Supplementary Additional Foravectorx2RdandH [d], wedenotevH todenote equaltovoni2H, andzero Xandm2N, we kXkLm todenote(E|X|m)1/m. ForasetS Rdandafunctionf, we notationf(S)as{f(x)|x2S}

Neural Information Processing Systems 

VZ 6. See (18) 0.57( Pd j=1wjE[Zi,j] Pd j=1wj(1/k2) (2 107)/(k2 )=( 2 107)/(k2 )=( 6 107)/ p k, whichislessthan10 5 fork largeenough. Suppose n = (k2logd+ log ( 1/ )).

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