A Chain Rule for the Expected Suprema of Bernoulli Processes
Probability
2023-05-12 v1 Machine Learning
Machine Learning
Abstract
We obtain an upper bound on the expected supremum of a Bernoulli process indexed by the image of an index set under a uniformly Lipschitz function class in terms of properties of the index set and the function class, extending an earlier result of Maurer for Gaussian processes. The proof makes essential use of recent results of Bednorz and Latala on the boundedness of Bernoulli processes.
Keywords
Cite
@article{arxiv.2304.14474,
title = {A Chain Rule for the Expected Suprema of Bernoulli Processes},
author = {Yifeng Chu and Maxim Raginsky},
journal= {arXiv preprint arXiv:2304.14474},
year = {2023}
}
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14 pages