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Bennett-type Generalization Bounds: Large-deviation Case and Faster Rate of Convergence
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:717-725, 2013.
Abstract
In this paper, we present the Bennett-type generalization bounds of the learning pro- cess for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional re- sults. In particular, we first develop two types of Bennett-type deviation inequality for the i.i.d. learning process: one pro- vides the generalization bounds based on the uniform entropy number; the other leads to the bounds based on the Rademacher complexity. We then adopt a new method to obtain the alternative expressions of the Bennett-type generalization bounds, which imply that the bounds have a faster rate o(N -1 2 ) of convergence than the traditional results O(N -1 2 ). Additionally, we find that the rate of the bounds will become faster in the large-deviation case, which refers to a sit- uation where the empirical risk is far away from (at least not close to) the expected risk. Finally, we analyze the asymptotical conver- gence of the learning process and compare our analysis with the existing results.