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hw3

The document presents a series of problems related to linear regression and statistical learning theory, including the formulation of loss functions and risk minimization. It discusses the relationship between empirical risk and true risk, providing inequalities and probabilities related to model performance. Additionally, it includes figures illustrating compressed images and PCA components.

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planck7737
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0% found this document useful (0 votes)
2 views

hw3

The document presents a series of problems related to linear regression and statistical learning theory, including the formulation of loss functions and risk minimization. It discusses the relationship between empirical risk and true risk, providing inequalities and probabilities related to model performance. Additionally, it includes figures illustrating compressed images and PCA components.

Uploaded by

planck7737
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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HW 2

WANG KUIYU 2021310783


May 17, 2022

1 Problem 1
Assume input X ∈ Rn , output Y ∈ R, assume regression method to be linear regression, then

Z =X ×R (1)
H = f : f (x) = W X + b (2)
2
l(h, (x, y)) = (h(x) − y) (3)

2 Problem 2

l(h, (x, y)) = Ih(x)̸=y (4)


1
p(l(h(x, y)) = 1) = p(h(x) ̸= y) = (5)
2
1
R(h, D) = E(l) = 1 · p(l = 1) + 0 · p(l = 0) = (6)
2

3 Problem 3
3.1
let h∗ = argminR(h, D)

R(hERM
S , D) − R∗ ≤ R̂(h, S) − R̂(h∗ , S) + R(hERM
S , D) − R∗ ≤ 2 sup |R(h, D) − R̂(h, S)| (7)
h∈H

3.2

R(hERM
S , D) − R∗ ≤ 2 sup |R(h, D) − R̂(h, S)| (8)
h∈H

P (R(hERM
S , D) − R∗ > ϵ)
ϵ
≤ P (2 sup |R(h, D) − R̂(h, S)| > ϵ) = P (|R(hi , D) − R̂(hi , S)| > , hi ∈ H)
h∈H 2
|H|
X ϵ (9)
≤ P (|R(hi , D) − R̂(hi , S)| > )
i=1
2
mϵ2
≤ 2|H|exp(− )
2M 2

1
q
2M 2 (ln 2|H|+ln δ −1 )
let ϵ = m
r
∗ ∗ 2M 2 (ln 2|H| + ln δ −1 )
P (R(hERM
S , D) − R > ϵ) = P (R(hERM
S , D) >R + )
m
m 2M 2 (ln 2|H| + ln δ −1 ) (10)
≤ 2|H|exp(− )
2M 2 m
1
= 2|H|exp(−ln2|H| + lnδ) = 2|H| δ=δ
2|H|

So
r
2M 2 (ln 2|H| + ln δ −1 )
P (R(hERM
S , D) ≤ R∗ + )≥1−δ (11)
m

4 Problem 4

Figure 1: Compressed centered images

2
Figure 2: Top 100 PCA components

Figure 3: Compressed raw images

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