛r❡ ❛❧❧ ❝♦♥t❛✐♥❡❞ ✐♥ ❛ ❜❛❧❧
✇✐t❤ r❛❞✐✉s R
- ❉❡♥♦t❡ ❜② H t❤❡ ❤②♣♦t❤❡s✐s s♣❛❝❡ ♦❢ ❧✐♥❡❛r ❢✉♥❝t✐♦♥s s✉❝❤ t❤❛t
h(x) = βTx ✇❤❡r❡ β✷ ≤ M
ˆ Rn(H) ≤ MR √n
SLIDE 40 ❊①❡r❝✐s❡ ✿ ❝♦♥❝❡♥tr❛t✐♦♥ ♦❢ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t②
f (X✶, . . . , Xn) = ˆ Rn(H) = E
h∈H
✶ n
n
εih(Xi)
- Dn
- ❚❤❡ ❢✉♥❝t✐♦♥ f s❛t✐s✜❡s t❤❡ ❜♦✉♥❞❡❞ ❞✐✛❡r❡♥❝❡s ❛ss✉♠♣t✐♦♥
✭✇❤② ❄✮
- ❚❤❡r❡❢♦r❡✱ ✇❡ ❤❛✈❡✱ ❜② ▼❝❉✐❛r♠✐❞✬s ✐♥❡q✉❛❧✐t②✱ ✇✐t❤ ♣r♦❜❛❜✐❧✐t②
❛t ❧❡❛st ✶ − δ ✿ E( ˆ Rn(H) ≤ ˆ Rn(H) +
✷n
SLIDE 41 ❆♣♣❧✐❝❛t✐♦♥ t♦ ❊❘▼
❚❤❡♦r❡♠✳
❊①♣❡❝t❡❞ ❡rr♦r ♦❢ ❊❘▼ ▲❡t H ❜❡ ❛ ❝❧❛ss ♦❢ ❝❧❛ss✐✜❡rs ❢r♦♠ Rd t♦ {−✶, +✶} ❈♦♥s✐❞❡r hn t❤❡ ❊❘▼ ❝❧❛ss✐✜❡r ✿
h∈H
❚❤❡♥✱ ✇✐t❤ ♣r♦❜❛❜✐❧✐t② ❛t ❧❡❛st ✶ − δ ✿ L( hn) ≤ inf
h∈H L(g) + E(
Rn(H) +
✷n ❛♥❞ L( hn) ≤ inf
h∈H L(h) +
Rn(H) + ✸
✷n
SLIDE 42 ▲✐♥❦ ❜❡t✇❡❡♥ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ❛♥❞ ❱❈ ❞✐♠❡♥s✐♦♥
- ❘❛❞❡♠❛❝❤❡r ❜♦✉♥❞❡❞ ❜② ❱❈ ❞✐♠❡♥s✐♦♥
ˆ Rn(H) ≤
- ✷
- ✶ + log(n/V )
- (n/V )
- ❚❤✐s ♠❡❛♥s t❤❛t ✜♥✐t❡ ❱❈ ❞✐♠❡♥s✐♦♥ ✐♠♣❧✐❡s t❤❛t ❘❛❞❡♠❛❝❤❡r
❝♦♠♣❧❡①✐t② ✐s ♦❢ t❤❡ ♦r❞❡r ♦❢
- (log n)/n
- ❍♦✇❡✈❡r✱ t❤❡r❡ ❛r❡ ❝❧❛ss❡s ✇✐t❤ ✐♥✜♥✐t❡ ❱❈ ❞✐♠❡♥s✐♦♥ ✇❤✐❝❤
❤❛✈❡ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ♦❢ t❤❡ s❛♠❡ ♦r❞❡r ♦❢ ♠❛❣♥✐t✉❞❡
SLIDE 43 ❈♦♠✐♥❣ ♥❡①t
- ❊①❡r❝✐s❡ s❡ss✐♦♥ ♦♥ ❋r✐❞❛② ✻
- ❊①❛♠ ♦♥ ◆♦✈❡♠❜❡r ✶✵
- ◆❡①t ❧❡❝t✉r❡s ✿
- ❘❡❣✉❧❛r✐③❛t✐♦♥ ❛♥❞ st❛❜✐❧✐t②
- ❆♥❛❧②s✐s ♦❢ ▼▲ ❛❧❣♦r✐t❤♠s