Covering Number Bounds of Certain Regularized Linear Function Classes
Recently, sample complexity bounds have been derived for problems involving
linear functions such as neural networks and support vector machines.
In many of these theoretical studies, the concept of covering numbers
played an important role. It is thus useful to study covering numbers
for linear function classes.
In this paper, we investigate two closely related methods to derive upper
bounds on these covering numbers.
The first method, already employed
in some earlier studies, relies on the so-called Maurey's lemma;
the second method uses
techniques from the mistake bound framework in online learning.
We compare results from these two methods, as well as their consequences in
some learning formulations.