| EQ-01 // Vapnik–Chervonenkis Generalization Bound (1971 / 1995) |
R(α) ≤ Remp(α) + √[ ( h(ln(2ℓ / h) + 1) − ln(η / 4) ) / ℓ ] (1 − η, ℓ > h) |
Simultaneous distribution-free upper bound on expected risk R(α) across any indicator hypothesis class of finite VC-dimension h trained on ℓ i.i.d. observations. |
| EQ-02 // Structural Risk Minimization (SRM) Over Nested Structures |
S1 ⊂ S2 ⊂ … ⊂ Sk, αk* = argmink ≥ 1, α ∈ Sk [ Remp(α) + Φ(hk, ℓ, η) ] |
Selects the admissible structure S_k and parameter α_k* minimizing guaranteed generalization risk rather than unregularized training error. |
| EQ-03 // Optimal Margin Hyperplane & Mercer Kernel Dual (SVM) |
max0 ≤ αi ≤ C, ∑αiyi = 0 ∑i=1ℓ αi − ½∑i,j=1ℓ αiαjyiyjK(xi, xj), ρ = 2 / ‖w‖2 |
Wolfe dual in Reproducing Kernel Hilbert Space H_K via Mercer’s theorem K(x, x') = ⟨φ(x), φ(x')⟩_H — foundational to sparse maximum-margin geometry and vector similarity search. |
| EQ-04 // Privileged Information (LUPI / SVM+) & Verifiable Post-Training (RLVR) |
yi(〈w, φ(xi)〉 + b) ≥ 1 − (〈w*, φ*(xi*)〉 + b*), maxπθ 𝔼[Rver(x, y)] − βDKL(πθ ‖ πref) |
Privileged teacher signals x_i* (formal proofs, execution traces, deterministic unit verifiers) guide slack dynamics and KL-bounded policy alignment without distribution collapse. |
| EQ-05 // Vovk–Gammerman–Vapnik Finite-Sample Conformal Coverage |
ℙ{ Yℓ+1 ∈ Γε(Xℓ+1) } ≥ 1 − ε (∀ exchangeable P, ∀ℓ ≥ 1) |
Exact non-asymptotic uncertainty quantification for production predictive pipelines, quantitative risk engines, and calibrated retrieval thresholds. |