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The contraction inequality for Rademacher averages is extended to Lipschitz functions with vector-valued domains, and it is also shown that in the bounding expression the Rademacher variables can be replaced by arbitrary iid symmetric and sub-gaussian variables.
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2010
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Lei, Y., Dogan, U., Binder, A., & Kloft, M. (2015). Multi-class SVMs: From Tighter Data-Dependent Generalization Bounds to Novel Algorithms. In Advances in Neural Information Processing Systems (pp. 2026-2034)
2034
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