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| Main Author: | |
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| Format: | Preprint |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1511.05240 |
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| _version_ | 1866911861486649344 |
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| author | Combes, Richard |
| author_facet | Combes, Richard |
| contents | We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1511_05240 |
| institution | arXiv |
| publishDate | 2015 |
| record_format | arxiv |
| spellingShingle | An extension of McDiarmid's inequality Combes, Richard Machine Learning Probability Statistics Theory We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to concentration in general metric spaces. |
| title | An extension of McDiarmid's inequality |
| topic | Machine Learning Probability Statistics Theory |
| url | https://arxiv.org/abs/1511.05240 |