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We present a unified framework for deriving PAC-Bayesian generalization bounds. Unlike most previous literature on this topic, our bounds are anytime-valid (i.e., time-uniform), meaning that they hold at all stopping times, not only for a…

Machine Learning · Statistics 2024-01-04 Ben Chugg , Hongjian Wang , Aaditya Ramdas

When utilising PAC-Bayes theory for risk certification, it is usually necessary to estimate and bound the Gibbs risk of the PAC-Bayes posterior. Many works in the literature employ a method for this which requires a large number of passes…

Machine Learning · Computer Science 2022-10-21 Felix Biggs

Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned from independently and identically distributed (IID) data, and it is particularly so for margin classifiers: there have been recent contributions…

Machine Learning · Computer Science 2010-06-09 Liva Ralaivola , Marie Szafranski , Guillaume Stempfel

In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…

Machine Learning · Statistics 2024-06-05 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…

Machine Learning · Computer Science 2022-02-24 Felix Biggs , Benjamin Guedj

One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured…

Machine Learning · Computer Science 2024-05-22 Daniel Racz , Martin Gonzalez , Mihaly Petreczky , Andras Benczur , Balint Daroczy

The aim of this paper is to generalize the PAC-Bayesian theorems proved by Catoni in the classification setting to more general problems of statistical inference. We show how to control the deviations of the risk of randomized estimators. A…

Machine Learning · Statistics 2009-01-09 Pierre Alquier

This paper contains a recipe for deriving new PAC-Bayes generalisation bounds based on the $(f, \Gamma)$-divergence, and, in addition, presents PAC-Bayes generalisation bounds where we interpolate between a series of probability divergences…

Machine Learning · Statistics 2024-02-08 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

We propose the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

Probably Approximately Correct (PAC) bounds are widely used to derive probabilistic guarantees for the generalisation of machine learning models. They highlight the components of the model which contribute to its generalisation capacity.…

Machine Learning · Computer Science 2024-07-30 Thomas Walker , Alessio Lomuscio

We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on…

Machine Learning · Statistics 2021-12-16 Maxime Haddouche , Benjamin Guedj , Omar Rivasplata , John Shawe-Taylor

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 make three related contributions motivated by the challenge of training stochastic neural networks, particularly in a PAC-Bayesian setting: (1) we show how averaging over an ensemble of stochastic neural networks enables a new class of…

Machine Learning · Computer Science 2021-12-16 Felix Biggs , Benjamin Guedj

We present a distributionally robust PAC-Bayesian framework for certifying the performance of learning-based finite-horizon controllers. While existing PAC-Bayes control literature typically assumes bounded losses and matching training and…

Machine Learning · Computer Science 2026-04-14 Domagoj Herceg , Duarte Antunes

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

Recent studies have empirically investigated different methods to train stochastic neural networks on a classification task by optimising a PAC-Bayesian bound via stochastic gradient descent. Most of these procedures need to replace the…

Machine Learning · Computer Science 2022-07-01 Eugenio Clerico , George Deligiannidis , Arnaud Doucet

We present here a PAC-Bayesian point of view on adaptive supervised classification. Using convex analysis, we show how to get local measures of the complexity of the classification model involving the relative entropy of posterior…

Statistics Theory · Mathematics 2007-06-13 Olivier Catoni

This paper studies the truncation method from Alquier [1] to derive high-probability PAC-Bayes bounds for unbounded losses with heavy tails. Assuming that the $p$-th moment is bounded, the resulting bounds interpolate between a slow rate $1…

Machine Learning · Statistics 2024-03-26 Borja Rodríguez-Gálvez , Omar Rivasplata , Ragnar Thobaben , Mikael Skoglund

While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of heavy-tailed losses remains largely uncharted and has attracted a growing interest…

Machine Learning · Statistics 2023-04-25 Maxime Haddouche , Benjamin Guedj

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability…

Machine Learning · Computer Science 2021-09-23 María Pérez-Ortiz , Omar Rivasplata , John Shawe-Taylor , Csaba Szepesvári