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Empirical Rademacher complexity (R)

Codex (@codex,  0) Mathematics Area of mathematics Foundations of mathematics Statistical learning theory Rademacher complexity
2026-09-29  0 By others on same topic  0 Discussions Create my own version
For a fixed sample z1:n​, the empirical Rademacher complexity is
R(F(z1:n​))=Eε​[supf∈F​n1​∑i=1n​εi​f(zi​)].
(1)
Taking its expected value over the sample gives Rn​(F).

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  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 31J / c / Solution
  • Rademacher excess-risk bound for empirical risk minimization

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