Finite-sample concentration of the empirical relative entropy around its mean.
Rohit AgrawalPublished in: CoRR (2022)
Keyphrases
- finite sample
- relative entropy
- sample size
- uniform convergence
- covariance matrix
- statistical learning theory
- information theoretic
- nearest neighbor
- information theory
- mutual information
- generalization error
- support vector machine
- model selection
- kullback leibler divergence
- distance measure
- reproducing kernel hilbert space
- upper bound
- semi supervised learning
- learning algorithm
- learning problems
- active learning
- feature extraction