The importance of convexity in learning with squared loss

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Summary

It is shown that if the closure of a function class under the metric induced by some probability distribution is not convex, then the sample complexity for agnostically learning with squared loss is lower than that for agnostic learning, so learning the convex hull provides better approximation capabilities with little sample complexity penalty.

Type
article
Published
1998-09-01
Cited by
120
References
31

Keywords

Citation, Library science, Ninth, Operations research, Management

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