Chained generalisation bounds

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between generalisation bounds based on the regularity of the loss function,...

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Bibliographic Details
Main Authors: Clerico, E, Shidani, A, Deligiannidis, G, Doucet, A
Format: Conference item
Language:English
Published: Proceedings of Machine Learning Research 2022