Mistake Bound Theorem

#Math #Computers
By Novikoff 1962, Block 1962

  • For a dataset $\displaystyle \left{ (x_{1},y_{1}),\ldots,(x_{N},y_{N}) \right}$ with $\displaystyle R\geq \lVert x_{n}\rVert_{2}$ and labels $\displaystyle y_{n}\in \left{ -1,1 \right}$
  • Suppose $\displaystyle ~\exists~u\in \mathbb{R}^{D}:~\exists~\gamma>0\land \gamma\leq y_{n}u^{^{\top}}x_{n}$
    • $\displaystyle u$ can be thought of as a $\displaystyle w$ of a candidate for the margin of the dataset
  • Then the PerceptronTrainingAlgorithm will make $\displaystyle \leq \frac{R^{2}}{\gamma ^{2}}$ mistakes on the training sequence