“…In this section, we will show the three main results in the context of the complexity‐based methods: - The first approaches deal with the problem of finite‐sized sets of rules: the Union Bound method (Bonferroni, ; Vapnik, ), which takes into account the whole set of rules, and the shell bound method (Langford & McAllester, , ), which takes into account just the rules with small empirical error;
- The second approaches are based on the seminal work of V. N. Vapnik and A. Chernovenkis and deal with infinite‐sized sets of rules for the particular case of binary classification: the VC theory (Vapnik, ), which takes into account the whole set of rules, and the local VC theory (Oneto, Anguita et al, ) which takes into account just the rules with small empirical error. Extensions to the general SL framework have been proposed over the years (Bartlett, Kulkarni, & Posner, ; Shawe‐Taylor et al, ; Vapnik, ; Zhou, ), but were overly complicated and eventually made obsolete by the Rademacher complexity theory;
- The last approach is the Rademacher complexity theory which deals with infinite‐sized sets of rules and the general SL framework: the global Rademacher complexity theory (Bartlett & Mendelson, ; Koltchinskii, ; Oneto et al, ; Oneto, Ghio et al, ), which takes into account the whole set of rules, and the local Rademacher complexity theory (Bartlett et al, ; Bartlett, Bousquet, & Mendelson, ; Koltchinskii, ; Lugosi & Wegkamp, ; Oneto, Ghio et al, ) which takes into account just the rules with small empirical error.
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