lecture08 - learning Bulletin of the American Mathematical...

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Lecture 08: Sayan Mukherjee and Alex Rakhlin Description We relate consistency or empirical risk minimization (ERM) with uniform convergence in probability over function classes. We prove generalization bounds for ERM in a bounded RKHS. Suggested Reading V. N. Vapnik. The Nature of Statistical Learning Theory. Springer, 1995. Cucker and Smale. On the mathematical foundations of
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Unformatted text preview: learning. Bulletin of the American Mathematical Society, 2002. • Ding-Xuan Zhou. Capacity of Reproducing Kernel Spaces in Learning Theory. to appear in IEEE Trans. on Info. Theory, 2003. • V. N. Vapnik and A. Ya. Chervonenkis. Necessary and Sufficient conditions for the uniform convergence of the means to their expectations. Probability Theory and Applications, 26, 532-553 1981....
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