Learning Theory

Content

• Application of McDiarmid’s inequality

• Infinite many hypothesis

• Uniform convergence bounds

• PAC bound for estimation error

• Structural risk minimzation

• Vapnik Chervonenkis dimension

  • Shattering
  • Growth Function
  • Sauer’s lemma
  • Vapnik-Chervonenkis inequality
  • Vapnik-Chervonenkis theorem

Supplementary material

• Slides in PDF.
• 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

Videos

This is unedited video straight from a Lumix GF2 with a 20mm lens which should explain the sound (it doesn’t have a dedicated audio input) … But it should help as a supplement with the slides (YouTube typically makes the 1080i version available within 1 week of the upload).