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Old 07-12-2012, 11:35 PM
ESRogs ESRogs is offline
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Join Date: Jul 2012
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Default Re: Hoeffding's inequality with M

Oh, I see, that makes sense. 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?

Also looking forward to finding out how infinite hypothesis sets are dealt with in future lectures...
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