CMU Randomized Algorithms

Randomized Algorithms, Carnegie Mellon: Spring 2011

Lecture #20: Rademacher bounds

In this lecture we talked about Rademacher bounds in machine learning. These are never worse and sometimes can be quite a bit tighter than VC-dimension bounds. Rademacher bounds say that to bound how much you are overfitting (the gap between your error on the training set and your true error on the distribution), you can do the following. See how much you would overfit on random labels (how much better than 50% is the empirical error of the best function in your class when you give random labels to your dataset) and then double that quantity (and add a low-order term). See the notes.

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