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Algorithmic Stability and Generalization Performance

MPG-Autoren
http://pubman.mpdl.mpg.de/cone/persons/resource/persons83824

Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Zitation

Bousquet, O. (2001). Algorithmic Stability and Generalization Performance. Advances in Neural Information Processing Systems, 196-202.


Zitierlink: http://hdl.handle.net/11858/00-001M-0000-0013-E2AA-C
Zusammenfassung
We present a novel way of obtaining PAC-style bounds on the generalization error of learning algorithms, explicitly using their stability properties. A \em stable learner being one for which the learned solution does not change much for small changes in the training set. The bounds we obtain do not depend on any measure of the complexity of the hypothesis space (e.g. VC dimension) but rather depend on how the learning algorithm searches this space, and can thus be applied even when the VC dimension in infinite. We demonstrate that regularization networks possess the required stability property and apply our method to obtain new bounds on their generalization performance.