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We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…

Machine Learning · Statistics 2023-01-02 Ron Amit , Baruch Epstein , Shay Moran , Ron Meir

Consider an ensemble of $k$ individual classifiers whose accuracies are known. Upon receiving a test point, each of the classifiers outputs a predicted label and a confidence in its prediction for this particular test point. In this paper,…

Machine Learning · Computer Science 2021-07-12 Sascha Meyen , Frieder Göppert , Helen Alber , Ulrike von Luxburg , Volker H. Franz

We present new methods for multilabel classification, relying on ensemble learning on a collection of random output graphs imposed on the multilabel and a kernel-based structured output learner as the base classifier. For ensemble learning,…

Machine Learning · Computer Science 2013-11-19 Hongyu Su , Juho Rousu

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

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers,…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

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

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

We present a framework and analysis of consistent binary classification for complex and non-decomposable performance metrics such as the F-measure and the Jaccard measure. The proposed framework is general, as it applies to both batch and…

Machine Learning · Statistics 2018-02-13 Bowei Yan , Oluwasanmi Koyejo , Kai Zhong , Pradeep Ravikumar

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

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

We first present a general risk bound for ensembles that depends on the Lp norm of the weighted combination of voters which can be selected from a continuous set. We then propose a boosting method, called QuadBoost, which is strongly…

Machine Learning · Computer Science 2015-11-23 Louis Fortier-Dubois , François Laviolette , Mario Marchand , Louis-Emile Robitaille , Jean-Francis Roy

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

While a variety of ensemble methods for multilabel classification have been proposed in the literature, the question of how to aggregate the predictions of the individual members of the ensemble has received little attention so far. In this…

Machine Learning · Computer Science 2020-12-09 Vu-Linh Nguyen , Eyke Hüllermeier , Michael Rapp , Eneldo Loza Mencía , Johannes Fürnkranz

PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is…

Machine Learning · Statistics 2018-08-31 Omar Rivasplata , Emilio Parrado-Hernandez , John Shawe-Taylor , Shiliang Sun , Csaba Szepesvari

Both PAC-Bayesian and Sample Compress learning frameworks are instrumental for deriving tight (non-vacuous) generalization bounds for neural networks. We leverage these results in a meta-learning scheme, relying on a hypernetwork that…

Machine Learning · Computer Science 2025-06-06 Benjamin Leblanc , Mathieu Bazinet , Nathaniel D'Amours , Alexandre Drouin , Pascal Germain

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

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

The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…

Statistics Theory · Mathematics 2022-09-27 Shashank Singh , Justin Khim

Statisticians have recently developed propensity score methods to improve generalizations from randomized experiments that do not employ random sampling. However, these methods typically rely on assumptions whose plausibility may be…

Methodology · Statistics 2019-11-14 Wendy Chan

Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by…

Machine Learning · Computer Science 2023-04-17 Louis Fortier-Dubois , Gaël Letarte , Benjamin Leblanc , François Laviolette , Pascal Germain