Statistical learning theory

Understand generalization through uniform convergence, capacity, stability, localized complexity, and online regret.

10 published lessons1 module290 min of guided study
  1. 01
    Statistical learning theoryadvanced · 10 lessons

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Statistical learning theory

Understand generalization through uniform convergence, capacity, stability, localized complexity, and online regret.

  1. 01

    Risk, empirical risk, and excess risk

    Separate population performance, sample fit, class approximation and optimization error.

    29 min
  2. 02

    PAC learning and uniform convergence

    Keep confidence, accuracy, realizability and sampling assumptions visible in finite-class guarantees.

    29 min
  3. 03

    VC dimension and growth functions

    Measure binary class capacity through realizable label patterns rather than parameter count.

    29 min
  4. 04

    Rademacher complexity and contraction

    Measure a class’s ability to align with random signs and transfer that control through Lipschitz losses.

    29 min
  5. 05

    Covering numbers and chaining

    Approximate a class at several resolutions and account for the geometry hidden by a single net.

    29 min
  6. 06

    Algorithmic stability and generalization

    Bound the change caused by replacing one observation and distinguish signed expected gaps from high probability control.

    29 min
  7. 07

    Margins and surrogate calibration

    Connect score confidence to generalization while checking that a surrogate targets classification.

    29 min
  8. 08

    Localized complexities and fast rates

    Use small excess-risk neighborhoods and variance control without promising universal inverse-sample rates.

    29 min
  9. 09

    Online convex learning and regret

    Compare a sequence of decisions with the best fixed hindsight decision without assuming iid losses.

    29 min
  10. 10

    Distribution shift and impossibility results

    Identify what changes between training and deployment and which assumptions make transfer identifiable.

    29 min
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