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noahdavis 10-22-2012 05:51 PM

Generalization Error/Bound
 
I'm a little bit confused by the section "Generalization error" on Page 40 of the LFD textbook. What is the purpose of establishing a "Generalization bound"? Why is the generalization bound a useful rephrasing of Hoeffding Inequality?

I'm also confused of the use of the word "tolerance" - since epsilon and delta are both used to refer to a kind of "tolerance" ...

Thanks for any clarification you can offer.

yaser 10-22-2012 07:38 PM

Re: Generalization Error/Bound
 
Quote:

Originally Posted by noahdavis (Post 6758)
I'm a little bit confused by the section "Generalization error" on Page 40 of the LFD textbook. What is the purpose of establishing a "Generalization bound"? Why is the generalization bound a useful rephrasing of Hoeffding Inequality?

The generalization bound form does not add to the Hoeffding form in terms of substance. It only articulates the tradeoff based on error and complexity terms.

Quote:

I'm also confused of the use of the word "tolerance" - since epsilon and delta are both used to refer to a kind of "tolerance"
You are right. One can start with either epsilon or delta as a tolerance parameter and derive what the other quantity needs to be. The cause and effect may be a bit more natural starting with epsilon and seeing what delta needs to be, but the other direction is also legitimate.


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