Question: Typically, when one has enough data, the empirical loss concentrates around the expected loss: there exists con > 0 , such that for any f
Typically, when one has enough data, the empirical loss concentrates around the expected loss: there exists con such that for any f in HLf Lf con. Show that
in this case, est con.
Comments: This means that to get small estimation error, the number of data points should
be large enough so that concentration happens. The number of data points needed to get
concentration con is called sample complexity, which is an important topic in learning
theory and statistics.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
