An inequality for uniform deviations of sample averages from their means

We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis [1974, Theory of Pattern Recognition. Nauka, Moscow] and Pollard [1995, Uniform ratio limit theorems for empirical processes, Scand. J. Statist. 22, 271-278]. Using the new inequality we obtain tight bounds for empirical loss minimization learning.

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Year of publication:	1999
Authors:	Bartlett, Peter ; Lugosi, Gábor
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 44.1999, 1, p. 55-62
Publisher:	Elsevier
Keywords:	Vapnik-Chervonenkis inequality Uniform laws of large numbers Empirical risk minimization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138169