Neural Network Learning: Theoretical Foundations by Martin Anthony

By Martin Anthony

This significant paintings describes fresh theoretical advances within the examine of man-made neural networks. It explores probabilistic versions of supervised studying difficulties, and addresses the foremost statistical and computational questions. Chapters survey study on trend category with binary-output networks, together with a dialogue of the relevance of the Vapnik Chervonenkis measurement, and of estimates of the measurement for a number of neural community types. additionally, Anthony and Bartlett advance a version of class through real-output networks, and show the usefulness of class with a "large margin." The authors clarify the position of scale-sensitive models of the Vapnik Chervonenkis size in huge margin class, and in actual prediction. Key chapters additionally talk about the computational complexity of neural community studying, describing numerous hardness effects, and outlining effective, positive studying algorithms. The e-book is self-contained and available to researchers and graduate scholars in computing device technology, engineering, and arithmetic.

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2) Now, since H might be infinite, we cannot be sure that the infimum optp(if) = infheH erp(/i) is attained; we can, however, assert (since the infimum is a greatest lower bound) that for any a > 0 there is an h* G H with erP(/i*) < opt P (#) + a. 2) that eip(L(z)) < erz(h*) + e < erP(h*) + 2e Since this is true for all a > 0, we must have erp(L(2)) < optp(ff) + 2c. 7, we have that, with probability at least 1 — 5, f\1 \1/2 etP(L(z)) < optp(H) + I — (dln(2em/d) + ln(4/«)) J . For the second part of the theorem, we need to show that m > mo(e, S) ensures that erp(L(z)) < optP(H) -f e.

Bounding the expected value of error In our definition of learning, we demand that if m >rao(e,5), then with probability at least 1 — <5, erp(L(z)) < optp(iif) + c. An alternative approach would be to require a bound on the expected value of the random variable eip(L(z)). Explicitly, we could ask that, given a € (0,1), there is ra^a) such that E (erP(L(z))) < opt P (#) + a for m > rao(a), where E denotes the expectation over Zm with respect to Pm. This model and the one of this chapter are easily seen to be related.

2 follows fairly directly from this result, as we now show. 1) then erp(L(z)) is close to optp(if). 3 to show that the condition on e suffices (and we solve for m). 1) holds. Then we have erP(L(*)) < erz(L(z)) + e = minevz(h) + e. 2) Now, since H might be infinite, we cannot be sure that the infimum optp(if) = infheH erp(/i) is attained; we can, however, assert (since the infimum is a greatest lower bound) that for any a > 0 there is an h* G H with erP(/i*) < opt P (#) + a. 2) that eip(L(z)) < erz(h*) + e < erP(h*) + 2e Since this is true for all a > 0, we must have erp(L(2)) < optp(ff) + 2c.

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