Improving Generalization Bounds for VC Classes Using the Hypergeometric Tail Inversion

10/29/2021

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by   Jean-Samuel Leboeuf, et al.

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We significantly improve the generalization bounds for VC classes by using two main ideas. First, we consider the hypergeometric tail inversion to obtain a very tight non-uniform distribution-independent risk upper bound for VC classes. Second, we optimize the ghost sample trick to obtain a further non-negligible gain. These improvements are then used to derive a relative deviation bound, a multiclass margin bound, as well as a lower bound. Numerical comparisons show that the new bound is nearly never vacuous, and is tighter than other VC bounds for all reasonable data set sizes.