Some Hoeffding- and Bernstein-type Concentration Inequalities

• URL: http://arxiv.org/abs/2102.06304v1
• Date: Thu, 11 Feb 2021 23:09:13 GMT
• Title: Some Hoeffding- and Bernstein-type Concentration Inequalities
• Authors: Andreas Maurer and Massimiliano Pontil
• Abstract summary: We prove concentration inequalities for functions of independent random variables under sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher complexities to Lipschitz function classes and unbounded sub-exponential distribution.
• Score: 47.24550702683417
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher complexities to Lipschitz function classes and unbounded sub-exponential distribution.

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