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Generalization Error Bound:
Finite H, Non-Zero Error
• Setting
– Sample of n labeled instances S
– Learning Algorithm L with a finite hypothesis space H
– L returns hypothesis ĥ=L(S) with lowest training error
• What is the probability that the prediction error of ĥ exceeds the
fraction of training errors by more than ?
Training Sample Strain S
train
(x1,y1), …, (xn,yn)
Learner
Ä¥
Test Sample Stest
(xn+1,yn+1), …