A Chain Rule for the Expected Suprema of Gaussian Processes

  • Andreas Maurer
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8776)


The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear transformations or the analysis of learning algorithms whenever hypotheses are chosen from composite classes, as is the case for multi-layer models.


Function Class Chain Rule Lipschitz Constant Machine Learn Research Mapping Stage 
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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Andreas Maurer
    • 1
  1. 1.MünchenGermany

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