Stability of Randomized Learning Algorithms

@article{Elisseeff2005StabilityOR,
  title={Stability of Randomized Learning Algorithms},
  author={Andr{\'e} Elisseeff and Theodoros Evgeniou and Massimiliano Pontil},
  journal={Journal of Machine Learning Research},
  year={2005},
  volume={6},
  pages={55-79}
}
We extend existing theory on stability, namely how much changes in the training data influence the estimated models, and generalization performance of deterministic learning algorithms to the case of randomized algorithms. We give formal definitions of stability for randomized algorithms and prove non-asymptotic bounds on the difference between the… CONTINUE READING

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