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This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

The information-theoretic framework of Russo and J. Zou (2016) and Xu and Raginsky (2017) provides bounds on the generalization error of a learning algorithm in terms of the mutual information between the algorithm's output and the training…

Machine Learning · Statistics 2020-10-26 Mahdi Haghifam , Jeffrey Negrea , Ashish Khisti , Daniel M. Roy , Gintare Karolina Dziugaite

Since the celebrated works of Russo and Zou (2016,2019) and Xu and Raginsky (2017), it has been well known that the generalization error of supervised learning algorithms can be bounded in terms of the mutual information between their input…

Machine Learning · Statistics 2022-07-20 Gábor Lugosi , Gergely Neu

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

We propose a new approach to apply the chaining technique in conjunction with information-theoretic measures to bound the generalization error of machine learning algorithms. Different from the deterministic chaining approach based on…

Information Theory · Computer Science 2022-01-31 Ruida Zhou , Chao Tian , Tie Liu

This paper explores the generalization characteristics of iterative learning algorithms with bounded updates for non-convex loss functions, employing information-theoretic techniques. Our key contribution is a novel bound for the…

Machine Learning · Computer Science 2023-10-17 Jingwen Fu , Nanning Zheng

We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

We provide an information-theoretic framework for studying the generalization properties of machine learning algorithms. Our framework ties together existing approaches, including uniform convergence bounds and recent methods for adaptive…

Machine Learning · Computer Science 2020-06-22 Thomas Steinke , Lydia Zakynthinou

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

We propose a new information-theoretic bound on generalization error based on a combination of the error decomposition technique of Bu et al. and the conditional mutual information (CMI) construction of Steinke and Zakynthinou. In a…

Information Theory · Computer Science 2021-01-01 Ruida Zhou , Chao Tian , Tie Liu

We derive upper bounds on the generalization error of a learning algorithm in terms of the mutual information between its input and output. The bounds provide an information-theoretic understanding of generalization in learning problems,…

Machine Learning · Computer Science 2017-11-07 Aolin Xu , Maxim Raginsky

We present a new family of information-theoretic generalization bounds within the framework of conditional mutual information (CMI). Most of our results are established based on the leave-$m$-out (L$m$O) cross-validation error, with $m$…

Information Theory · Computer Science 2026-05-21 Yang Lu , Matthias Frey , Margreta Kuijper , Jingge Zhu

We derive information theoretic generalization bounds for supervised learning algorithms based on a new measure of leave-one-out conditional mutual information (loo-CMI). Contrary to other CMI bounds, which are black-box bounds that do not…

Machine Learning · Computer Science 2022-07-04 Mohamad Rida Rammal , Alessandro Achille , Aditya Golatkar , Suhas Diggavi , Stefano Soatto

The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…

Information Theory · Computer Science 2019-03-12 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…

Information Theory · Computer Science 2025-06-02 Ananya Omanwar , Fady Alajaji , Tamás Linder

Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…

Machine Learning · Computer Science 2021-02-24 Sharu Theresa Jose , Osvaldo Simeone
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