An inequality for uniform deviations of sample averages from their means

Bartlett, Peter; Lugosi, Gábor

An inequality for uniform deviations of sample averages from their means

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Citation

Statistics and Probability Letters, 44, (1999), pp. 55-62

Abstract

We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis (1974) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.