Some Hoeffding- and Bernstein-type Concentration Inequalities

11 Feb 2021 Andreas Maurer Massimiliano Pontil

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher complexities to Lipschitz function classes and unbounded sub-exponential distribution...

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