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A vector-contraction inequality for Rademacher complexiti...
Oscar Zatarain-Vera · 2019-12-21 · via stat.ML updates on arXiv.org

Andreas Maurer in the paper "A vector-contraction inequality for Rademacher complexities" extended the contraction inequality for Rademacher averages to Lipschitz functions with vector-valued domains; He did it replacing the Rademacher variables in the bounding expression by arbitrary idd symmetric and sub-gaussian variables. We will see how to extend this work when we replace sub-gaussian variables by $p$-stable variables for $1<p<2$.