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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

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SLIDE 2

❈♦✉rs❡ ♦✈❡r✈✐❡✇

  • ■♥tr♦❞✉❝t✐♦♥

❉❡♠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

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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✐❛♥❝❡
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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✈❡✱ ❆❯❈ ✫ ❝♦✳

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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

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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✐♦♥

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SLIDE 7

▼♦t✐✈❛t✐♦♥s

❙t❛t✐st✐❝❛❧ ❛♥❛❧②s✐s ♦❢ ❛ ❣❡♥❡r✐❝ ♣r✐♥❝✐♣❧❡ ❦♥♦✇♥ ❛s ❊♠♣✐r✐❝❛❧ ❘✐s❦ ▼✐♥✐♠✐③❛t✐♦♥ ✭❊❘▼✮

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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 ✿

  • Ln(h) = ✶

n

n

  • i=✶

I{Yi = h(Xi)}

  • ❉❡♥♦t❡ ❜② H t❤❡ ❝❧❛ss ♦❢ ❝❛♥❞✐❞❛t❡ ❝❧❛ss✐✜❡rs ❝♦♥s✐❞❡r❡❞
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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

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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)

  • ❡st✐♠❛t✐♦♥ ✭st♦❝❤❛st✐❝✮

+ L(¯ h) − L(h∗)

  • ❛♣♣r♦①✐♠❛t✐♦♥ ✭❞❡t❡r♠✐♥✐st✐❝✮
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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) +

  • log |H| + log

δ

  • ✷n

Pr♦♦❢ r❡❧✐❡s ♦♥ ✿ ❍♦❡✛❞✐♥❣✬s ✐♥❡q✉❛❧✐t② ✭s❡❡ ❧❛t❡r✮ ✰ ✉♥✐♦♥ ❜♦✉♥❞ ✭P(A ∪ B) ≤ P(A) + P(B)✮

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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✳✧

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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
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

  • esZ

≤ exp s✷(b − a)✷ ✽

  • ■♥t❡r♣r❡t❛t✐♦♥ ✿ t❤❡ ▲❛♣❧❛❝❡ tr❛♥s❢♦r♠ ♦❢ ❜♦✉♥❞❡❞ r❛♥❞♦♠ ✈❛r✐❛❜❧❡s

❡①❤✐❜✐ts s✉❜❣❛✉ss✐❛♥ ❜❡❤❛✈✐♦r✳

slide-15
SLIDE 15

❍♦❡✛❞✐♥❣✬s ✐♥❡q✉❛❧✐t②

Pr♦♣♦s✐t✐♦♥

❈♦♥s✐❞❡r Z✶, . . . , Zn ■■❉ ♦✈❡r [✵, ✶] ❛♥❞ Z n = ✶ n

n

  • i=✶

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

  • i=✶

Zi − E(Z✶) > t

  • ≤ inf

s>✵ exp

  • −nst + n log E(es(Z✶−E(Z✶)))
slide-16
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
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

  • i=✶

Vi > t

  • ≤ exp

✷t✷ n

i=✶ c✷ i

  • ❛♥❞

P n

  • i=✶

Vi < −t

  • ≤ exp

✷t✷ n

i=✶ c✷ i

slide-18
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
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
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
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
SLIDE 22

❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s

✶✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s ❜❛s❡❞ ♦♥ ♠❡tr✐❝ ❝♦♥❝❡♣ts ✭❢r♦♠ ❞♦ts t♦ ❜❛❧❧s✮

slide-23
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
SLIDE 24

❈♦✈❡r✐♥❣ ♥✉♠❜❡rs ❊①❛♠♣❧❡

  • ❘❡s✉❧t ✿ ❢♦r t❤❡ ✉♥✐t ❜❛❧❧ ♥ Rd✱ ✇❡ ❤❛✈❡ ✿

✶ ε d ≤ N(ε) ≤ ✷ ε + ✶ d

slide-25
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

  • sup

h∈H

|L(h) − ˆ Ln(h)| > ε

  • ≤ N

ε ✽M

  • exp
  • − nε✷

✷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
SLIDE 26

❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s

✷✳ ❈♦♠♣❧❡①✐t② ❝♦♥❝❡♣ts ❜❛s❡❞ ♦♥ ❝♦♠❜✐♥❛t♦r✐❝s ✭❝♦✉♥t✐♥❣✮

slide-27
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✳

  • ❱❈ ❡♥tr♦♣② ✿

E(H) = E(log ˆ N(H))

slide-28
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
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
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
SLIDE 31

❱❈ ❞✐♠❡♥s✐♦♥ ❍❛❧❢♣❧❛♥❡s

slide-32
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

  • i=✶

✶ − yi ✷

  • ✶✵i
  • ❢♦r ❛ s❡t ♦❢ ♣♦✐♥ts xj = ✷π✶✵−j
slide-33
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) +

  • ✷V log

en

V

  • n

+

  • log

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
SLIDE 34

❇✳ ❈♦♠♣❧❡①✐t② ♠❡❛s✉r❡s

✸✳ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t② ✿ t❤❡ ♠♦❞❡r♥ ❛♣♣r♦❛❝❤ t♦ ❝♦♠♣❧❡①✐t②

slide-35
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
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
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
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

  • sup

h∈H

✶ n

n

  • i=✶

εih(Xi)

  • Dn
  • = ✶

nE

  • sup

h∈H

(εTXn(h))

  • Dn
slide-39
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

  • ❲❡ t❤❡♥ ❤❛✈❡ ✿

ˆ Rn(H) ≤ MR √n

slide-40
SLIDE 40

❊①❡r❝✐s❡ ✿ ❝♦♥❝❡♥tr❛t✐♦♥ ♦❢ ❘❛❞❡♠❛❝❤❡r ❝♦♠♣❧❡①✐t②

  • ❙❡t

f (X✶, . . . , Xn) = ˆ Rn(H) = E

  • sup

h∈H

✶ n

n

  • i=✶

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) +

  • log(✶/δ)

✷n

slide-41
SLIDE 41

❆♣♣❧✐❝❛t✐♦♥ t♦ ❊❘▼

❚❤❡♦r❡♠✳

❊①♣❡❝t❡❞ ❡rr♦r ♦❢ ❊❘▼ ▲❡t H ❜❡ ❛ ❝❧❛ss ♦❢ ❝❧❛ss✐✜❡rs ❢r♦♠ Rd t♦ {−✶, +✶} ❈♦♥s✐❞❡r hn t❤❡ ❊❘▼ ❝❧❛ss✐✜❡r ✿

  • hn = ❛r❣ ♠✐♥

h∈H

  • Ln(h)

❚❤❡♥✱ ✇✐t❤ ♣r♦❜❛❜✐❧✐t② ❛t ❧❡❛st ✶ − δ ✿ L( hn) ≤ inf

h∈H L(g) + E(

Rn(H) +

  • log(✶/δ)

✷n ❛♥❞ L( hn) ≤ inf

h∈H L(h) +

Rn(H) + ✸

  • log(✷/δ)

✷n

slide-42
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✉❞❡

  • (log n)/n
slide-43
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