# Concentration in unbounded metric spaces and algorithmic stability

arXiv: https://arxiv.org/abs/1309.1007 · HTML: https://mlsanity.com/paper/1309.1007/

## Key facts

- Cited by 22 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Sep 2013.

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## Abstract (arXiv)

We prove an extension of McDiarmid's inequality for metric spaces with unbounded diameter. To this end, we introduce the notion of the em subgaussian diameter, which is a distribution-dependent refinement of the metric diameter. Our technique provides an alternative approach to that of Kutin and Niyogi's method of weakly difference-bounded functions, and yields nontrivial, dimension-free results in some interesting cases where the former does not. As an application, we give apparently the first generalization bound in the algorithmic stability setting that holds for unbounded loss functions. We furthermore extend our concentration inequality to strongly mixing processes.
