Cover-based combinatorial bounds on probability of overfitting

A. I. Frey, I. O. Tolstikhin · Doklady Mathematics · 2014

The paper improves existing combinatorial bounds on probability of overfitting. A new bound is based on partitioning of a set of classifiers into non-overlapping clusters, and then embedding each cluster into a superset with known exact formula for the probability of overfitting. Such approach makes the bound sharper because it accounts for similarities between classifiers within each cluster.

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