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Finite-class realizable and agnostic sample complexity
Statement
Let be a finite nonempty class of measurable binary classifiers, put , and let . For IID samples, the finite-list exact ERM is realizable -PAC whenever the law is realizable by and
For arbitrary laws, a finite-list -approximate ERM with fixed is agnostic -PAC whenever
Here is a positive integer and logarithms are natural. In particular, exact agnostic ERM () has the sufficient sample size . These are sufficient upper bounds; they do not assert optimality or computational efficiency.
Statement references
Realizable and agnostic PAC learning: defines the two PAC criteria and includes learner randomness in their probability statements when present.
Finite-class realizable PAC bound: proves the realizable finite-class sample-size condition.
Finite-class agnostic ERM bound: proves the agnostic ERM excess-risk bound used to obtain the agnostic sample size.
The natural logarithm as the inverse of the exponential function: defines the natural logarithm used in the sample-size formulas.
Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm: supplies the monotonicity and product law used in the sample-size comparison.
Facts & Assumptions
Given: A finite nonempty class of measurable binary classifiers, , , and fixed for the approximate-ERM clause.
No choice axiom is added; the two supplier bounds use finite classes and finite-list selectors.
In the realizable case, a finite-class exact ERM has risk at most with probability at least if . Finite-class realizable PAC bound
For arbitrary , with probability at least , a finite-list -ERM has excess at most . Finite-class agnostic ERM bound
For deterministic measurable , realizable -PAC means for every law admitting a zero-risk member; agnostic PAC means for every law. Realizable and agnostic PAC learning
The natural logarithm is increasing, , and has the product law. The natural logarithm as the inverse of the exponential function, Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
Proof
Given: The hypotheses in the Statement.
Under the stated realizability assumption, the first sample-size condition is exactly the hypothesis of [F1], so the exact finite-list ERM meets the realizable PAC criterion in [F3].
Put . Since and , [F4] makes the numerator positive; also . The sample-size condition gives , so by nonnegativity.
By [F2], with probability at least the agnostic excess is at most . This is the agnostic PAC criterion in [F3], and setting gives the exact-ERM formula.
Depends on
Used by
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Sources
- Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar, Foundations of Machine Learning, 2nd ed., Chapter 2 Theorems 2.5 and 2.13 (standard reference, not scraped)
- Shai Shalev-Shwartz and Shai Ben-David, Understanding Machine Learning: From Theory to Algorithms, Chapter 2 Corollary 2.3 and Chapter 4 Corollary 4.6 (standard reference, not scraped)