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We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

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

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…

Information Theory · Computer Science 2021-05-07 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…

Machine Learning · Computer Science 2018-01-16 Ankit Pensia , Varun Jog , Po-Ling Loh

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Machine Learning · Statistics 2016-09-28 Qi Meng , Yue Wang , Wei Chen , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

In this paper, the method of gaps, a technique for deriving closed-form expressions in terms of information measures for the generalization error of supervised machine learning algorithms is introduced. The method relies on the notion of…

Machine Learning · Computer Science 2026-01-01 Samir M. Perlaza , Xinying Zou

We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

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

In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the $\mathcal{L}_p$ norms of the prediction errors that are valid for any…

Machine Learning · Computer Science 2021-06-07 Song Fang , Quanyan Zhu

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…

Machine Learning · Computer Science 2019-06-25 Vitaly Feldman , Jan Vondrak

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

Machine Learning · Computer Science 2021-04-27 Maria-Florina Balcan , Dan DeBlasio , Travis Dick , Carl Kingsford , Tuomas Sandholm , Ellen Vitercik

Various approaches have been developed to upper bound the generalization error of a supervised learning algorithm. However, existing bounds are often loose and even vacuous when evaluated in practice. As a result, they may fail to…

Information Theory · Computer Science 2022-10-19 Gholamali Aminian , Yuheng Bu , Laura Toni , Miguel R. D. Rodrigues , Gregory W. Wornell

In this paper, the worst-case probability measure over the data is introduced as a tool for characterizing the generalization capabilities of machine learning algorithms. More specifically, the worst-case probability measure is a Gibbs…

Machine Learning · Computer Science 2023-12-20 Xinying Zou , Samir M. Perlaza , Iñaki Esnaola , Eitan Altman

We present a unified information-theoretic framework elucidating the interplay between stability, privacy, and the generalization performance of quantum learning algorithms. We establish a bound on the expected generalization error in terms…

Quantum Physics · Physics 2026-02-06 Ayanava Dasgupta , Naqueeb Ahmad Warsi , Masahito Hayashi

In the algorithm selection research, the discussion surrounding algorithm features has been significantly overshadowed by the emphasis on problem features. Although a few empirical studies have yielded evidence regarding the effectiveness…

Machine Learning · Computer Science 2024-06-04 Xingyu Wu , Yan Zhong , Jibin Wu , Yuxiao Huang , Sheng-hao Wu , Kay Chen Tan

Uniform stability of a learning algorithm is a classical notion of algorithmic stability introduced to derive high-probability bounds on the generalization error (Bousquet and Elisseeff, 2002). Specifically, for a loss function with range…

Machine Learning · Computer Science 2019-03-19 Vitaly Feldman , Jan Vondrak

The paper gives a bound on the generalization error of the Gibbs algorithm, which recovers known data-independent bounds for the high temperature range and extends to the low-temperature range, where generalization depends critically on the…

Machine Learning · Computer Science 2025-04-07 Andreas Maurer
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