3.8 Rademacher identities. Fix m 1. Prove the following identities for any 2 R and any...
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3.8 Rademacher identities. Fix m 1. Prove the following identities for any 2 R and any two hypothesis sets H and H0 of functions mapping from X to R:
(a) Rm(H) = jjRm(H):
(b) Rm(H + H0) = Rm(H) + Rm(H0):
(c) Rm(fmax(h; h0) : h 2 H; h0 2 H0g) Rm(H) + Rm(H0);
where max(h; h0) denotes the function x 7! maxx2X(h(x); h0(x)) (Hint: you could use the identity max(a;
b) = 1 2 [a+b+ja????bj] valid for all a; b 2 R and Talagrand's contraction lemma (see lemma 5.7)).
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Related Book For
Foundations Of Machine Learning
ISBN: 9780262351362
2nd Edition
Authors: Mehryar Mohri, Afshin Rostamizadeh
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