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One-sided coordinate Rademacher contraction
Statement
Let , let be fixed, and let be a nonempty finite class of real-valued functions on their domain. For each , let satisfy for all , with a common . Then
Here and . Expectations over signs mean this uniform finite average; no measurability on the functions' domain is needed. For measurable classes on a measurable space this agrees with One-sided empirical Rademacher complexity. Equivalently, the unnormalized left expectation is at most times the unnormalized one-sided supremum on the right.
The same holds for a countable class when both suprema are finite for every sign vector. No condition is required; additive constants cancel because the proof compares coordinate differences.
Facts & Assumptions
Given: A fixed sample, a nonempty finite class of real-valued functions, and coordinate maps with common Lipschitz constant .
The fixed-sample finite-average convention in the statement gives , with no absolute value. On measurable classes it is One-sided empirical Rademacher complexity.
Proof
Given: The finite class, fixed sample, and Lipschitz coordinate maps in the statement.
Fix a coordinate , arbitrary real offsets for , and . Averaging over gives . The Lipschitz bound makes the last summand at most . Because ordered pairs include both and , the supremum with equals the supremum with : swap the pair whenever . Factoring this last supremum gives .
Apply step 1.1 successively for . At stage , condition on all other signs and use , so the offsets include both unreplaced and replaced coordinates. Averaging the inequality over the other signs shows that replacing coordinate cannot decrease the expected supremum. Thus . Dividing by and using [F1] gives the statement.
For a countable class, enumerate its members and apply the finite result to each increasing finite initial subclass. For each of the finitely many sign vectors, the suprema increase to the stated finite supremum; taking the finite average over sign vectors passes the inequalities to the limit.
Remarks
Adding constants to the coordinate maps adds the same sign sum to every candidate in the supremum. Its sign expectation is zero, so the expected supremum is unchanged; this is why the one-sided result needs no zero-at-zero assumption.
Depends on
Used by
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Sources
- Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar, Foundations of Machine Learning, 2nd ed., Lemma 5.7 (standard reference, not scraped)
- David Pollard, Empirical Processes: Theory and Applications, Chapter 5 (standard reference, not scraped)