Learning Theory and Algorithms for Revenue Optimization in Second-Price Auctions with Reserve A. Proofs for learning guarantees
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A.2. Contraction lemma The following is a version of Talagrand’s contraction lemma (Ledoux & Talagrand, 2011). Since our definition of Rademacher complexity does not use absolute values, we give an explicit proof below. Lemma 8. Let H be a hypothesis set of functions mapping X to R and Ψ1, . . . ,Ψm, μ-Lipschitz functions for some μ > 0. Then, for any sample S of m points x1, . . . , xm ∈ X , the following inequality holds
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تاریخ انتشار 2014