Local Rademacher complexities and oracle inequalities in risk minimization
Local Rademacher complexities and oracle inequalities in risk minimization
Let ℱ be a class of measurable functions f:S↦[0, 1] defined on a probability space (S, $\mathcal{A}$, P). Given a sample (X1, …, Xn) of i.i.d. random variables taking values in S with common distribution P, let Pn denote the empirical measure based on (X1, …, Xn). We study an …