Theorem 7.5: with w(n) = 6/(n²π²) the SRM rule learns H = ⋃ₙ Hₙ nonuniformly with rate m^NUL(ε, δ, h) ≤ m^UC_{H_{n(h)}}(ε/2, 6δ/(πn(h))²)
ProvedUnderstandingML.srm_nonuniform_ratenonuniform-learnabilitysample-complexitystructural-risk-minimization
Theorem 7.5. Let be a hypothesis class such that , where each has the uniform convergence property with sample complexity . Let be such that . Then is nonuniformly learnable using the SRM rule with rate
Formally: for the family of learners implementing the SRM rule with confidence (outputs in , an SRM hypothesis whenever some hypothesis is admissible), with (the book's indices start at ), IsNonuniformFamilyWith holds with that rate.
Preamble
import Definitions.Def_UnderstandingML_Nonuniform open MeasureTheory
Formal statement
namespace UnderstandingML
/-- **Theorem 7.5** (p. 87). Let `H = ⋃ₙ Hₙ`, where each `Hₙ` has the uniform convergence
property with sample complexity `m^{UC}_{Hₙ}`, and let `w(n) = 6/(n²π²)`. Then `H` is
nonuniformly learnable using the SRM rule with rate
`m^{NUL}_H(ε, δ, h) ≤ m^{UC}_{H_{n(h)}}(ε/2, 6δ/(π n(h))²)`. Stated for the family of learners
`A δ` implementing the SRM rule with confidence `δ` (outputs in `H`, an SRM hypothesis
whenever one is admissible); the book's indices `n ∈ {1, 2, …}` are the case `H₀ = ∅`. -/
theorem srm_nonuniform_rate {Z : Type*} [MeasurableSpace Z] {Hyp : Type*} (loss : Hyp → Z → ℝ)
(Hn : ℕ → Set Hyp) (h0 : Hn 0 = ∅) (mUC : ℕ → ℝ → ℝ → ℕ)
(hUC : ∀ n, HasUniformConvergenceWith loss (Hn n) (mUC n)) (A : ℝ → Learner Z Hyp)
(hA : IsSRMFamily loss Hn mUC srmWeight A) :
IsNonuniformFamilyWith loss (⋃ n, Hn n) A fun ε δ h ↦
mUC (firstIndex Hn h) (ε / 2) (6 * δ / (Real.pi * firstIndex Hn h) ^ 2) := 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, §7.2 pp. 87-88, Theorem 7.5 with its proof
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.