Learning Theory
Advanced Introduction to Machine Learning - 10-715
Content
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Application of McDiarmid's inequality
Infinite many hypothesis
Uniform convergence bounds
PAC bound for estimation error
Structural risk minimzation
Supplementary material
Recommended papers
L. Devroye, L. Gyorfi, G. Lugosi: A Probabilistic Theory of Pattern Recognition. Springer, New York, 1996.
L. Gyorfi (editor): Principles of Nonparametric Learning, Springer-Verlag Wien New York, 2002
L. Gyorfi, M. Kohler, A. Krzyzak, H. Walk: A Distribution-Free Theory of Nonparametric Regression, Springer-Verlag, New York, 2002
A. Tsybakov: Introduction to Nonparametric Estimation, Springer Series in Statistics, 2008
Robert D. Nowak: Lecture notes about Statistical Learning Theory
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