Generalization bounds for nonparametric regression with $β-$mixing samples
Year: 2021
Type: preprint
Abstract: In this paper we present a series of results that permit to extend in a direct manner uniform deviation inequalities of the empirical process from the independent to the dependent case characterizing the additional error in terms of $β-$mixing coefficients associated to the training sample. We then apply these results to some previously obtained inequalities for independent samples associated to the deviation of the least-squared error in nonparametric regression to derive corresponding generalization bounds for regression schemes in which the training sample may not be independent. These results provide a framework to analyze the error associated to regression schemes whose training sample comes from a large class of $β-$mixing sequences, including geometrically ergodic Markov samples, using only the independent case. More generally, they permit a meaningful extension of the Vapnik-Chervonenkis and similar theories for independent training samples to this class of $β-$mixing samples.
Authors: Barrera, David, Gobet, Emmanuel
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4287042150