Title
Relative Deviation Learning Bounds and Generalization with Unbounded Loss Functions.
Abstract
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of unbounded loss functions, under the assumption that a moment of the loss is bounded. We then illustrate how to apply these results in a sample application: the analysis of importance weighting.
Year
DOI
Venue
2013
10.1007/s10472-018-9613-y
Ann. Math. Artif. Intell.
Keywords
Field
DocType
Generalization bounds, Learning theory, Unbounded loss functions, Relative deviation bounds, Importance weighting, Unbounded regression, Machine learning, 97R40
Discrete mathematics,Mathematical optimization,Weighting,Regression,Mathematical proof,No-arbitrage bounds,Mathematics,Relative standard deviation,Bounded function
Journal
Volume
Issue
ISSN
abs/1310.5796
1
1012-2443
Citations 
PageRank 
References 
7
0.53
12
Authors
3
Name
Order
Citations
PageRank
Corinna Cortes165741120.50
Spencer Greenberg2101.26
Mehryar Mohri34502448.21