Abstract
We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function T and the learning class F, the excess risk of the empirical risk minimization algorithm is lower bounded by Esup q∈Q Gq/δ,/n where (Gq)q∈Q is a canonical Gaussian process associated with Q (a well chosen subset of F) and δ is a parameter governing the oscillations of the empirical excess risk function over a small ball in F.
| Original language | English |
|---|---|
| Pages (from-to) | 605-613 |
| Number of pages | 9 |
| Journal | Bernoulli |
| Volume | 16 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Aug 2010 |