Read a finite-class generalization bound

Problem

A finite hypothesis class has H=100\lvert\mathcal{H}\rvert=100 and n=1000n=1000 independent examples. Using

ε=log(2H/δ)2n\varepsilon=\sqrt{\frac{\log\left(2\lvert\mathcal{H}\rvert/\delta\right)}{2n}}

with δ=0.05\delta=0.05, compute ε\varepsilon and explain what the simultaneous bound says.

Reveal answer or reference solution

ε=log(4000)20000.0644.\varepsilon=\sqrt{\frac{\log(4000)}{2000}}\approx 0.0644.

With probability at least 0.950.95, every hypothesis in H\mathcal{H} has empirical and population error differing by at most this amount under the bound's assumptions.

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