The price of capacity (bias–variance)
Parent: vc-dimension Prereq: learning-theory —
err(h),ε,m,H.
Climbing the ladder buys expressiveness, but never for free.
- more data: sample complexity grows like
VCdim(H)/ε(fundamental-theorem) — a VC-100 class needs ~100× the data of VC-1 for the same guarantee. - overfitting: with fixed data, higher VC widens the gap between training error and true error. A class flexible enough to catch the signal is flexible enough to memorize the noise (VC = ∞ fits anything, generalizes nothing — vc-sin).
The decomposition
For a fixed sample size, the true error of the hypothesis you pick splits as
Writing d = VCdim(H):
- Bias (approximation error): how far the best rule in
His from the truth. Shrinks asHgrows. - Variance (estimation error): how far your chosen rule can stray from the best-in-class on a finite sample. Grows as
Hgrows (via VC).
Growing H trades one for the other — hence a U-shaped total error.
The lever: structural risk minimization
So raise VC just far enough to contain the truth, no further: too low → can't represent it (bias / underfit); too high → fits noise (variance / overfit). Choosing that level — search a nested chain H₁ ⊂ H₂ ⊂ … and pick the level minimizing train error + capacity penalty — is Vapnik's structural risk minimization (SRM), the theory-side ancestor of regularization.