PAC-Bayesian Bound for the Conditional Value at Risk.

Zakaria Mhammedi Benjamin Guedj Robert C. Williamson

Published in: CoRR (2020)

Keyphrases

pac bayesian
distribution free
rademacher complexity
data dependent
generalization bounds
error bounds
vc dimension
risk bounds
learning theory
standard deviation
generalization error
machine learning
normal distribution
reproducing kernel hilbert space
learning problems
worst case
reinforcement learning