A vector-contraction inequality for Rademacher complexities using $p$-stable variables

20 Dec 2019Oscar Zatarain-Vera

Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities'' extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher variables in the bounding expression by arbitrary idd symmetric and sub-gaussian variables. We will see how to extend this work when we replace sub-gaussian variables by $p$-stable variables for $1<p<2$...

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