Novel Bernstein-like Concentration Inequalities for the Missing Mass

10 Mar 2015Bahman Yari Saeed KhanlooGholamreza Haffari

We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like deviation bounds with sublinear exponents in deviation size for missing mass, but also improve the results of McAllester and Ortiz (2003) andBerend and Kontorovich (2013, 2012) for small deviations which is the most interesting case in learning theory... (read more)

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