Online-to-PAC generalization bounds under graph-mixing dependencies
Abstract
Traditional generalization results in statistical learning require a training data set made of independently drawn examples. Most of the recent efforts to relax this independence assumption have considered either purely temporal (mixing) dependencies, or graph-dependencies, where non-adjacent vertices correspond to independent random variables. Both approaches have their own limitations, the former requiring a temporal ordered structure, and the latter lacking a way to quantify the strength of inter-dependencies. In this work, we bridge these two lines of work by proposing a framework where dependencies decay with graph distance. We derive generalization bounds leveraging the online-to-PAC framework, by deriving a concentration result and introducing an online learning framework incorporating the graph structure. The resulting high-probability generalization guarantees depend on both the mixing rate and the graph's chromatic number.
Cite
@article{arxiv.2410.08977,
title = {Online-to-PAC generalization bounds under graph-mixing dependencies},
author = {Baptiste Abélès and Eugenio Clerico and Gergely Neu},
journal= {arXiv preprint arXiv:2410.08977},
year = {2024}
}
Comments
13 pages (10 main + 3 supplementary material). All authors contributed equally