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Old 08-09-2013, 12:27 PM
Averroes Averroes is offline
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Join Date: Aug 2013
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Default 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.
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