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第七讲 The VC Dimension

已有 3661 次阅读 2014-1-13 21:40 |个人分类:科研道路|系统分类:科研笔记

在上一讲中,我们有结论:

$E_{out}\approx  E_{in}$ possible if $m_H(N)$ breaks somewhere and $N$ large enough.

同时,得到$m_H(N)$的界


可以得到错误界


于是,我们有如下假设,并希望得到这样的结果:


1.VC Dimension

VC dimension of $H$, denoted $d_{VC}(H)$ is the largest $N$ for which $m_H(N) = 2^N$

  •  the most inputs H that can shatter

  •  $d_{VC}$ = "minimum k" $-1$.



$d_{VC} \approx  \#$free parameters (but not always hold!)

2.VC Dimension and Learning

finite $d_{VC} \Rightarrow g$ "will" generalize ($E_{out}(g)\approx E_{in}(g)$)

  • regardless of learning algorithm $A$;

  • regardless of input distribution $P$;

  • regardless of target function $f$.

3.For d-D perceptrons: $d_{VC} =d+1$.

4.VC Bound Rephrase: Penalty for Model Complexity



THE VC Message:



5.关于Hoeffding Inequality,Union Bound和VC Bound

Yaser Abu-Mostafa教授在其课程《Learning from data》中,给出了关于上述三个界的一个形象化的图示[1]


[1] Yaser Abu-Mostafa. Learning From Data - Online Course (MOOC) .http://work.caltech.edu/telecourse.html.   http://www.amlbook.com/slides/iTunesU_Lecture06_April_19.pdf





https://blog.sciencenet.cn/blog-507072-758845.html

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