TY - JOUR AB - Purpose– The purpose of this paper is to introduce some basic knowledge of statistical learning theory (SLT) based on random set samples in set‐valued probability space for the first time and generalize the key theorem and bounds on the rate of uniform convergence of learning theory in Vapnik, to the key theorem and bounds on the rate of uniform convergence for random sets in set‐valued probability space. SLT based on random samples formed in probability space is considered, at present, as one of the fundamental theories about small samples statistical learning. It has become a novel and important field of machine learning, along with other concepts and architectures such as neural networks. However, the theory hardly handles statistical learning problems for samples that involve random set samples.Design/methodology/approach– Being motivated by some applications, in this paper a SLT is developed based on random set samples. First, a certain law of large numbers for random sets is proved. Second, the definitions of the distribution function and the expectation of random sets are introduced, and the concepts of the expected risk functional and the empirical risk functional are discussed. A notion of the strict consistency of the principle of empirical risk minimization is presented.Findings– The paper formulates and proves the key theorem and presents the bounds on the rate of uniform convergence of learning theory based on random sets in set‐valued probability space, which become cornerstones of the theoretical fundamentals of the SLT for random set samples.Originality/value– The paper provides a studied analysis of some theoretical results of learning theory. VL - 38 IS - 3/4 SN - 0368-492X DO - 10.1108/03684920910944867 UR - https://doi.org/10.1108/03684920910944867 AU - Ha Minghu AU - Pedrycz Witold AU - Chen Jiqiang AU - Zheng Lifang ED - Mian‐yun Chen ED - Yi Lin ED - Hejing Xiong PY - 2009 Y1 - 2009/01/01 TI - Some theoretical results of learning theory based on random sets in set‐valued probability space T2 - Kybernetes PB - Emerald Group Publishing Limited SP - 635 EP - 657 Y2 - 2024/04/16 ER -