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Probably approximately correct learning with beta mixing input sequences,” private communication (2008)

Abstract
Abstract. In this paper, we study the behaviour of PAC learning algorithms when the input sequence is not i.i.d., but is β-mixing instead. A meta-theorem is proved, showing that if an algorithm is (i) PAC when the inputs are i.i.d., and (ii) ‘sub-additive ’ in a sense defined in the paper, then the same algorithm continues to be PAC even with β-mixing inputs. It is shown that if a function family is distribution-free learnable or consistently learnable with i.i.d. inputs, then every consistent algorithm is PAC even when the input sequence is β-mixing. Explicit quantitative estimates are derived for the learning rates with β-mixing inputs, in terms of the learning rates with i.i.d. inputs and the β-mixing coefficients of the input sequence. Finally, it is shown that a large of Markov chains have the β-mixing property. Hence the results derived here have wide applicability. 1

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Type text
Language English
Relation 10.1.1.26.211, 10.1.1.73.9634, 10.1.1.17.1051, 10.1.1.16.9031, 10.1.1.117.1639