Asymptotic sequential Rademacher complexity of a finite function class

11 May 2016Dmitry B. Rokhlin

For a finite function class we describe the large sample limit of the sequential Rademacher complexity in terms of the viscosity solution of a $G$-heat equation. In the language of Peng's sublinear expectation theory, the same quantity equals to the expected value of the largest order statistics of a multidimensional $G$-normal random variable... (read more)

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