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{c}
{wiki=McDiarmid's_inequality}

If independent inputs $Z_1,\ldots,Z_n$ enter a function whose value changes by at most $L_i$ when only coordinate $i$ changes, then
$$
\mathbb P(F-\mathbb EF\geq t)
\leq\exp\left(-\frac{2t^2}{\sum_iL_i^2}\right).
$$


Bounded differences inequality

Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 31J / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 31J / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 31J / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 4 / 30J / Solution

Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 2 / 31J / a / Solution

Rademacher excess-risk bound for empirical risk minimization

Bounded differences inequality

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Bounded differences inequality

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