- Corinna Cortes
- Spencer Greenberg
- Mehryar Mohri
Annals of Mathematics and Artificial Intelligence (2019)
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of unbounded loss functions, under the assumption that a moment of the loss is bounded. We then illustrate how to apply these results in a sample application: the analysis of importance weighting.
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