Statistical bounds for entropic optimal transport: sample complexity and the central limit theorem.
Gonzalo MenaJonathan WeedPublished in: CoRR (2019)
Keyphrases
- sample complexity
- vc dimension
- upper bound
- central limit theorem
- upper and lower bounds
- constant factor
- lower bound
- worst case
- covering numbers
- theoretical analysis
- pac learning
- learning algorithm
- generalization error
- learning problems
- linear threshold
- supervised learning
- special case
- concept classes
- active learning
- probability distribution
- asymptotically optimal
- sample size
- dynamic programming
- average case
- data sets
- uniform convergence
- heavy traffic
- irrelevant features
- feature space
- small number
- optimal solution
- uncertain demand
- training examples