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Machine Learning: Difference between revisions
→Hoeffding's inequality
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====Hoeffding's inequality==== | ====Hoeffding's inequality==== | ||
Let <math>X_1,...,X_n</math> be bounded in (a,b)<br> | Let <math>X_1,...,X_n</math> be bounded in (a,b)<br> | ||
Then <math>P(|\bar{X}-E[\bar{X}]| \geq t) \leq | Then <math>P(|\bar{X}-E[\bar{X}]| \geq t) \leq 2\exp(-\frac{2nt^2}{(b-a)^2})</math> | ||