LFD Book Forum

LFD Book Forum (http://book.caltech.edu/bookforum/index.php)
-   Homework 2 (http://book.caltech.edu/bookforum/forumdisplay.php?f=131)
-   -   Question on union bound (http://book.caltech.edu/bookforum/showthread.php?t=935)

raghu 07-31-2012 10:36 PM
Question on union bound
 
I did not grasp the reasoning behind the union bound for Hoffding's inequality.
If we have a bound for the error for a single hypothesis and we are able to calculate this, shouldnt this be the bound for any hypothesis?

yaser 07-31-2012 11:17 PM
Re: Question on union bound
 
Quote:
Originally Posted by raghu (Post 3776)
I did not grasp the reasoning behind the union bound for Hoffding's inequality.
If we have a bound for the error for a single hypothesis and we are able to calculate this, shouldnt this be the bound for any hypothesis?
Yes, for any one hypothesis, but not necessarily of a bunch of them simultaneously. The probability that any particular person will suffer a car accident on a given day is very small, but the probability that someone will suffer a car accident on that day is close to 100%. The bulk of Lecture 2 addresses this issue, so perhaps you can watch that part again (with the coins analogy).

raghu 08-01-2012 11:15 AM
Re: Question on union bound
 
Thanks. I understood it now.


All times are GMT -7. The time now is 02:33 AM.

Powered by vBulletin® Version 3.8.3
Copyright ©2000 - 2021, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. Abu-Mostafa, Malik Magdon-Ismail, and Hsuan-Tien Lin, and participants in the Learning From Data MOOC by Yaser S. Abu-Mostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.