Empirical Bernstein Bounds and Sample-Variance Penalization.
Andreas MaurerMassimiliano PontilPublished in: COLT (2009)
Keyphrases
- variance reduction
- sample size
- finite sample
- bias variance decomposition
- error estimates
- confidence bounds
- small sample
- upper bound
- empirical risk minimization
- generalization error
- variance estimator
- uniform convergence
- cross validation
- monte carlo
- rademacher complexity
- lower bound
- theoretical analysis
- model selection
- covariance matrix
- vc dimension
- neural network
- error bounds
- convex combinations
- machine learning
- bias variance
- confidence intervals
- penalty function
- data samples
- lower and upper bounds
- data dependent
- database
- worst case
- case study
- genetic algorithm
- real time