Rademacher Complexity
Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
High Quality Content by WIKIPEDIA articles! In statistics and machine learning, Rademacher complexity, named after Hans Rademacher, measures richness of a class of real-valued functions with respect to a probability distribution. Let mathcal{F} be a class of real-valued functions defined on a domain space Z. The empirical Rademacher complexity of mathcal{F} on a sample S=(z_1, z_2, dots, z_m) in Z^m is defined as widehat mathcal{R}_S(mathcal{F}) = frac{2}{m} sup_{f in mathcal{F}} left| sum_{i=1}^m sigma_i f(z_i) right| where sigma_1, sigma_2, dots, sigma_m are independent random variables such that Pr(sigma_i = +1) = Pr(sigma_i = -1) = 1/2 for any i=1,2,dots,m. The random variables sigma_1, sigma_2, dots, sigma_m are referred to as...
ISBN: 978-6-1311-2115-9
Издательство:
Книга по требованию
Дата выхода: июль 2011