Many machine learning algorithms are based on the assumption that training
examples are drawn independently. However, this assumption does not hold
anymore when learning from a networked sample because two or more training
examples may share some common objects, and hence share the features of these
shared objects. We show that the classic approach of ignoring this problem
potentially can have a harmful effect on the accuracy of statistics, and then
consider alternatives. One of these is to only use independent examples,
discarding other information. However, this is clearly suboptimal. We analyze
sample error bounds in this networked setting, providing significantly improved
results. An important component of our approach is formed by efficient sample
weighting schemes, which leads to novel concentration inequalities
