DECISION THEORETIC GENERALIZATIONS OF THE PAC MODEL FOR NEURAL NET AND OTHER LEARNING APPLICATIONS

We describe a generalization of the PAC learning model that is based on statistical decision theory. In this model the learner receives randomly drawn examples, each example consisting of an instance x ∈ X and an outcome y ∈ Y, and tries to find a decision rule h: X → A, where h ∈ H, that specifies the appropriate action a ∈ A to take for each instance x in order to minimize the expectation of a loss l(y, a). Here X, Y, and A are arbitrary sets, l is a real-valued function, and examples are generated according to an arbitrary joint distribution on X × Y. Special cases include the problem of learning a function from X into Y, the problem of learning the conditional probability distribution on Y given X (regression), and the problem of learning a distribution on X (density estimation). We give theorems on the uniform convergence of empirical loss estimates to true expected loss rates for certain decision rule spaces H, and show how this implies learnability with bounded sample size, disregarding computational complexity. As an application, we give distribution-independent upper bounds on the sample size needed for learning with feedforward neural networks. Our theorems use a generalized notion of VC dimension that applies to classes of real-valued functions, adapted from Vapnik and Pollard's work, and a notion of capacity and metric dimension for classes of functions that map into a bounded metric space. © 1992.