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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 , and a class of real-valued functions defined on a domain space , the empirical Rademacher complexity of is defined as: where are independent random variables drawn from the Rademacher distribution i.e. for . Let be a probability distribution over . The Rademacher complexity of the function class with respect to for sample size is: where the above expectation is taken over an identically independently distributed (i.i.d.) sample generated according to . One can show, for example, that there exists a constant , such that any class of -indicator functions with Vapnik-Chervonenkis dimension has Rademacher complexity upper-bounded by . ==Gaussian complexity== Gaussian complexity is a similar complexity with similar physical meanings, and can be obtained from the previous complexity using the random variables instead of , where are Gaussian i.i.d. random variables with zero-mean and variance 1, i.e. . 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Rademacher complexity」の詳細全文を読む スポンサード リンク
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