Alphabeta Math
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One-sided coordinate Rademacher contraction

Statement

Let m≥1, let z1,…,zm be fixed, and let F be a nonempty finite class of real-valued functions on their domain. For each i, let Φi:R→R satisfy ∣Φi(x)−Φi(y)∣≤L∣x−y∣ for all x,y∈R, with a common L≥0. Then

1m Eσsup⁡f∈F∑i=1mσiΦi(f(zi))≤L R^S(F).

Here S=(z1,…,zm) and R^S(F):=m−12−m∑σ∈{−1,1}msup⁡f∈F∑iσif(zi). 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 L 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 Φi(0)=0 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 Φi with common Lipschitz constant L≥0.

[F1]

The fixed-sample finite-average convention in the statement gives R^S(F)=m−1Eσsup⁡f∈F∑iσif(zi), 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.

1.1givenalgebra

Fix a coordinate k, arbitrary real offsets af for f∈F, and xf:=f(zk). Averaging over σk gives Eσksup⁡f(af+σkΦk(xf))=12sup⁡f,g(af+ag+Φk(xf)−Φk(xg)). The Lipschitz bound makes the last summand at most L∣xf−xg∣. Because ordered pairs include both (f,g) and (g,f), the supremum with L∣xf−xg∣ equals the supremum with L(xf−xg): swap the pair whenever xf<xg. Factoring this last supremum gives 12sup⁡f(af+Lxf)+12sup⁡g(ag−Lxg)=Eσksup⁡f(af+σkLxf).

2.1F1step 1.1algebra

Apply step 1.1 successively for k=m,m−1,…,1. At stage k, condition on all other signs and use af:=∑i<kσiΦi(f(zi))+∑i>kσiLf(zi), so the offsets include both unreplaced and replaced coordinates. Averaging the inequality over the other signs shows that replacing coordinate k cannot decrease the expected supremum. Thus Eσsup⁡f∑iσiΦi(f(zi))≤LEσsup⁡f∑iσif(zi). Dividing by m and using [F1] gives the statement.

3.1step 2.1given∎

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 ci to the coordinate maps adds the same sign sum ∑iσici 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