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) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.

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Year of publication:	1998-02
Authors:	Bartlett, Peter ; Lugosi, Gábor
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Vapnik-Chervonenkis inequality \| uniform laws of large numbers \| empirical risk \| minimization

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Classification:	C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005827454