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We present algorithms for estimating the forward reachable set of a dynamical system using only a finite collection of independent and identically distributed samples. The produced estimate is the sublevel set of a function called an…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Alex Devonport , Forest Yang , Laurent El Ghaoui , Murat Arcak

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…

Machine Learning · Computer Science 2019-12-09 Vera Shalaeva , Alireza Fakhrizadeh Esfahani , Pascal Germain , Mihaly Petreczky

Let $f(\theta, X_1),$ $ \dots,$ $ f(\theta, X_n)$ be a sequence of random elements, where $f$ is a fixed scalar function, $X_1, \dots, X_n$ are independent random variables (data), and $\theta$ is a random parameter distributed according to…

Machine Learning · Computer Science 2024-04-05 Ilja Kuzborskij , Kwang-Sung Jun , Yulian Wu , Kyoungseok Jang , Francesco Orabona

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…

Machine Learning · Statistics 2020-12-29 Omar Rivasplata , Ilja Kuzborskij , Csaba Szepesvari , John Shawe-Taylor

Following the seminal approach by Talagrand, the concept of Rademacher complexity for independent sequences of random variables is extended to Markov chains. The proposed notion of "block Rademacher complexity" (of a class of functions)…

Statistics Theory · Mathematics 2018-07-09 Patrice Bertail , François Portier

Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence structure. In this paper, we consider Bayesian settings that…

Statistics Theory · Mathematics 2025-10-27 Imon Banerjee , Vinayak A. Rao , Harsha Honnappa

Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

Machine Learning · Statistics 2019-12-19 Matthew J. Holland

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

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

We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization…

Machine Learning · Computer Science 2020-10-06 Dylan J. Foster , Spencer Greenberg , Satyen Kale , Haipeng Luo , Mehryar Mohri , Karthik Sridharan

We study transformers' generalization behavior on boolean domains from the perspective of the Fourier spectra of their target functions. In contrast to prior work (Edelman et al., 2022; Trauger & Tosh, 2024), which derived generalization…

Machine Learning · Computer Science 2026-05-27 Paul Lintilhac , Sair Shaikh

Many practical machine learning tasks can be framed as Structured prediction problems, where several output variables are predicted and considered interdependent. Recent theoretical advances in structured prediction have focused on…

Machine Learning · Computer Science 2020-12-22 Théophile Cantelobre , Benjamin Guedj , María Pérez-Ortiz , John Shawe-Taylor

In this paper we derive a PAC-Bayesian error bound for autonomous stochastic LTI state-space models. The motivation for deriving such error bounds is that they will allow deriving similar error bounds for more general dynamical systems,…

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds…

Machine Learning · Statistics 2017-02-14 Pascal Germain , Francis Bach , Alexandre Lacoste , Simon Lacoste-Julien

Statistical learning theory provides bounds of the generalization gap, using in particular the Vapnik-Chervonenkis dimension and the Rademacher complexity. An alternative approach, mainly studied in the statistical physics literature, is…

Disordered Systems and Neural Networks · Physics 2020-09-04 Alia Abbara , Benjamin Aubin , Florent Krzakala , Lenka Zdeborová

PAC-Bayesian learning bounds are of the utmost interest to the learning community. Their role is to connect the generalization ability of an aggregation distribution $\rho$ to its empirical risk and to its Kullback-Leibler divergence with…

Machine Learning · Statistics 2019-05-24 Pierre Alquier , Benjamin Guedj

PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called…

Machine Learning · Statistics 2026-04-09 Hind Atbir , Farah Cherfaoui , Guillaume Metzler , Emilie Morvant , Paul Viallard

Linear predictors form a rich class of hypotheses used in a variety of learning algorithms. We present a tight analysis of the empirical Rademacher complexity of the family of linear hypothesis classes with weight vectors bounded in…

Machine Learning · Computer Science 2020-07-23 Pranjal Awasthi , Natalie Frank , Mehryar Mohri

While standard statistical inference techniques and machine learning generalization bounds assume that tests are run on data selected independently of the hypotheses, practical data analysis and machine learning are usually iterative and…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Lorenzo De Stefani , Eli Upfal