Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples

Mingchen Yao, Chao Zhang and Wei Wu

Discrete Dynamics in Nature and Society, 2015, vol. 2015, 1-8

Abstract:

Many generalization results in learning theory are established under the assumption that samples are independent and identically distributed (i.i.d.). However, numerous learning tasks in practical applications involve the time-dependent data. In this paper, we propose a theoretical framework to analyze the generalization performance of the empirical risk minimization (ERM) principle for sequences of time-dependent samples (TDS). In particular, we first present the generalization bound of ERM principle for TDS. By introducing some auxiliary quantities, we also give a further analysis of the generalization properties and the asymptotical behaviors of ERM principle for TDS.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:826812

DOI: 10.1155/2015/826812

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