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We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed…

Statistics Theory · Mathematics 2012-12-06 Xinjia Chen

Abstract We present PAC-Bayesian bounds for the generalisation error of the K-nearest-neighbour classifier (K-NN). This is achieved by casting the K-NN classifier into a kernel space framework in the limit of vanishing kernel bandwidth. We…

Machine Learning · Computer Science 2021-09-29 Thore Graepel , Ralf Herbrich

We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…

Machine Learning · Computer Science 2024-08-22 Michael Sucker , Peter Ochs

Generalization bounds which assess the difference between the true risk and the empirical risk, have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…

Machine Learning · Computer Science 2022-11-03 Itai Gat , Yossi Adi , Alexander Schwing , Tamir Hazan

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

PAC-Bayes is a useful framework for deriving generalization bounds which was introduced by McAllester ('98). This framework has the flexibility of deriving distribution- and algorithm-dependent bounds, which are often tighter than…

Machine Learning · Computer Science 2021-09-06 Roi Livni , Shay Moran

We propose an extensive analysis of the behavior of majority votes in binary classification. In particular, we introduce a risk bound for majority votes, called the C-bound, that takes into account the average quality of the voters and…

Machine Learning · Statistics 2015-07-30 Pascal Germain , Alexandre Lacasse , François Laviolette , Mario Marchand , Jean-Francis Roy

PAC-Bayes has recently re-emerged as an effective theory with which one can derive principled learning algorithms with tight performance guarantees. However, applications of PAC-Bayes to bandit problems are relatively rare, which is a great…

Machine Learning · Computer Science 2023-09-26 Hamish Flynn , David Reeb , Melih Kandemir , Jan Peters

We propose a novel class of deep stochastic predictors for classifying metric data on graphs within the PAC-Bayes risk certification paradigm. Classifiers are realized as linearly parametrized deep assignment flows with random initial…

Machine Learning · Statistics 2022-02-21 Bastian Boll , Alexander Zeilmann , Stefania Petra , Christoph Schnörr

Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…

Machine Learning · Statistics 2020-12-10 Guillermo Valle-Pérez , Ard A. Louis

In the PAC-Bayesian literature, the C-Bound refers to an insightful relation between the risk of a majority vote classifier (under the zero-one loss) and the first two moments of its margin (i.e., the expected margin and the voters'…

Machine Learning · Statistics 2021-09-01 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant

A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estimator for sub-Gaussian data. While Catoni's framework has…

Statistics Theory · Mathematics 2026-02-16 Zhijun Cai , Xiang Li , Lihu Xu

We present a novel notion of complexity that interpolates between and generalizes some classic existing complexity notions in learning theory: for estimators like empirical risk minimization (ERM) with arbitrary bounded losses, it is upper…

Machine Learning · Computer Science 2017-10-24 Peter D. Grünwald , Nishant A. Mehta

This paper is focused on dimension-free PAC-Bayesian bounds, under weak polynomial moment assumptions, allowing for heavy tailed sample distributions. It covers the estimation of the mean of a vector or a matrix, with applications to least…

Statistics Theory · Mathematics 2018-01-03 Olivier Catoni , Ilaria Giulini

In this paper, we establish generalization bounds for transductive learning algorithms in the context of information theory and PAC-Bayes, covering both the random sampling and the random splitting setting. First, we show that the…

Machine Learning · Computer Science 2025-01-22 Huayi Tang , Yong Liu

We formulate weighted graph clustering as a prediction problem: given a subset of edge weights we analyze the ability of graph clustering to predict the remaining edge weights. This formulation enables practical and theoretical comparison…

Machine Learning · Computer Science 2010-09-03 Yevgeny Seldin

Covariate balancing is a popular technique for controlling confounding in observational studies. It finds weights for the treatment group which are close to uniform, but make the group's covariate means (approximately) equal to those of the…

Methodology · Statistics 2025-03-07 Shiva Kaul , Min-Gyu Kim

We present new estimators of the mean of a real valued random variable, based on PAC-Bayesian iterative truncation. We analyze the non-asymptotic minimax properties of the deviations of estimators for distributions having either a bounded…

Statistics Theory · Mathematics 2009-09-30 Olivier Catoni

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization…

Machine Learning · Statistics 2015-01-14 Pascal Germain , Amaury Habrard , Francois Laviolette , Emilie Morvant