Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples

Many generalization results in learning theory are established under the assumption that samples are independent and identically distributed (i.i.d.). However, numerous learning tasks in practical applications involve the time-dependent data. In this paper, we propose a theoretical framework to anal...

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Main Authors: Mingchen Yao, Chao Zhang, Wei Wu
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2015/826812
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author Mingchen Yao
Chao Zhang
Wei Wu
author_facet Mingchen Yao
Chao Zhang
Wei Wu
author_sort Mingchen Yao
collection DOAJ
description Many generalization results in learning theory are established under the assumption that samples are independent and identically distributed (i.i.d.). However, numerous learning tasks in practical applications involve the time-dependent data. In this paper, we propose a theoretical framework to analyze the generalization performance of the empirical risk minimization (ERM) principle for sequences of time-dependent samples (TDS). In particular, we first present the generalization bound of ERM principle for TDS. By introducing some auxiliary quantities, we also give a further analysis of the generalization properties and the asymptotical behaviors of ERM principle for TDS.
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institution Kabale University
issn 1026-0226
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publishDate 2015-01-01
publisher Wiley
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series Discrete Dynamics in Nature and Society
spelling doaj-art-094c7b750f99473da02127b1dd29e2022025-02-03T06:44:35ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2015-01-01201510.1155/2015/826812826812Learning Bounds of ERM Principle for Sequences of Time-Dependent SamplesMingchen Yao0Chao Zhang1Wei Wu2School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, ChinaSchool of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, ChinaSchool of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, ChinaMany generalization results in learning theory are established under the assumption that samples are independent and identically distributed (i.i.d.). However, numerous learning tasks in practical applications involve the time-dependent data. In this paper, we propose a theoretical framework to analyze the generalization performance of the empirical risk minimization (ERM) principle for sequences of time-dependent samples (TDS). In particular, we first present the generalization bound of ERM principle for TDS. By introducing some auxiliary quantities, we also give a further analysis of the generalization properties and the asymptotical behaviors of ERM principle for TDS.http://dx.doi.org/10.1155/2015/826812
spellingShingle Mingchen Yao
Chao Zhang
Wei Wu
Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
Discrete Dynamics in Nature and Society
title Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
title_full Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
title_fullStr Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
title_full_unstemmed Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
title_short Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
title_sort learning bounds of erm principle for sequences of time dependent samples
url http://dx.doi.org/10.1155/2015/826812
work_keys_str_mv AT mingchenyao learningboundsofermprincipleforsequencesoftimedependentsamples
AT chaozhang learningboundsofermprincipleforsequencesoftimedependentsamples
AT weiwu learningboundsofermprincipleforsequencesoftimedependentsamples