Related papers: PAC-Bayes Un-Expected Bernstein Inequality
In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a…
Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…
In this paper, we investigate the question: Given a small number of datapoints, for example N = 30, how tight can PAC-Bayes and test set bounds be made? For such small datasets, test set bounds adversely affect generalisation performance by…
Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…
This tutorial gives a concise overview of existing PAC-Bayesian theory focusing on three generalization bounds. The first is an Occam bound which handles rules with finite precision parameters and which states that generalization loss is…
Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…
We explore the family of methods "PAC-Bayes with Backprop" (PBB) to train probabilistic neural networks by minimizing PAC-Bayes bounds. We present two training objectives, one derived from a previously known PAC-Bayes bound, and a second…
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…
Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…
The ability of overparameterized deep networks to generalize well has been linked to the fact that stochastic gradient descent (SGD) finds solutions that lie in flat, wide minima in the training loss -- minima where the output of the…
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…
PAC-Bayes is a popular and efficient framework for obtaining generalization guarantees in situations involving uncountable hypothesis spaces. Unfortunately, in its classical formulation, it only provides guarantees on the expected risk of a…
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,…
Current PAC-Bayes generalisation bounds are restricted to scalar metrics of performance, such as the loss or error rate. However, one ideally wants more information-rich certificates that control the entire distribution of possible…
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…
PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might…
We propose a new PAC-Bayesian bound and a way of constructing a hypothesis space, so that the bound is convex in the posterior distribution and also convex in a trade-off parameter between empirical performance of the posterior distribution…
Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…
A learning method is self-certified if it uses all available data to simultaneously learn a predictor and certify its quality with a tight statistical certificate that is valid on unseen data. Recent work has shown that neural network…
Our goal is to learn control policies for robots that provably generalize well to novel environments given a dataset of example environments. The key technical idea behind our approach is to leverage tools from generalization theory in…