Paper ID: 2310.05892

A Generalization Bound of Deep Neural Networks for Dependent Data

Quan Huu Do, Binh T. Nguyen, Lam Si Tung Ho

Existing generalization bounds for deep neural networks require data to be independent and identically distributed (iid). This assumption may not hold in real-life applications such as evolutionary biology, infectious disease epidemiology, and stock price prediction. This work establishes a generalization bound of feed-forward neural networks for non-stationary $\phi$-mixing data.

Submitted: Oct 9, 2023