Hoeffding’s inequality
ID: cs229-supplemental-lecture-notes/hoeffding’s-inequality
By John Duchi.
Online text: cs229.stanford.edu/extra-notes/hoeffding.pdf
Cited passages: Duchi, CS229 supplemental notes, §3, p. 6, lemma 5: all-real-parameter moment-generating function bound; John Duchi, CS229 supplemental notes, §3, p. 6, theorem 4: independent bounded variables and both tails.
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