Generalization bounds for nonparametric regression with $\beta-$mixing samples
| Autor: | Barrera, David, Gobet, Emmanuel |
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| Rok vydání: | 2021 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper we present a series of results that permit to extend in a direct manner uniform deviation inequalities of the empirical process from the independent to the dependent case characterizing the additional error in terms of $\beta-$mixing coefficients associated to the training sample. We then apply these results to some previously obtained inequalities for independent samples associated to the deviation of the least-squared error in nonparametric regression to derive corresponding generalization bounds for regression schemes in which the training sample may not be independent. These results provide a framework to analyze the error associated to regression schemes whose training sample comes from a large class of $\beta-$mixing sequences, including geometrically ergodic Markov samples, using only the independent case. More generally, they permit a meaningful extension of the Vapnik-Chervonenkis and similar theories for independent training samples to this class of $\beta-$mixing samples. Comment: 36 pages |
| Databáze: | arXiv |
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