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Rademacher复杂度在统计学习理论中的研究

吴新星 张军平

吴新星, 张军平. Rademacher复杂度在统计学习理论中的研究. 自动化学报, 2017, 43(1): 20-39. doi: 10.16383/j.aas.2017.c160149
引用本文: 吴新星, 张军平. Rademacher复杂度在统计学习理论中的研究. 自动化学报, 2017, 43(1): 20-39. doi: 10.16383/j.aas.2017.c160149
WU Xin-Xing, ZHANG Jun-Ping. Researches on Rademacher Complexities in Statistical Learning Theory: A Survey. ACTA AUTOMATICA SINICA, 2017, 43(1): 20-39. doi: 10.16383/j.aas.2017.c160149
Citation: WU Xin-Xing, ZHANG Jun-Ping. Researches on Rademacher Complexities in Statistical Learning Theory: A Survey. ACTA AUTOMATICA SINICA, 2017, 43(1): 20-39. doi: 10.16383/j.aas.2017.c160149

Rademacher复杂度在统计学习理论中的研究

doi: 10.16383/j.aas.2017.c160149
基金项目: 

上海浦江人才计划 16PJD009

国家自然科学基金 61673118, 61273299

上海市人才发展资金 201629

详细信息
    作者简介:

    吴新星 复旦大学计算机科学技术学院访问学者,上海电子信息职业技术学院计算机应用系副教授.主要研究方向为统计学习理论与形式化方法.E-mail:xinxingwu@yeah.net

    通讯作者:

    张军平 复旦大学计算机科学技术学院教授.主要研究方向为机器学习,智能交通,生物认证与图像处理.本文通信作者.E-mail:jpzhang@fudan.edu.cn.

Researches on Rademacher Complexities in Statistical Learning Theory: A Survey

Funds: 

Shanghai Pujiang Program 16PJD009

Supported by National Natural Science Foundation of China 61673118, 61273299

and Shanghai Talents Development Funds 201629

More Information
    Author Bio:

    WU Xin-Xing Visiting scholar at the School of Computer Science, Fu-dan University, associate professor in the Department of Computer, Shanghai Technical Insti-tute of Electronics and Information. His research interest covers statistical learning theory and formal methods.

    Corresponding author: ZHANG Jun-Ping Professor at the School of Computer Science, Fudan University. His research interest cov-ers machine learning, intelligent trans- portation systems, biometric authentication, and image processing. Corresponding author of this paper.. E-mail:jpzhang@fudan.edu.cn.
  • 摘要: 假设空间复杂性是统计学习理论中用于分析学习模型泛化能力的关键因素.与数据无关的复杂度不同,Rademacher复杂度是与数据分布相关的,因而通常能得到比传统复杂度更紧致的泛化界表达.近年来,Rademacher复杂度在统计学习理论泛化能力分析的应用发展中起到了重要的作用.鉴于其重要性,本文梳理了各种形式的Rademacher复杂度及其与传统复杂度之间的关联性,并探讨了基于Rademacher复杂度进行学习模型泛化能力分析的基本技巧.考虑样本数据的独立同分布和非独立同分布两种产生环境,总结并分析了Rademacher复杂度在泛化能力分析方面的研究现状.展望了当前Rademacher复杂度在非监督框架与非序列环境等方面研究的不足,及其进一步应用与发展.
  • 图  1  复杂性度量及其相互关系

    Fig.  1  Complexity measures and their relationships

    表  1  Rademacher 复杂度及传统复杂度

    Table  1  Rademacher complexities and kinds of complexities of function classes

    复杂度类型本数据集
    产生环境
    复杂度名称
    传统复杂度 i.i.d./non-
    i.i.d.
    VC 熵,退火 VC 熵,生长函数,VC 维,
    覆盖数,伪维度,Fat-shattering维等
    经典 Rademacher 复杂度,局部
    Rademacher 复杂度
    Rade-
    macher
    复杂度
    i.i.d.Rademacher chaos 复杂度,单模态
    Rademacher 复杂度,
    多模态 Rademacher 复杂度,Dropout
    Rademacher 复杂度
    non-i.i.d.独立不同分布 Rademacher 复杂度,
    块Rademacher 复杂度,
    序列 Rademacher 复杂度
    下载: 导出CSV

    表  2  i.i.d.情形的泛化界分析

    Table  2  Generalization analysis for i.i.d.

    本数据集产生环境学习策略假设空间泛化能力
    i.i.d.ERM1) $\mathcal{X}\rightarrow\{-1,+1\}$O$O\left( \frac{1}{\sqrt{n}} \right)$ [52],O$\left(\frac{1}{n} \right)$[53-55]
    2) $\mathcal{X}\rightarrow{\bf R}$O$\left( \frac{1}{n} \right)$[47],$\text{O}{{\left( \frac{{{\log }^{p}}n}{n} \right)}^{1/(2-\alpha )}}$ [28, 32]
    3) ${\bf R}^{d}\rightarrow{\bf R}$O$O\left( \frac{1}{\sqrt{n}} \right)$ [51]
    4) $\mathcal{X}\rightarrow\{-1,+1\}^{L}$ O$O\left( \frac{1}{\sqrt{n}} \right)$ [56],$O\left( \frac{\log n}{n} \right)$[33]
    5) 自由样条函数空间$O\left( {{\left( \frac{\log n}{n} \right)}^{2\alpha /(1+2\alpha )}} \right)$ [31-32]
    6) $\mathcal{X}× R_{s}\rightarrow\mathcal{{\bf R}}$ $O\left( \frac{{{p}^{(k+1)/2}}}{\sqrt{n}}+\frac{1}{\sqrt{n}} \right),O\left( \frac{{{p}^{k+1}}}{\sqrt{n}}+\frac{1}{\sqrt{n}} \right)$[34]
    正则化7) RKHS$O\left(\frac{\sqrt{{\rm{tr}}(G)}}{n}+\frac{1}{\sqrt{n}}\right)$ [48]
    8) ${S}^{d}$$O\left( \frac{1}{\sqrt{n}} \right)$ [36]
    9) ${S}^{d×(md)}$$O\left( \frac{1}{\sqrt{n}} \right)$ [27, 32]
    SRM10) 神经网络空间$O\left(\left(\frac{1}{n}\right)^{\frac{1}{2-\alpha_{p}}}\right)$[30, 32]
    下载: 导出CSV

    表  3  non-i.i.d.情形的泛化界分析

    Table  3  Generalization analysis for non-i.i.d.

    样本数据集产生环境假设空间泛化能力
    独立不同分布1)$\mathcal{X}\rightarrow\mathcal{Y}$$O\left(\frac{1}{\sqrt{n}}\right)$[37]
    平稳分布且$\beta\textrm{-mixing}$2) $\mathcal{X}\rightarrow{\bf R}$$O\left(\frac{\sqrt{{\rm{tr}}(G)}}{n}+\frac{1}{\sqrt{n}}\right)$[38]
    非平稳分布且$\beta\textrm{-mixing}$3) $\mathcal{X}\rightarrow\mathcal{Y}$非平稳性可能导致
    不收敛于0[42]
    4) $\mathcal{Z}\rightarrow $[-1,1]一致收敛[39-41]
    下载: 导出CSV
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出版历程
  • 收稿日期:  2016-02-18
  • 录用日期:  2016-07-11
  • 刊出日期:  2017-01-01

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