Learning bounded subsets of L_p

02/04/2020

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by   Shahar Mendelson, et al.

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We study learning problems in which the underlying class is a bounded subset of L_p and the target Y belongs to L_p. Previously, minimax sample complexity estimates were known under such boundedness assumptions only when p=∞. We present a sharp sample complexity estimate that holds for any p > 4. It is based on a learning procedure that is suited for heavy-tailed problems.