Sharper convergence bounds of Monte Carlo Rademacher Averages through Self-Bounding functions.
Leonardo PellegrinaPublished in: CoRR (2020)
Keyphrases
- monte carlo
- markovian decision
- stochastic approximation
- upper bound
- variance reduction
- covering numbers
- function classes
- markov chain
- monte carlo simulation
- generalization bounds
- vc dimension
- monte carlo methods
- adaptive sampling
- data dependent
- importance sampling
- lower bound
- generalization error
- generalization error bounds
- particle filter
- point processes
- rates of convergence
- monte carlo tree search
- risk bounds
- matrix inversion
- state space
- uniform convergence
- global illumination
- learning theory
- convergence speed
- optimal strategy
- convergence rate
- worst case