Convergence Bounds

Introduction to Machine Learning - 10-701/15-781

Content

  • Application - A/B testing for page layout

  • Convergence properties

    • Weak convergence

    • Convergence in probability

    • Strong (almost surely)

  • Guarantees

    • Law of large numbers

    • Central limit theorem

    • Tail bounds (Markov, Chebyshev, Chernoff, Hoeffding, Bernstein, McDiarmid inequality)

Supplementary material

Slides in PDF.

Videos