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Uniform convergence (combinatorics) : ウィキペディア英語版
Uniform convergence (combinatorics)

For a class of predicates H\,\! defined on a set X\,\! and a set of samples x=(x_,x_,\dots,x_)\,\!, where x_\in X\,\!, the empirical frequency of h\in H\,\! on x\,\! is \widehat|\|\,\!. The Uniform Convergence Theorem states, roughly,that if H\,\! is "simple" and we draw samples independently (with replacement) from X\,\! according to a distribution P\,\!, then with high probability all the empirical frequency will be close to its expectation, where the expectation is given by Q_(h)=P\\,\!. Here "simple" means that the Vapnik-Chernovenkis dimension of the class H\,\! is small relative to the size of the sample.
In other words, a sufficiently simple collection of functions behaves roughly the same on a small random sample as it does on the distribution as a whole.
==Uniform convergence theorem statement〔(Martin Anthony Peter,l.Bartlett. Neural Network Learning: Theoretical Foundations,Pages-46-50.First Edition,1999.Cambridge University Press, ISBN 0-521-57353-X )〕 ==

If H\,\! is a set of \\,\!-valued functions defined on a set X\,\! and P\,\! is a probability distribution on X\,\! then for \epsilon>0\,\! and m\,\! a positive integer, we have,
: P^\}(h)|\geq\epsilon\,\! for some h\in H\}\leq 4\Pi_(2m)e^}.\,\!
where, for any x\in X^\,\!,
: Q_(h)=P\\,\!,
: \widehat|\|\,\! and |x|=m\,\!. P^\,\! indicates that the probability is taken over x\,\! consisting of m\,\! i.i.d. draws from the distribution P\,\!.
\Pi_\,\! is defined as: For any \\,\!-valued functions H\,\! over X\,\! and D\subseteq X \,\!,
: \Pi_(D)=\\,\!.
And for any natural number m\,\! the shattering number \Pi_(m)\,\! is defined as.
: \Pi_(m)=max|\|\,\!.
From the point of Learning Theory one can consider H\,\! to be the Concept/Hypothesis class defined over the instance set X\,\!. Before getting into the details of the proof of the theorem we will state Sauer's Lemma which we will need in our proof.

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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