论文标题
指数尾巴本地Rademacher复杂性风险界限,而没有伯恩斯坦条件
Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Condition
论文作者
论文摘要
局部Rademacher复杂性框架是基于经验风险最小化的框架来建立统计估计量急剧的多余风险范围的最成功的通用工具箱之一。应用此工具箱通常需要使用Bernstein条件,这通常会限制适用于凸和适当的设置。近年来见证了几个问题的例子,这些示例只能通过非凸和不当估计器来实现最佳统计绩效,这些估计器源自聚集理论,包括模型选择的基本问题。这些示例目前不在古典本地化理论的范围之内。 在这项工作中,我们建立在最近通过偏移的雷德马赫复杂性来建立本地化方法的基础上,为此,一般的高概率理论尚未建立。我们的主要结果是用偏移式rademacher复杂性表示的指数尾尾过量风险,至少与经典理论获得的结果至少与可获得的结果一样敏锐。但是,我们的边界适用于估计器依赖性的几何条件(“偏移条件”),而不是与估计器无关的(但总的来说,依赖于分布的)伯恩斯坦条件,经典理论依赖于伯恩斯坦。我们的结果适用于不正确的预测制度,而不是经典理论直接涵盖的。
The local Rademacher complexity framework is one of the most successful general-purpose toolboxes for establishing sharp excess risk bounds for statistical estimators based on the framework of empirical risk minimization. Applying this toolbox typically requires using the Bernstein condition, which often restricts applicability to convex and proper settings. Recent years have witnessed several examples of problems where optimal statistical performance is only achievable via non-convex and improper estimators originating from aggregation theory, including the fundamental problem of model selection. These examples are currently outside of the reach of the classical localization theory. In this work, we build upon the recent approach to localization via offset Rademacher complexities, for which a general high-probability theory has yet to be established. Our main result is an exponential-tail excess risk bound expressed in terms of the offset Rademacher complexity that yields results at least as sharp as those obtainable via the classical theory. However, our bound applies under an estimator-dependent geometric condition (the "offset condition") instead of the estimator-independent (but, in general, distribution-dependent) Bernstein condition on which the classical theory relies. Our results apply to improper prediction regimes not directly covered by the classical theory.