StatsMLlib formalizes core tools behind Rademacher generalization bounds and connects them to finite-sample regression, spectral foundations for PCA, and concentration inequalities.
4 mapped chaptersChapters 3, 11, 15 · Appendix DOfficial PDF
Coverage note. Each entry summarizes formalized overlap with a chapter or appendix; it does not assert complete formalization of that material.
Chapter-level overlap
Formalized Coverage
The map follows the chapter organization of the second edition.
Chapter 3
Rademacher complexity and generalization
The Rademacher-complexity portion is formalized through empirical and expected complexity, finite sign-vector calculus, symmetrization, expected and high-probability uniform-deviation bounds, Massart’s finite-class lemma, Dudley chaining, and ℓ¹- and ℓ²-bounded linear predictor classes.
Chapter 11
Regression
Formalized regression material includes least-squares estimators, the basic inequality, finite-sample guarantees for linear regression, ℓ¹-constrained regression classes, and Rademacher and localization tools for controlling prediction error.
Chapter 15
Dimensionality reduction
Singular values, Courant–Fischer, Eckart–Young–Mirsky, Weyl inequalities, and Davis–Kahan perturbation bounds provide the formal spectral foundations for principal component analysis.
Appendix D
Concentration inequalities
Hoeffding and Chernoff bounds, McDiarmid’s inequality, maximal inequalities, sub-Gaussian variables and processes, and Gaussian concentration formalize a substantial part of the appendix’s probability toolkit.