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利用平方损失学习:通过偏移Rademacher复杂度进行定位

Learning with Square Loss: Localization through Offset Rademacher Complexity
课程网址: https://videolectures.net/videos/colt2015_liang_rademacher_comple...  
主讲教师: Tengyuan Liang
开课单位: 信息不详。欢迎您在右侧留言补充。
开课时间: 2025-02-04
课程语种: 英语
中文简介:
我们考虑具有平方损失的回归和不带有界假设的一般函数类。我们引入了偏移Rademacher复杂度的概念,它提供了一种透明的方法来研究期望和高概率的定位。对于任何(可能是非凸的)类,通过一个新的几何不等式,证明了两步估计器的过量损失是由这种偏移复杂度的上界。在凸情况下,估计量减少到经验风险最小化。该方法恢复\citep{RakSriTsy15}在有界情况下的结果,同时也提供了没有有界性假设的保证。我们对无界情况的高概率陈述是基于\cite{Mendelson14}的开创性小球分析。
课程简介: We consider regression with square loss and general classes of functions without the boundedness assumption. We introduce a notion of offset Rademacher complexity that provides a transparent way to study localization both in expectation and in high probability. For any (possibly non-convex) class, the excess loss of a two-step estimator is shown to be upper bounded by this offset complexity through a novel geometric inequality. In the convex case, the estimator reduces to an empirical risk minimizer. The method recovers the results of \citep{RakSriTsy15} for the bounded case while also providing guarantees without the boundedness assumption. Our high-probability statements for the unbounded case are based on the pathbreaking small-ball analysis of \cite{Mendelson14}.
关 键 词: 平方损失; 几何不等式; 小球分析
课程来源: 视频讲座网
数据采集: 2025-03-28:zsp
最后编审: 2025-03-28:zsp
阅读次数: 2