Denote by E X ( (x)) the expected loss on unseen data when using w T,K where (x) = U (x, y * ) − U (x, y ), y * = arg max y U (x, y) and y = arg max y max h w T,K φ(x, y, h).
we would like to evaluate predictions that use the final weight vector w T,K by comparing the generalization error with the empirical error stated in Theorem 3.