We further assume θ follows dis- tribution p(θ), data follows distribution p(ω ) and consider the expected empirical risk over p(θ) and p(ω ) J = Eθ[Eω[lω(θ)]]

Mathematical Formulation Define the loss function li(θ) ≜ ℓ(h(xi, θ), y i) (1) where h is the function to be learned with parameter θ which maps the input space X ⊆ Rdx to the outpu