= Rademacher complexity
{c}
{wiki}
For <independent and identically distributed random variables> $Z_1,\ldots,Z_n$ and independent <Rademacher random variable>[Rademacher signs] $\varepsilon_1,\ldots,\varepsilon_n$, the Rademacher complexity of a <function class> $\mathcal F$ is
$$
\mathcal R_n(\mathcal F)
=\mathbb E_{Z,\varepsilon}\left[
\sup_{f\in\mathcal F}\frac1n\sum_{i=1}^n\varepsilon_i f(Z_i)
\right].
$$
It measures how strongly the class can correlate with independent random signs on a random sample.
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