Discussion of the VC proof
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Re: The VC Proof
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Re: The VC Proof
I tend to be closer to an "experimental" scientist. Most often, I don't want to read the proof, though it is nice to know that it is there.
The level covered in the course was just about right for me. I believe I followed it well enough to do the problems, though. Thanks! 
Re: The VC Proof
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For your question I would like to say: Due to the mixed mathematical background of any classroom, include the formal proof in your classroom presentations. Further, I suggest that you extract the proof from the appendix and include it in the text in Chapter 2, since I think it would be more natural that you develop VCbound within the lecture formally. I never like God send formulas, I like to understand the natural development of these ideas and learn how mathematicians transform these ideas into the formulas without any break. A deferred proof, break this sequence force us to remember what was referring what. If you think the opposite, than enhance your Appendix so that the derivations are given step by step with helping explanations beyond the formulas. Current format of the proof requires the student create this sequence by her/himself. I want to know what is the natural historical development sequence of these ideas. Maybe I should refer the VCbook, Statistical Learning Theory. But, I need the help of an instructor like you, since reading a 750 pages book is infeasible; especially if you yearn for writing your first ML applications within the next 3 months. For human being english is always better then notations, but notations are inevitable to avoid ambiguities; thus a combination of both is the ideal format. I see you try to achieve this ideal. This is good, so. At the moment that I wrote this message, I've watched the 6. video and read the book until Chp 2, section 2.3 and I read the two pages of the proof in appendix. Until now, two thinks broke me disturbing my mind; how the Hoeffding found his from God send inequality, and how can I understand the long derivations of VCBound including the mathematical technicalities you mention in the book and videos. I'm still working on the second one. And try to accept Hoeffding's inequality as given (which disturbs my mind like a bug in my brain and decelerates my learning). I know you want to show us the forest instead of dealing with the leaves of trees, but you can do this like you have done in the book between th pages 4649 using "safe skip" blocks. A last word, this is the first ML course that I could see the whole picture, the forest. As such this is the first successful attempt that I experienced. Thank you all, for your effort. 
Re: The VC Proof
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Re: The VC Proof
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Re: The VC Proof
I am a machine learning practitioner currently applying machine learning to algorithmic trading, yet highly interested in the theoretical grounds of the field.
I have read your book "Learning from data" from cover to cover. I haven't solved the problems though. I however did go through the proof of the VC bound in the appendix. I succeeded to understand most of it except (A.4) in the bottom of page 189. I can understand that you have applied Hoeffding Inequality to h*, but your explanation on how this applies to h* conditioned to the sup_H event, is hard to grasp for me. Can you please give more explanation on how using Hoeffding (A.4) holds ? Or give a reference that helps clarifying this result? Thanks. 
Re: The VC Proof
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Re: Discussion of the VC proof
Hi Prof. Yaser. I have a problem with the proof of Lemma A.2., page 190. I don't understand what this part means:
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