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Stochastic gradient descent is one of the most common iterative algorithms used in machine learning and its convergence analysis is a rich area of research. Understanding its convergence properties can help inform what modifications of it…

Optimization and Control · Mathematics 2025-11-25 Liam Madden , Emiliano Dall'Anese , Stephen Becker

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

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

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

Often in the analysis of first-order methods for both smooth and nonsmooth optimization, assuming the existence of a growth/error bound or KL condition facilitates much stronger convergence analysis. Hence separate analysis is typically…

Optimization and Control · Mathematics 2023-01-10 Benjamin Grimmer

In this work, we undertake a comprehensive reformulation, modification, and extension of Smith and Spiegelhalter's (1980) and (1982) Bayes Factor work within the evolving subject of Objective Bayes Factors. Our primary focus centers on…

Statistics Theory · Mathematics 2024-02-12 Richard Clare

Recently, Gilmer proved the first constant lower bound for the union-closed sets conjecture via an information-theoretic argument. The heart of the argument is an entropic inequality involving the OR function of two i.i.d.\ binary vectors,…

Information Theory · Computer Science 2023-06-16 Jingbo Liu

Although overparameterized models have achieved remarkable practical success, their theoretical properties, particularly their generalization behavior, remain incompletely understood. The well known double descents phenomenon suggests that…

Machine Learning · Statistics 2026-01-06 Haoran Zhan , Yingcun Xia

Let $\mathscr{F}_{n,d}$ be the class of all functions $f:\{-1,1\}^n\to[-1,1]$ on the $n$-dimensional discrete hypercube of degree at most $d$. In the first part of this paper, we prove that any (deterministic or randomized) algorithm which…

Machine Learning · Computer Science 2024-10-23 Alexandros Eskenazis , Paata Ivanisvili , Lauritz Streck

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

Stochastic Gradient Descent (SGD) and its Ruppert-Polyak averaged variant (ASGD) lie at the heart of modern large-scale learning, yet their theoretical properties in high-dimensional settings are rarely understood. In this paper, we provide…

Machine Learning · Statistics 2025-10-15 Jiaqi Li , Zhipeng Lou , Johannes Schmidt-Hieber , Wei Biao Wu

One of the principal scientific challenges in deep learning is explaining generalization, i.e., why the particular way the community now trains networks to achieve small training error also leads to small error on held-out data from the…

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…

Data Structures and Algorithms · Computer Science 2017-03-27 Shiyu Ji , Kun Wan

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…

Optimization and Control · Mathematics 2017-01-31 Mario Bravo , Roberto Cominetti

In this paper, we leverage stochastic projection and lossy compression to establish new conditional mutual information (CMI) bounds on the generalization error of statistical learning algorithms. It is shown that these bounds are generally…

Machine Learning · Statistics 2025-10-28 Milad Sefidgaran , Kimia Nadjahi , Abdellatif Zaidi

The present paper provides a new generic strategy leading to non-asymptotic theoretical guarantees on the Leave-one-Out procedure applied to a broad class of learning algorithms. This strategy relies on two main ingredients: the new notion…

Machine Learning · Statistics 2016-08-24 Alain Celisse , Benjamin Guedj