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Generalization error bounds are critical to understanding the performance of machine learning models. In this work, we propose a new information-theoretic based generalization error upper bound applicable to supervised learning scenarios.…

Information Theory · Computer Science 2021-01-11 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

Machine Learning · Computer Science 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

Classical information-theoretic generalization bounds typically control the generalization gap through KL-based mutual information and therefore rely on boundedness or sub-Gaussian tails via the moment generating function (MGF). In many…

Machine Learning · Statistics 2026-04-14 Huiming Zhang , Binghan Li , Wan Tian , Qiang Sun

In this paper, we study data-dependent generalization error bounds exhibiting a mild dependency on the number of classes, making them suitable for multi-class learning with a large number of label classes. The bounds generally hold for…

Machine Learning · Computer Science 2018-01-01 Yunwen Lei , Urun Dogan , Ding-Xuan Zhou , Marius Kloft

Generative models that maximize model likelihood have gained traction in many practical settings. Among them, perturbation based approaches underpin many strong likelihood estimation models, yet they often face slow convergence and limited…

Information Theory · Computer Science 2025-10-27 Yirong Shen , Lu Gan , Cong Ling

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

Machine Learning · Statistics 2025-02-11 Benjamin Dupuis , Paul Viallard , George Deligiannidis , Umut Simsekli

In this work, we introduce novel information-theoretic generalization bounds using the conditional $f$-information framework, an extension of the traditional conditional mutual information (MI) framework. We provide a generic approach to…

Machine Learning · Statistics 2024-10-31 Ziqiao Wang , Yongyi Mao

In this paper, we study the data-dependent convergence and generalization behavior of gradient methods for neural networks with smooth activation. Our first result is a novel bound on the excess risk of deep networks trained by the logistic…

Machine Learning · Computer Science 2024-12-09 Hossein Taheri , Christos Thrampoulidis , Arya Mazumdar

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We present a framework to derive bounds on the test loss of randomized learning algorithms for the case of bounded loss functions. Drawing from Steinke & Zakynthinou (2020), this framework leads to bounds that depend on the conditional…

Machine Learning · Computer Science 2021-03-11 Fredrik Hellström , Giuseppe Durisi

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

This paper studies the relationship between generalization and privacy preservation in iterative learning algorithms by two sequential steps. We first establish an alignment between generalization and privacy preservation for any learning…

Machine Learning · Computer Science 2020-08-10 Fengxiang He , Bohan Wang , Dacheng Tao

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

We present a unifying picture of PAC-Bayesian and mutual information-based upper bounds on the generalization error of randomized learning algorithms. As we show, Tong Zhang's information exponential inequality (IEI) gives a general recipe…

Machine Learning · Computer Science 2021-10-26 Pradeep Kr. Banerjee , Guido Montúfar

Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…

Machine Learning · Computer Science 2026-01-30 Noah Oberweis , Semih Cayci

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Machine Learning · Computer Science 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…

Information Theory · Computer Science 2025-06-02 Ananya Omanwar , Fady Alajaji , Tamás Linder

Data augmentation is one of the most widely used techniques to improve generalization in modern machine learning, often justified by its ability to promote invariance to label-irrelevant transformations. However, its theoretical role…

Machine Learning · Computer Science 2026-02-17 Abdelali Bouyahia , Frédéric LeBlanc , Mario Marchand

This work investigates the performance of the final iterate produced by stochastic gradient descent (SGD) under temporally dependent data. We consider two complementary sources of dependence: $(i)$ martingale-type dependence in both the…

Statistics Theory · Mathematics 2026-01-06 Yinan Shen , Yichen Zhang , Wen-Xin Zhou

Pairwise learning focuses on learning tasks with pairwise loss functions, depends on pairs of training instances, and naturally fits for modeling relationships between pairs of samples. In this paper, we focus on the privacy of pairwise…

Machine Learning · Computer Science 2021-06-02 Yilin Kang , Yong Liu , Jian Li , Weiping Wang