P. L. Bartlett and
P. M. Long. Prediction, learning, uniform
convergence, and scale-sensitive dimensions.
Journal of Computer and
System Sciences, 56(2):174-190, 1998.
Abstract
We present a new general-purpose
algorithm for learning classes of [0,1]-valued functions in a
generalization of the prediction model,
and prove a general upper bound on the expected absolute
error of this algorithm in terms of a
scale-sensitive generalization of the Vapnik dimension proposed
by Alon, Ben-David, Cesa-Bianchi and Haussler.
We give lower bounds implying that our upper
bounds cannot be improved by more
than a constant factor in general. We apply this result, together
with techniques due to Haussler
and to Benedek and Itai, to obtain new upper bounds on packing
numbers in terms of this
scale-sensitive notion of dimension. Using a different technique, we obtain
new bounds on packing numbers
in terms of Kearns and Schapire's fat-shattering function. We show
how to apply both packing bounds
to obtain improved general bounds on the sample complexity of
agnostic learning. For each fixed epsilon,
we establish weaker sufficient and stronger necessary conditions
for a class of [0,1]-valued functions to be
agnostically learnable to within epsilon and to be an epsilon-uniform
Glivenko-Cantelli class.