Relative deviation learning bounds and generalization with unbounded loss functions

被引:0
|
作者
Corinna Cortes
Spencer Greenberg
Mehryar Mohri
机构
[1] Google Research,
[2] Courant Institute and Google Research,undefined
来源
Annals of Mathematics and Artificial Intelligence | 2019年 / 85卷
关键词
Generalization bounds; Learning theory; Unbounded loss functions; Relative deviation bounds; Importance weighting; Unbounded regression; Machine learning; 97R40;
D O I
暂无
中图分类号
学科分类号
摘要
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of unbounded loss functions, under the assumption that a moment of the loss is bounded. We then illustrate how to apply these results in a sample application: the analysis of importance weighting.
引用
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页码:45 / 70
页数:25
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