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Hypothesis Set Stability and Generalization

2019/04/09 by Foster, Dylan J., Greenberg, Spencer, Kale, Satyen +3 · 4 citations
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · doi:10.48550/arxiv.1904.04755

Abstract

We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization bound for data-dependent hypothesis sets expressed in terms of a notion of hypothesis set stability and a notion of Rademacher complexity for data-dependent hypothesis sets that we introduce. This bound admits as special cases both standard Rademacher complexity bounds and algorithm-dependent uniform stability bounds. We also illustrate the use of these learning bounds in the analysis of several scenarios.

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