A vector-contraction inequality for Rademacher complexities using p-stable variables

12/20/2019

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by   Oscar Zatarain-Vera, et al.

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Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities” extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher variables in the bounding expression by arbitrary idd symmetric and sub-gaussian variables. We will see how to extend this work when we replace sub-gaussian variables by p-stable variables for 1<p<2.