An inequality for uniform deviations of sample averages from their means

Peter Bartlett and Gabor Lugosi

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis (1974) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.

Keywords: Vapnik-Chervonenkis inequality; uniform laws of large numbers; empirical risk; minimization (search for similar items in EconPapers)
JEL-codes: C13 (search for similar items in EconPapers)
Date: 1998-02
New Economics Papers: this item is included in nep-ecm
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Journal Article: An inequality for uniform deviations of sample averages from their means (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:280

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