A generalization bound of deep neural networks for dependent data

DOI10.1016/J.SPL.2024.110060MaRDI QIDQ6540912FDOQ6540912

Authors: Quan Huu Do, Binh T. Nguyen, Lam Si Tung Ho 

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

generalization boundneural networksnon-stationary processmixing stochastic process

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Artificial neural networks and deep learning (68T07)

Cites Work

• Stability bounds for stationary \(\varphi \)-mixing and \(\beta \)-mixing processes
• The Generalization Ability of Online Algorithms for Dependent Data
• Nonlinear Regression with Dependent Observations
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models
• Minimum complexity regression estimation with weakly dependent observations
• The generalization performance of ERM algorithm with strongly mixing observations
• Generalization bounds for averaged classifiers
• Direct likelihood-based inference for discretely observed stochastic compartmental models of infectious disease
• Searching for minimal optimal neural networks
• Generalization bounds for non-stationary mixing processes
• Deep learning for finance: deep portfolios
• Learning from non-iid data: fast rates for the one-vs-all multiclass plug-in classifiers
• Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
• Generalization and Robustness of Batched Weighted Average Algorithm with V-Geometrically Ergodic Markov Data
• Strong mixing properties of discrete-valued time series with exogenous covariates
• Adaptive group Lasso neural network models for functions of few variables and time-dependent data

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