吴微

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:英国牛津大学数学所

学位:博士

所在单位:数学科学学院

学科:计算数学

电子邮箱:wuweiw@dlut.edu.cn

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

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论文类型:期刊论文

发表时间:2015-01-01

发表刊物:DISCRETE DYNAMICS IN NATURE AND SOCIETY

收录刊物:SCIE、Scopus

卷号:2015

ISSN号:1026-0226

摘要: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.