Uniform concentration and symmetrization for weak interactions

5 Feb 2019  ·  Andreas Maurer, Massimiliano Pontil ·

The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and error functionals of l2-regularized algorithms.

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