In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the multivariate normals with the same means and covariances. From the total variation bounds, we also derive a comparison of the cumulative distribution functions and quantile coupling inequalities between Pearson's chi-square statistic (written as the normalized quadratic form of a multinomial vector) and its multivariate normal analogue. We apply our results to find confidence intervals for the negative entropy of discrete distributions. Our method can be applied more generally to find confidence intervals for strictly convex functions of the weights of discrete distributions.

For a voting ensemble that selects an odd-sized subset of the ensemble classifiers at random for each example, applies them to the example, and returns the majority vote, we show that any number of voters may minimize the error rate over an out-of-sample distribution. The optimal number of voters depends on the out-of-sample distribution of the number of classifiers in error. To select a number of voters to use, estimating that distribution then inferring error rates for numbers of voters gives lower-variance estimates than directly estimating those error rates.

We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.

If classifiers are selected from a hypothesis class to form an ensemble, bounds on average error rate over the selected classifiers include a component for selectivity, which grows as the fraction of hypothesis classifiers selected for the ensemble shrinks, and a component for variety, which grows with the size of the hypothesis class or in-sample data set. We show that the component for selectivity asymptotically dominates the component for variety, meaning that variety is essentially free.

We introduce a technique to compute probably approximately correct (PAC) bounds on precision and recall for matching algorithms. The bounds require some verified matches, but those matches may be used to develop the algorithms. The bounds can be applied to network reconciliation or entity resolution algorithms, which identify nodes in different networks or values in a data set that correspond to the same entity. For network reconciliation, the bounds do not require knowledge of the network generation process.

We compare and contrast two approaches to validating a trained classifier while using all in-sample data for training. One is simultaneous validation over an organized set of hypotheses (SVOOSH), the well-known method that began with VC theory. The other is withhold and gap (WAG). WAG withholds a validation set, trains a holdout classifier on the remaining data, uses the validation data to validate that classifier, then adds the rate of disagreement between the holdout classifier and one trained using all in-sample data, which is an upper bound on the difference in error rates. We show that complex hypothesis classes and limited training data can make WAG a favorable alternative.

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic for use in the permutation tests of worst likely assignments that improves error bounds, especially for accurate classifiers, which are typically the classifiers of interest.