Struct RademacherComplexity 

pub struct RademacherComplexity {
    pub n: usize,
    pub class_size: usize,
}

Rademacher complexity estimate for a finite hypothesis class.

For a finite class H of size |H| over n samples: R_n(H) ≤ √(2 ln|H| / n).

Fields

n: usize

Number of samples n.

class_size: usize

Number of hypotheses in the class |H|.

Implementations

impl RademacherComplexity

pub fn new(n: usize, class_size: usize) -> Self

Create a new RademacherComplexity bound.

pub fn upper_bound(&self) -> f64

Upper bound: √(2 ln|H| / n).

pub fn generalization_bound(&self, empirical_loss: f64, delta: f64) -> f64

Generalization bound: L_D(h) ≤ L_S(h) + 2 R_n(H) + √(log(2/δ)/(2n)).