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Rademacher complexity : ウィキペディア英語版
Rademacher complexity
In computational learning theory (machine learning and theory of computation), Rademacher complexity, named after Hans Rademacher, measures richness of a class of real-valued functions with respect to a probability distribution.
Given a training sample S=(z_1, z_2, \dots, z_m) \in Z^m, and a class \mathcal of real-valued functions defined on a domain space Z, the empirical Rademacher complexity of \mathcal is defined as:

\widehat)
=
\frac
\mathbb \left( \sup_^m \sigma_i h(z_i)
\right| \ \bigg| \ S
\right
)

where \sigma_1, \sigma_2, \dots, \sigma_m are independent random variables drawn from the Rademacher distribution i.e.
\Pr(\sigma_i = +1) = \Pr(\sigma_i = -1) = 1/2 for i=1,2,\dots,m.
Let P be a probability distribution over Z.
The Rademacher complexity of the function class \mathcal with respect to P for sample size m is:

\mathcal_m(\mathcal)
=
\mathbb \left(\widehat) \right )

where the above expectation is taken over an identically independently distributed (i.i.d.) sample S=(z_1, z_2, \dots, z_m) generated according to P.
One can show, for example, that there exists a constant C, such that any class of \-indicator functions with Vapnik-Chervonenkis dimension d has Rademacher complexity upper-bounded by C\sqrt}.
==Gaussian complexity==

Gaussian complexity is a similar complexity with similar physical meanings, and can be obtained from the previous complexity using the random variables g_i instead of \sigma_i, where g_i are Gaussian i.i.d. random variables with zero-mean and variance 1, i.e. g_i \sim \mathcal \left( 0, 1 \right).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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