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 11:36 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 08-01-2012 12:17 AM

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 12:15 PM

Re: Question on union bound

Thanks. I understood it now.

 All times are GMT -7. The time now is 03:42 PM.