Epsilon-net

cosmos 24th October 2017 at 12:03am

ϵ\epsilon-net

We say that a set SS is an ϵ\epsilon-net for a collection of sets CC if for every cCϵc \in C_\epsilon, there exists xSx \in S such that c(x)=1c(x) = 1, where

Cϵ={cCPxD[c(x)=1]ϵ}C_\epsilon = \{c \in C | P_{x\sim D} [c(x) = 1] \geq \epsilon\}

for a fixed distribution DD.

In the context of PAC learning with infinite concept classes (see here), we substitute CC with Δc(C)\Delta_c(C), and c~(x)=1\tilde{c}(x) = 1 is a failed prediction. Then Δc,ϵ(C)\Delta_{c,\epsilon}(C) is the set of all concepts corresponding to concepts with error ϵ\geq \epsilon, given cc is the true concept. The concept cc itself marks the regions where the corresponding concept fails. An ϵ\epsilon-net is a set of points such that there is a point inside every one of these regions.

If the sample we get is an ϵ\epsilon-net, then if cCc' \in C is consistent with the sample, so that c(x)=c(x)c'(x) = c(x) for all xSx \in S, then c~(x)=(cc)(x)=0\tilde{c}(x) = (c \oplus c' )(x) = 0 for all xSx \in S. Therefore, c~Δc,ϵ(C)\tilde{c} \notin \Delta_{c,\epsilon}(C), and therefore err(c)ϵerr(c') \leq \epsilon.

Therefore our main goal is to bound the probability that a set SS of size mm drawn from EX(c,D)EX(c,D) fails to be an ϵ\epsilon-net for Δc(C)\Delta_c (C).