§28.3 (realizable upper bound): for m ≥ (8/ε)(2d log(16e/ε) + log(2/δ)), δ < 1/4, an ERM learner has true error ≤ ε w.p. ≥ 1−δ under every realizable (D, f), so m_H(ε,δ) ≤ C(d ln(1/ε) + ln(1/δ))/ε
ProvedUnderstandingML.realizable_upper_boundepsilon-netfundamental-theorempac-learningsample-complexity
§28.3. Here we prove that there exists such that is PAC learnable with sample complexity . We do so by showing that for , is learnable using the ERM rule, based on the notion of -nets.
Formally: for , and , every ERM learner has true error at most with probability at least under every realizable (Theorem 28.3 applied to the error sets , which have the same VC dimension). consists of measurable hypotheses with the countable-approximation property of Mission IV (Remark 3.1).
Preamble
import Definitions.Def_UnderstandingML_FundamentalProof open MeasureTheory
Formal statement
namespace UnderstandingML
/-- **§28.3, the upper bound for the realizable case** (p. 398): for
`m ≥ (8/ε)(2d log(16e/ε) + log(2/δ))`, `H` is learnable using the ERM rule, so
`m_H(ε, δ) ≤ C (d ln(1/ε) + ln(1/δ))/ε`. Stated for `ε ∈ (0, 1)`, `δ ∈ (0, 1/4)` (the range
of Theorem 28.3), a realizable pair `(D, f)` and an ERM learner: the probability that the ERM
output has true error above `ε` is at most `δ`. -/
theorem realizable_upper_bound {X : Type*} [MeasurableSpace X] (H : Set (X → Bool))
(hH : ∀ h ∈ H, Measurable h) (hsep : PointwiseSeparable H) (d : ℕ) (hd : vcDim H = d)
(A : Learner (X × Bool) (X → Bool)) (hA : IsERMLearner loss01 H A) (D : Measure X)
[IsProbabilityMeasure D] (f : X → Bool) (hf : Measurable f) (hreal : Realizable H D f)
(ε δ : ℝ) (hε : 0 < ε) (hε1 : ε < 1) (hδ : 0 < δ) (hδ1 : δ < 1 / 4) (m : ℕ)
(hm : 8 / ε * (2 * d * Real.log (16 * Real.exp 1 / ε) + Real.log (2 / δ)) ≤ m) :
iidLaw (labeledLaw D f) m {S | ε < trueError D f (A m S)} ≤ ENNReal.ofReal δ := by sorry
end UnderstandingML
Source
Shalev-Shwartz and Ben-David, Understanding Machine Learning: From Theory to Algorithms, Cambridge University Press 2014, doi:10.1017/CBO9781107298019, §28.3 p. 398 (from Theorem 28.3 applied to the error sets)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.