Quote:
Originally Posted by Averroes
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.
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Thank you for your post. The hypothesis

is based on a fixed data set among the possible

s. Once we know that such

exists, the conditioned-upon statement does not matter. We have a fixed hypothesis

and independently generated data sets

, so we can apply Hoeffding to that in isolation.