Description
Union Of Intervals. In this question, we will study the hypothesis class of a finite union of disjoint intervals, and the properties of the ERM algorithm for this class.
To review, let the sample space be X = [0,1] and assume we study a binary classification problem, i.e. Y = {0,1}. We will try to learn using an hypothesis class that consists of k intervals. More explicitly, let I = {[l1,u1],…,[lk,uk]} be k disjoint intervals, such that 0 ≤ l1 ≤ u1 ≤ l2 ≤ u2 ≤ … ≤ uk ≤ 1. For each such k disjoint
intervals, define the corresponding hypothesis as
(
1 if x ∈ [l1,u1],…,[lk,uk]
hI(x) =
0 otherwise
Finally, define Hk as the hypothesis class that consists of all hypotheses that correspond to k disjoint intervals:
Hk = {hI|I = {[l1,u1],…,[lk,uk]}, 0 ≤ l1 ≤ u1 ≤ l2 ≤ u2 ≤ … ≤ uk ≤ 1}
We note that Hk ⊆ Hk+1, since we can always take one of the intervals to be of length 0 by setting its endpoints to be equal. We are given a sample of size m = hx1,y1i,…,hxn,ymi. Assume that the points are sorted, so that 0 ≤ x1 < x2 < … < xm ≤ 1.



