Abstract
We show that if F is a convex class of functions that is L-sub-Gaussian, the error rate of learning problems generated by independent noise is equivalent to a fixed point determined by "local" covering estimates of the class (i.e., the covering number at a specific level), rather than by the Gaussian average, which takes into account the structure of F at an arbitrarily small scale. To that end, we establish new sharp upper and lower estimates on the error rate in such learning problems.
| Original language | English |
|---|---|
| Pages (from-to) | 1835-1862 |
| Number of pages | 28 |
| Journal | Annals of Statistics |
| Volume | 45 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - Oct 2017 |
| Externally published | Yes |