Central limit theorem and sample complexity of stationary stochastic programs.
Alexander ShapiroYi ChengPublished in: Oper. Res. Lett. (2021)
Keyphrases
- sample complexity
- central limit theorem
- theoretical analysis
- probability distribution
- learning problems
- non stationary
- supervised learning
- learning algorithm
- special case
- upper bound
- active learning
- lower bound
- vc dimension
- generalization error
- pac learning
- training examples
- sample size
- heavy traffic
- concept classes
- irrelevant features
- machine learning
- np hard
- prior knowledge
- number of irrelevant features