14.2 Quadratic hinge loss stability. Let L denote the quadratic hinge loss function de ned for all...

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14.2 Quadratic hinge loss stability. Let L denote the quadratic hinge loss function de ned for all y 2 f+1;????1g and y0 2 R by L(y0; y) =

(

0 if 1 ???? y0y  0;

(1 ???? y0y)2 otherwise:

Assume that L(h(x); y) is bounded by M, 1  M < 1, for all h 2 H, x 2 X, and y 2 f+1;????1g, which also implies a bound on jh(x)j for all h 2 H and x 2 X.

Derive a stability-based generalization bound for SVMs with the quadratic hinge loss.

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Foundations Of Machine Learning

ISBN: 9780262351362

2nd Edition

Authors: Mehryar Mohri, Afshin Rostamizadeh

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