Paper #280

Título:

An inequality for uniform deviations of sample averages from their means

Autores:

Peter Bartlett y Gábor Lugosi

Fecha:

Febrero 1998

Resumen:

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.

Palabras clave:

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

Códigos JEL:

C13

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

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

Descargar el paper en formato PDF