Abstract
Statistical learning theory is regarded as an appropriate theory to deal with learning problems on small samples, and it has now become a novel research interest of the machine learning field. However, the theory is based on real-valued random samples and established on probability measure space; it rarely deals with learning problems based on fuzzy random samples and established on Sugeno measure space. It is well known that fuzzy random samples and Sugeno measure space are interesting and important extensions of real-valued random samples and probability measure space, respectively. Therefore, the statistical learning theory based on fuzzy random samples in Sugeno measure space is further discussed in this paper. Firstly, based on definitions of the distribution function and the expected value of fuzzy random variables in Sugeno measure space, the Hoeffding inequality of fuzzy random variables is proved. Secondly, for the sake of completeness of the paper, the key theorem of learning theory based on fuzzy random samples in Sugeno measure space is introduced. Finally, the bounds on the rate of uniform convergence of a learning process based on fuzzy random samples in Sugeno measure space are constructed.