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Related papers: Unifying Variational Inference and PAC-Bayes for S…

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Determining the optimal cost function parameters of Model Predictive Control (MPC) to optimize multiple control objectives is a challenging and time-consuming task. Multiobjective Bayesian Optimization (BO) techniques solve this problem by…

Robotics · Computer Science 2024-02-06 Baha Zarrouki , Marios Spanakakis , Johannes Betz

While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of heavy-tailed losses remains largely uncharted and has attracted a growing interest…

Machine Learning · Statistics 2023-04-25 Maxime Haddouche , Benjamin Guedj

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of…

Systems and Control · Computer Science 2018-06-13 Michael Hertneck , Johannes Köhler , Sebastian Trimpe , Frank Allgöwer

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

The limit of infinite width allows for substantial simplifications in the analytical study of over-parameterised neural networks. With a suitable random initialisation, an extremely large network exhibits an approximately Gaussian…

Machine Learning · Statistics 2023-02-14 Eugenio Clerico , George Deligiannidis , Arnaud Doucet

We study the issue of PAC-Bayesian domain adaptation: We want to learn, from a source domain, a majority vote model dedicated to a target one. Our theoretical contribution brings a new perspective by deriving an upper-bound on the target…

Machine Learning · Statistics 2016-07-27 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across…

Machine Learning · Computer Science 2023-05-30 Boyuan Chen , Chuning Zhu , Pulkit Agrawal , Kaiqing Zhang , Abhishek Gupta

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Machine Learning · Computer Science 2024-04-12 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafal Wisniewski , Mihaly Petreczky

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

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

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability…

Machine Learning · Computer Science 2021-09-23 María Pérez-Ortiz , Omar Rivasplata , John Shawe-Taylor , Csaba Szepesvári

In this paper, we consider the problem of building learning agents that can efficiently learn to navigate in constrained environments. The main goal is to design agents that can efficiently learn to understand and generalize to different…

Machine Learning · Computer Science 2020-03-04 Kei Ota , Yoko Sasaki , Devesh K. Jha , Yusuke Yoshiyasu , Asako Kanezaki

Recently, there has been remarkable progress in reinforcement learning (RL) with general function approximation. However, all these works only provide regret or sample complexity guarantees. It is still an open question if one can achieve…

Machine Learning · Computer Science 2023-05-16 Yue Wu , Jiafan He , Quanquan Gu

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms. However, in its naive form, it can only deal with stochastic predictors while such predictors are rarely used and…

Machine Learning · Statistics 2019-11-22 Kohei Miyaguchi

We are motivated by the problem of learning policies for robotic systems with rich sensory inputs (e.g., vision) in a manner that allows us to guarantee generalization to environments unseen during training. We provide a framework for…

Robotics · Computer Science 2022-07-25 Abhinav Agarwal , Sushant Veer , Allen Z. Ren , Anirudha Majumdar

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…

Machine Learning · Computer Science 2019-10-07 Omar Rivasplata , Vikram M Tankasali , Csaba Szepesvari

PAC-Bayesian bounds are known to be tight and informative when studying the generalization ability of randomized classifiers. However, they require a loose and costly derandomization step when applied to some families of deterministic…

Machine Learning · Statistics 2023-09-19 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant

We make three related contributions motivated by the challenge of training stochastic neural networks, particularly in a PAC-Bayesian setting: (1) we show how averaging over an ensemble of stochastic neural networks enables a new class of…

Machine Learning · Computer Science 2021-12-16 Felix Biggs , Benjamin Guedj