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Old 11-21-2012, 04:49 AM
eakarahan eakarahan is offline
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Join Date: Nov 2012
Posts: 3
Default Re: Proof of Hoeffding's inequality is required

It seems a proof requires very strong probability background. But now I know at least that [ y_n \neq h(\mathbf{x}_n) ] to be "fixed" before starting the proof. I will defer the proof until I will reach the required math level, and will refresh my probability knowledge reserving an eye on the guidelines you send. Before I write this reply, I've reviewed some probability books that I've possess. I Could find the Markov's inequality, and Chernoff bound in some of them. I could not find Hoeffding's bound in any of them. Thus, I especially interested if you have a probability book (tailored for ML) you can recommend. The main difficulty in ML is the level of required math and I think it is never enough.
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