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Uniform concentration and symmetrization for weak interactions (1902.01911v4)
Published 5 Feb 2019 in math.ST, cs.LG, stat.ML, and stat.TH
Abstract: The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and error functionals of l2-regularized algorithms.