Some Properties of Empirical Risk Minimization over Donsker Classes
Author(s) •
Caponnetto, Andrea
Rakhlin, Alexander
Date Issued
May 17, 2005
Series/Report no.
Massachusetts Institute of Technology Computer Science and Artificial Intelligence Laboratory
Abstract
We study properties of algorithms which minimize (or almost minimize) empirical error over a Donsker class of functions. We show that the L2-diameter of the set of almost-minimizers is converging to zero in probability. Therefore, as the number of samples grows, it is becoming unlikely that adding a point (or a number of points) to the training set will result in a large jump (in L2 distance) to a new hypothesis. We also show that under some conditions the expected errors of the almost-minimizers are becoming close with a rate faster than n^{-1/2}.
Subjects
AI
empirical risk minimization
stability
empirical processes
Persistent DSpace Link