A vector-contraction inequality for Rademacher complexities using $p$-stable variables
Probability
2021-07-27 v2 Machine Learning
Machine Learning
Abstract
Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities" extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher variables in the bounding expression by arbitrary idd symmetric and sub-gaussian variables. We will see how to extend this work when we replace sub-gaussian variables by -stable variables for .
Keywords
Cite
@article{arxiv.1912.10136,
title = {A vector-contraction inequality for Rademacher complexities using $p$-stable variables},
author = {Oscar Zatarain-Vera},
journal= {arXiv preprint arXiv:1912.10136},
year = {2021}
}