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Published in:
2004 | OriginalPaper | Chapter
Concentration Inequalities
Authors : Stéphane Boucheron, Gábor Lugosi, Olivier Bousquet
Published in: Advanced Lectures on Machine Learning
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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Concentration inequalities deal with deviations of functions of independent random variables from their expectation. In the last decade new tools have been introduced making it possible to establish simple and powerful inequalities. These inequalities are at the heart of the mathematical analysis of various problems in machine learning and made it possible to derive new efficient algorithms. This text attempts to summarize some of the basic tools.