Some Local Measures of Complexity of Convex Hulls and Generalization Bounds

Details Some Local Measures of Complexity of Convex Hulls and Generalization Bounds Some Local Measures of Complexity of Convex Hulls and Generalization Bounds

2004-05-18

arxiv.org/abs/math/0405340v1

2002 Lecture Notes on Artificial Intelligence 2375

Mathematics

Probability

15 pages

Scientific paper

We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuity modulus on the convex hull of a function class in terms of the same quantity for the class itself. We also obtain new bounds on generalization error in terms of localized Rademacher complexities. This allows us to prove new results about generalization performance for convex hulls in terms of characteristics of the base class. As a byproduct, we obtain a simple proof of some of the known bounds on the entropy of convex hulls.

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