第一次LaTeX公式
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\section{Class F,Consider conv(F)}
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Lemma:
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R(conv(F))=R(F)
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\begin{aligned}
& \mathbb{E}_{\xi_{i}...\xi_{n}}\left(\mathop{sup}\limits_{f\in F}\mathbb{E}_{x_{1}...x_{n}}\left[\frac{1}{n}\sum\limits_{i = 1}^{n} \xi_{i} f\left(x_{i}\right) \right]\right)
\end{aligned}
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\text{for any fixed signs}
\begin{aligned}
\xi_{1},...,\xi_{n}
\end{aligned}
\text{is lim in f}
\begin{aligned}
f = \alpha f_{1} +\beta f_{\alpha }
\end{aligned}
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\begin{aligned}
& \mathbb{E}_{\lambda}\left[\frac{1}{n} \sum\limits_{i=1}^{n} \xi_{i} \left[\alpha f_{1}\left(x_{i}\right)+\beta f_{2}\left(x_{i}\right)\right]\right] = \alpha \mathbb{E}_{x}\left[\frac{1}{n} \sum\limits_{i=1}^{n}\xi_i f_{1}(x)\right]+\beta \mathbb{E}_{x}\left[\frac{1}{n} \sum\limits_{i=1}^{n} \xi_{i} f_{2}(x)\right]
\end{aligned}
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\begin{aligned}
x \in \operatorname{ext}(C) \quad \text { if } \quad & x=\frac{1}{2} x_{1}+\frac{1}{2} x_{2} , x_{1}, x_{2} \in C \\
& \Rightarrow x_{1}=x_{2}=x .
\end{aligned}
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\operatorname{ext}(\operatorname{cosv}(F)) \subset F
\text { Suppose sup is achieved at } \quad f \in \operatorname{conv}(F) \\
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\begin{array}{1}
f=\sum\limits_{i=1}^{N} a_{i} f_{i},\quad f_{i} \in F, \quad \sum\limits_{i=1}^{m} a_{\lambda}=1
\end{array}
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\ell(f)=l\left(\sum\limits_{i=1}^{N} a_{i} f_{i}\right)=\sum\limits_{i=1}^{w} a_{i} l\left(f_{i}\right)
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F=\left\{\pm \sigma_{2}(w \cdot x+b)\right\}
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$$
F=\left\{\pm \sigma_{\alpha}(\omega \cdot x)\right\}
$$
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Rademacher Complexity of a function class
G is defined by.
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\operatorname{R_{n}}(G)=E_{z} E_{\sigma}\left[\sup\limits _{g \in G}\left|\frac{1}{n} \sum\limits_{j=1}^{n} \sigma_{j} g\left(z_{j}\right)\right| \mid z_{1}, \cdots, z_{n}\right] .
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modified Rademacher Complexity \widetilde{R}_{n}\left(G\right)
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without absolute value sign:
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\operatorname{\widetilde{R} _{n}}(G)=E_{z} E_{\sigma}\left[\sup\limits _{g \in G}\left|\frac{1}{n} \sum\limits_{j=1}^{n} \sigma_{j} g\left(z_{j}\right)\right|| \mid z_{1}, \cdots, z_{n}\right] .
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Then
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R_{n}(G) \leq 2 \widetilde{R}_{n}(G)
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Case I : choose \quad
G=D=P_{2}^{\alpha}:=\left\{\sigma_{2}(w \cdot z+b): w \in S^{\alpha-1},|b| \leqslant 2\right\}
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R_{n}(D)=E_{z} E_{\sigma}\left[\sup _{g \in D}\left(\frac{1}{n} \sum_{j=1}^{n} \sigma_{j} g\left(z_{j}\right)|| z_{1}, \cdots, z_{n}\right)\right]
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=E_{z} E_{\sigma}\left[\sup _{w \in S^{\alpha +1} , |b| \leq 2}\left|\frac{1}{n} \sum_{j=1}^{n} \sigma_{j} \sigma_{2}\left(w \cdot z_{j}+b\right)\right| \mid z_{1} \cdots z_{n}\right]
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=9E_{z} E_{\sigma}\left[\sup _{w \in S^{\alpha-1} | b | \leq 2}\left|\frac{1}{n} \sum_{j=1}^{n} \sigma_{j}\left(w \cdot z_{j}+b\right)\right| z_{1}, \cdots, z_{n}\right]
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\leq 9 \times \sqrt{5} E_{x} E_{\sigma}\left[\sup _{\|C\|\leq 1}\left|\frac{1}{n} \sum_{j=1}^{n} \sigma_{j} c \cdot x_{j}\right| x_{1}, \cdots, x_{n}\right]
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\leq 2 \times 9 \times \sqrt{5} E_{x} E_{\sigma}\left[\sup _{\|C\|\leq 1}\left|\frac{1}{n} \sum_{j=1}^{n} \sigma_{j} c \cdot x_{j}\right| x_{1}, \cdots, x_{n}\right]
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\leqslant 2 \times 9 \times \sqrt{5} \cdot R_{n}(\cos ) \leqslant 18 \sqrt{5}\left\|x_{i}\right\|_{\infty} \sqrt{\frac{2 \ln 2 d}{n}}
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S=\left(x_{1}, \dots, x_{n}\right) \quad\leq 18 \sqrt{5} \sqrt{\frac{2 \ln 2 d}{n}}
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\text { Let } G=\operatorname{Conv}(D)=\left\{\sum\limits_{i=1}^{m} q_{i} h_{i} m \in N, h_{j} \in D \sum\limits_{i=1}^{m}|a_{i}|\leq 1 \right\}
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R_{n}(\operatorname{con} v(D))=R_{n}(D)
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Next\quad let G =B_{1}(D)=\overline{\operatorname{Conv}(D)} \quad c=\left(\mathbf{w}^\mathrm{T},b\right)^\mathrm{T}
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R_{n}(\overline{\operatorname{con}(D)})=R_{n}(\operatorname{con} v(D))
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further $ G=K_{1}(D) $,Nothing that
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{f \in K_{1}(D)}\limits_{|| f ||\leq M} , M^{-1} f \in B_{1}(D)=\overline{\operatorname{conv}(D)}
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Here \quad R_{n}\left(K_{1}(D)\right)=M R_{n}\left(B_{1}(D)\right)
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M R_{n}(\operatorname{conv}(D))=M R_{n}(D)
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But for genneral D just satisfying $||D||<\infty
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Usually how to compute $R_{n}\left(D\right)$
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\left\{g_{m} \sum\limits_{m=1}^{\infty} \epsilon G\right]
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