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Old 07-12-2012, 11:55 PM
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yaser yaser is offline
Join Date: Aug 2009
Location: Pasadena, California, USA
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Default Re: Hoeffding's inequality with M

Originally Posted by ESRogs View Post
The union bound just feels very loose to me, so I was hoping for a tighter one. But it sounds like maybe that's the best we can do without any additional assumptions about the hypothesis set -- is that correct?
Correct. The theory will use a simple property of the hypthesis set to get a much better bound. Stay tuned!
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