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 |