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Statistical Learning Theory

Why fitting a sample tells you anything about the world it was drawn from, what the capacity of a model class really measures, and the theorem that says no method is best everywhere - together with what that theorem does not say.

Advanced340 XP~1 h90% to advance

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  1. Generalisation and the Union Bound

    30 min · 120 XP

    The gap between the error you measure and the error you will suffer, why choosing the best of many candidates makes that gap grow, and the counting argument that turns it into a guarantee.

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  2. VC Dimension and What It Measures

    30 min · 120 XP

    Capacity for infinite classes, defined by the labellings a family can realise rather than by counting its members, found by searching for the largest shattered set, and the lemma that makes it useful.

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  3. No Free Lunch and What It Does Not Say

    25 min · 100 XP

    The averaging argument that equalises every learner over all possible targets, verified by enumerating them, and the reason it is a statement about assumptions rather than a counsel of despair.

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Complete all modules → earn the Statistical Learning Theory badge