ℓ_∞ Vector Contraction for Rademacher Complexity

11/15/2019

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by   Dylan J. Foster, et al.

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15

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We show that the Rademacher complexity of any R^K-valued function class composed with an ℓ_∞-Lipschitz function is bounded by the maximum Rademacher complexity of the restriction of the function class along each coordinate, times a factor of Õ(√(K)).