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Domain invariant learning aims to learn models that extract invariant features over various training domains, resulting in better generalization to unseen target domains. Recently, Bayesian Neural Networks have achieved promising results in…

Machine Learning · Computer Science 2023-10-26 Shiyu Shen , Bin Pan , Tianyang Shi , Tao Li , Zhenwei Shi

We investigate how to train kernel approximation methods that generalize well under a memory budget. Building on recent theoretical work, we define a measure of kernel approximation error which we find to be more predictive of the empirical…

Machine Learning · Computer Science 2019-03-21 Jian Zhang , Avner May , Tri Dao , Christopher Ré

Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…

Machine Learning · Statistics 2023-02-23 Junwen Yao , N. Benjamin Erichson , Miles E. Lopes

A key property of neural networks driving their success is their ability to learn features from data. Understanding feature learning from a theoretical viewpoint is an emerging field with many open questions. In this work we capture…

Disordered Systems and Neural Networks · Physics 2024-05-20 Kirsten Fischer , Javed Lindner , David Dahmen , Zohar Ringel , Michael Krämer , Moritz Helias

We provide two main contributions in PAC-Bayesian theory for domain adaptation where the objective is to learn, from a source distribution, a well-performing majority vote on a different, but related, target distribution. Firstly, we…

Machine Learning · Statistics 2019-11-19 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

This paper introduces a novel approach for multi-task regression that connects Kernel Machines (KMs) and Extreme Learning Machines (ELMs) through the exploitation of the Random Fourier Features (RFFs) approximation of the RBF kernel. In…

In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite…

Machine Learning · Computer Science 2024-06-05 Houston Warren , Rafael Oliveira , Fabio Ramos

We develop a unified Data Processing Inequality PAC-Bayesian framework -- abbreviated DPI-PAC-Bayesian -- for deriving generalization error bounds in the supervised learning setting. By embedding the Data Processing Inequality (DPI) into…

Information Theory · Computer Science 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Machine Learning · Statistics 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

Rahimi and Recht (2007) introduced the idea of decomposing positive definite shift-invariant kernels by randomly sampling from their spectral distribution for machine learning applications. This famous technique, known as Random Fourier…

Machine Learning · Computer Science 2026-02-24 Nicolas Langrené , Xavier Warin , Pierre Gruet

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

The method of random projection (RP) is the standard technique in machine learning and many other areas, for dimensionality reduction, approximate near neighbor search, compressed sensing, etc. Basically, RP provides a simple and effective…

Machine Learning · Statistics 2021-02-26 Xiaoyun Li , Ping Li

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…

Machine Learning · Computer Science 2021-08-30 Riikka Huusari , Sahely Bhadra , Cécile Capponi , Hachem Kadri , Juho Rousu

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified…

Machine Learning · Statistics 2026-03-25 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

Transfer learning has received a lot of attention in the machine learning community over the last years, and several effective algorithms have been developed. However, relatively little is known about their theoretical properties,…

Machine Learning · Statistics 2014-05-13 Anastasia Pentina , Christoph H. Lampert