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Local Rademacher Complexities
We propose new bounds on the error of learning algorithms in terms of a data-dependent notion of complexity. The estimates we establish give optimal rates and are based on a local and empirical version of Rademacher averages, in the sense that the Rademacher averages are computed from the data, on a subset of functions with small empirical error. We present some applications to classification and prediction with convex function classes, and with kernel classes in particular.
@article{2000, title = {Local Rademacher Complexities}, journal = {The Annals of Statistics}, abstract = {We propose new bounds on the error of learning algorithms in terms of a data-dependent notion of complexity. The estimates we establish give optimal rates and are based on a local and empirical version of Rademacher averages, in the sense that the Rademacher averages are computed from the data, on a subset of functions with small empirical error. We present some applications to classification and prediction with convex function classes, and with kernel classes in particular.}, volume = {33}, number = {4}, pages = {1497-1537}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, month = aug, year = {2005}, slug = {2000}, author = {Bartlett, P. and Bousquet, O. and Mendelson, S.}, month_numeric = {8} }