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Empirical bounds for functions with weak interactions

Maurer, A; Pontil, M; (2018) Empirical bounds for functions with weak interactions. In: Bubeck, S and Perchet, V and Rigollet, P, (eds.) Proceedings of the 31st Annual Conference on Learning Theory (COLT 2018). (pp. pp. 987-1010). PMLR (Proceedings of Machine Learning Research): Stockholm. Green open access

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Abstract

We provide sharp empirical estimates of expectation, variance and normal approximation for a class of statistics whose variation in any argument does not change too much when another argument is modified. Examples of such weak interactions are furnished by U- and V-statistics, Lipschitz Lstatistics and various error functionals of `2-regularized algorithms and Gibbs algorithms.

Type: Proceedings paper
Title: Empirical bounds for functions with weak interactions
Event: 31st Annual Conference on Learning Theory, 6-9 July 2018, Stockholm, Sweden
Open access status: An open access version is available from UCL Discovery
Publisher version: http://proceedings.mlr.press/v75/
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/10073435
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