Risk Bounds for Learning via Hilbert Coresets

Abstract

We develop a formalism for constructing stochastic upper bounds on the expected full sample risk for supervised classification tasks via the Hilbert coresets approach within a transductive framework. We explicitly compute tight and meaningful bounds for complex datasets and complex hypothesis classes such as state-of-the-art deep neural network architectures. The bounds we develop exhibit nice properties: i) the bounds are non-uniform in the hypothesis space H, ii) in many practical examples, the bounds become effectively deterministic by appropriate choice of prior and training data-dependent posterior distributions on the hypothesis space, and iii) the bounds become significantly better with increase in the size of the training set. We also lay out some ideas to explore for future research.