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Related papers: Improved PAC-Bayesian Bounds for Linear Regression

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ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…

Methodology · Statistics 2024-01-26 Solmaz Seifollahi , Hossein Bevrani , Kristofer Mansson

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

Machine unlearning refers to mechanisms that can remove the influence of a subset of training data upon request from a trained model without incurring the cost of re-training from scratch. This paper develops a unified PAC-Bayesian…

Machine Learning · Computer Science 2021-06-02 Sharu Theresa Jose , Osvaldo Simeone

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…

Machine Learning · Computer Science 2021-01-15 Armin Lederer , Jonas Umlauft , Sandra Hirche

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

We present a distributionally robust PAC-Bayesian framework for certifying the performance of learning-based finite-horizon controllers. While existing PAC-Bayes control literature typically assumes bounded losses and matching training and…

Machine Learning · Computer Science 2026-04-14 Domagoj Herceg , Duarte Antunes

Many real world data analysis problems exhibit invariant structure, and models that take advantage of this structure have shown impressive empirical performance, particularly in deep learning. While the literature contains a variety of…

Machine Learning · Computer Science 2020-05-04 Clare Lyle , Mark van der Wilk , Marta Kwiatkowska , Yarin Gal , Benjamin Bloem-Reddy

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

Machine Learning · Computer Science 2024-09-23 Armin Lederer , Jonas Umlauft , Sandra Hirche

We derive generalization error bounds for stationary univariate autoregressive (AR) models. We show that imposing stationarity is enough to control the Gaussian complexity without further regularization. This lets us use structural risk…

Machine Learning · Statistics 2011-06-06 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish

In statistical classification/multiple hypothesis testing and machine learning, a model distribution estimated from the training data is usually applied to replace the unknown true distribution in the Bayes decision rule, which introduces a…

Information Theory · Computer Science 2024-09-24 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…

Statistics Theory · Mathematics 2023-03-02 Shuo Tang , Gerald LaMountain , Tales Imbiriba , Pau Closas

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

This paper studies the truncation method from Alquier [1] to derive high-probability PAC-Bayes bounds for unbounded losses with heavy tails. Assuming that the $p$-th moment is bounded, the resulting bounds interpolate between a slow rate $1…

Machine Learning · Statistics 2024-03-26 Borja Rodríguez-Gálvez , Omar Rivasplata , Ragnar Thobaben , Mikael Skoglund

One of the defining properties of deep learning is that models are chosen to have many more parameters than available training data. In light of this capacity for overfitting, it is remarkable that simple algorithms like SGD reliably return…

Machine Learning · Computer Science 2017-10-20 Gintare Karolina Dziugaite , Daniel M. Roy

Fine-tuning pretrained language models (PLMs) for downstream tasks is a large-scale optimization problem, in which the choice of the training algorithm critically determines how well the trained model can generalize to unseen test data,…

Machine Learning · Computer Science 2023-10-27 Guangliang Liu , Zhiyu Xue , Xitong Zhang , Kristen Marie Johnson , Rongrong Wang

In statistical learning theory, a generalization bound usually involves a complexity measure imposed by the considered theoretical framework. This limits the scope of such bounds, as other forms of capacity measures or regularizations are…

Machine Learning · Statistics 2024-02-22 Paul Viallard , Rémi Emonet , Amaury Habrard , Emilie Morvant , Valentina Zantedeschi

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

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

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an…

Machine Learning · Statistics 2024-06-12 Milad Sefidgaran , Abdellatif Zaidi

Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…

Machine Learning · Computer Science 2022-03-31 Sanyam Kapoor , Wesley J. Maddox , Pavel Izmailov , Andrew Gordon Wilson