8.11 On-line to batch | kernel Perceptron margin bound. In this problem, we give a margin-based generalization
Question:
8.11 On-line to batch | kernel Perceptron margin bound. In this problem, we give a margin-based generalization guarantee for the kernel Perceptron algorithm. Let h1; : : : ; hT be the sequence of hypotheses generated by the kernel Perceptron algorithm and let bh be dened as in exercise 8.10. Finally, let L denote the zero-one loss. We now wish to more precisely bound the generalization error of bh in this setting.
(a) First, show that XT i=1 L(hi(xi); yi) inf h2H:khk1 XT i=1 max
0; 1 ????
yih(xi)
+
1
sX i2I K(xi; xi);
where I is the set of indices where the kernel Perceptron makes an update and where and are dened as in theorem 8.12.
(b) Now, use the result of exercise 8.10 to derive a generalization guarantee for bh in the case of kernel Perceptron, which states that for any 0 < 1, the following holds with probability at least 1 ???? :
R(bh) inf h2H:khk1 bR S;(h) +
1
T sX i2I K(xi; xi) + 6 r
1 T
log 2(T + 1)
;
where bR S;(h) = 1 T
PT i=1 max
????
0; 1 ???? yih(xi)
. Compare this result with the margin bounds for kernel-based hypotheses given by corollary 6.13.
Step by Step Answer:
Foundations Of Machine Learning
ISBN: 9780262351362
2nd Edition
Authors: Mehryar Mohri, Afshin Rostamizadeh