2.12 Bayesian bound. Let H be a countable hypothesis set of functions mapping X to f0; 1g...

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2.12 Bayesian bound. Let H be a countable hypothesis set of functions mapping X to f0; 1g and let p be a probability measure over H. This probability measure represents the prior probability over the hypothesis class, i.e. the probability that a particular hypothesis is selected by the learning algorithm. Use Hoe ding's inequality to show that for any  > 0, with probability at least 1 ???? , the following inequality holds:

8h 2 H;R(h)  bR S(h) +

s log 1 p(h) + log 1



2m

: (2.26)

Compare this result with the bound given in the inconsistent case for nite hypothesis sets (Hint: you could use 0 = p(h) as con dence parameter in Hoe ding's inequality).

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Foundations Of Machine Learning

ISBN: 9780262351362

2nd Edition

Authors: Mehryar Mohri, Afshin Rostamizadeh

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