Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 4 / 30J / c / Solution

The exponential loss is $\varphi (z)=e^{-z}$. For a score $f:\mathcal{X}\to \mathbb{R}$, its exponential classification risk and empirical risk areFor the set of evaluation vectorsits empirical Rademacher complexity iswhere the ${\sigma }_i$ are independent uniform random signs.