= Solution
For a fixed sample $z_{1:n}$, its <Empirical Rademacher complexity> is
$$
\boxed{
\widehat{\mathcal R}(\mathcal F(z_{1:n}))
=\mathbb E_\varepsilon\left[
\sup_{f\in\mathcal F}\frac1n\sum_{i=1}^n
\varepsilon_i f(z_i)
\right].
}
$$
Its sample <expected value> is $\mathcal R_n(\mathcal F)$.
Because every $f\in\mathcal F$ takes values in $\{0,1\}$, replacing one sample point changes $\widehat{\mathcal R}$ by at most $1/n$. Put
$$
s=\sqrt{\frac{\log(3/\delta)}{2n}}.
$$
The lower-tail form of the <Bounded differences inequality> gives
$$
\mathcal R_n(\mathcal F)
\leq\widehat{\mathcal R}(\mathcal F(Z_{1:n}))+s
$$
outside an event of probability at most $\delta/3$.
For the excess-loss supremum $G$ from part (b), replacing one observation changes $G$ by at most $2/n$. A second application of the same inequality gives
$$
G\leq\mathbb EG+\sqrt{\frac{2\log(3/\delta)}n}
=\mathbb EG+2s
$$
outside another event of probability at most $\delta/3$. On the intersection of these two events, <Rademacher symmetrization inequality>[symmetrization] and the <union bound> yield
$$
\begin{aligned}
R(\widehat h)-R(h^*)
&\leq G\\
&\leq2\mathcal R_n(\mathcal F)+2s\\
&\leq2\widehat{\mathcal R}(\mathcal F(Z_{1:n}))+4s.
\end{aligned}
$$
This event has <probability theory>[probability] at least $1-2\delta/3\geq1-\delta$, and $4s=2\sqrt{2\log(3/\delta)/n}$. Thus
$$
\boxed{
R(\widehat h)-R(h^*)
\leq2\widehat{\mathcal R}(\mathcal F(Z_{1:n}))
+2\sqrt{\frac{2\log(3/\delta)}n}.
}
$$
Back to article page