Hypothesis Set Stability and Generalization

Part of Advances in Neural Information Processing Systems 32 (NeurIPS 2019)

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Authors

Dylan J. Foster, Spencer Greenberg, Satyen Kale, Haipeng Luo, Mehryar Mohri, Karthik Sridharan

Abstract

<p>We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization bound for data-dependent hypothesis sets expressed in terms of a notion of hypothesis set stability and a notion of Rademacher complexity for data-dependent hypothesis sets that we introduce. This bound admits as special cases both standard Rademacher complexity bounds and algorithm-dependent uniform stability bounds. We also illustrate the use of these learning bounds in the analysis of several scenarios.</p>