Stability Bound for Non-i.i.d. Processes
Mehryar Mohri Afshin Rostami Courant Institute of Mathematical Sciences
b1 b3 Pr(b1) b2 Pr(b2 | b1)
Independent Block Lemma (B. Yu 1994)

b1 Pr(b1) b2 Pr(b2)

b3 Pr(b3) + mixing term

Pr(b3 | b1, b2)

Given bounded output Y = [0, B] and bounded kernel, k(x,x) <  for all x, the the following inequality holds with probability 1 ­  for Support Vector Regression, with regularization parameter , over algebraically mixing sequences.

Spotlight ID #: M28