Paper #280

Títol:

An inequality for uniform deviations of sample averages from their means

Autors:

Peter Bartlett i Gábor Lugosi

Data:

Febrer 1998

Resum:

We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis (1974) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.

Paraules clau:

Vapnik-Chervonenkis inequality, uniform laws of large numbers, empirical risk, minimization

Codis JEL:

C13

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

Statistics and Probability Letters, 44, (1999), pp. 55-62

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