Claim 29.9(1): A_good with m ≥ (1/ε) log(1/δ) examples labeled by h_A has error ≤ ε with probability ≥ 1 − δ
ProvedUnderstandingML.good_erm_boundermmulticlasssample-complexity
Claim 29.9(1). Let , a distribution over and . Let be an i.i.d. sample consisting of examples, sampled according to and labeled by . Then, with probability of at least , the hypothesis returned by will have an error of at most .
Formally: countable with measurable singletons; is any ERM for returning on all- samples.
Preamble
import Definitions.Def_UnderstandingML_MulticlassLearnability open MeasureTheory open scoped InnerProductSpace
Formal statement
namespace UnderstandingML
/-- **Claim 29.9(1)** (p. 407). Let `ε, δ > 0`, `D` a distribution over `X` and `h_A ∈ H`. Let
`S` be an i.i.d. sample of `m ≥ (1/ε) log(1/δ)` examples sampled according to `D` and labeled by
`h_A`. Then, with probability of at least `1 − δ`, the hypothesis returned by `A_good` will have
an error of at most `ε`. `X` countable with measurable singletons (so that finite and cofinite
sets are measurable). -/
theorem good_erm_bound {X : Type*} [MeasurableSpace X] [MeasurableSingletonClass X] [Countable X]
(A : Learner (X × CofinLabel X) (X → CofinLabel X)) (hA : IsGoodERM A) (D : Measure X)
[IsProbabilityMeasure D] (Aset : {A : Set X // A.Finite ∨ Aᶜ.Finite}) (ε δ : ℝ) (hε : 0 < ε)
(hδ : 0 < δ) (m : ℕ) (hm : 1 / ε * Real.log (1 / δ) ≤ m) :
iidLaw (D.map (fun x ↦ (x, hSet Aset x))) m
{S | ENNReal.ofReal ε < D {x | A m S x ≠ hSet Aset x}} ≤ 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, §29.4 pp. 407-408, Claim 29.9 part 1 with its proof
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.