Sample complexity: Difference between revisions

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==Unrestricted hypothesis space: infinite sample complexity==
<span id='No Free Lunch Theorem'></span>
One can ask whether there exists a learning algorithm so that the sample complexity is finite in the strong sense, that is, there is a bound on the number of samples needed so that the algorithm can learn any distribution over the input-output space with a specified target error. More formally, one asks whether there exists a learning algorithm <math>ALG\mathcal{A}</math>, such that, for all ''ε''<math>\epsilon, ''δ''\delta > 0</math>, there exists a positive integer ''<math>N''</math> such that for all ''<math>n'' \geq ''N''</math>, we have

<math display="block">
\sup_\rho\left(\Pr_{\rho^n}[\mathcal E(h_n) - \mathcal E^*_\mathcal{H}\geq\varepsilon]\right)<\delta,
</math>
</math>where <math>h_n=ALG\mathcal{A}(S_n)</math>, with <math>S_n = ((x_1,y_1),\ldots,(x_n,y_n))\sim \rho^n</math> as above. The [[No free lunch in search and optimization|No Free Lunch Theorem]] says that without restrictions on the hypothesis space <math>\mathcal H</math>, this is not the case, i.e., there always exist "bad" distributions for which the sample complexity is arbitrarily large.<ref name=":0">{{citation |last = Vapnik | first = Vladimir | title = Statistical Learning Theory | place = New York | publisher = Wiley. | year = 1998}}</ref>
 
Thus, in order to make statements about the rate of convergence of the quantity