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The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Machine Learning · Computer Science 2019-06-05 Armin Lederer , Jonas Umlauft , Sandra Hirche

Equivariant networks capture the inductive bias about the symmetry of the learning task by building those symmetries into the model. In this paper, we study how equivariance relates to generalization error utilizing PAC Bayesian analysis…

Machine Learning · Computer Science 2022-10-25 Arash Behboodi , Gabriele Cesa , Taco Cohen

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

We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly different model that incorporates the notion of side information in…

Machine Learning · Computer Science 2007-07-13 Majid Fozunbal , Ton Kalker

In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data…

Machine Learning · Computer Science 2021-05-12 Song Fang , Quanyan Zhu

We provide an information-theoretic framework for studying the generalization properties of machine learning algorithms. Our framework ties together existing approaches, including uniform convergence bounds and recent methods for adaptive…

Machine Learning · Computer Science 2020-06-22 Thomas Steinke , Lydia Zakynthinou

Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…

Machine Learning · Statistics 2025-03-10 Piotr M. Suder , Eric Laber

Understanding generalization in modern machine learning settings has been one of the major challenges in statistical learning theory. In this context, recent years have witnessed the development of various generalization bounds suggesting…

Machine Learning · Statistics 2022-07-01 Milad Sefidgaran , Amin Gohari , Gaël Richard , Umut Şimşekli

In this paper, we provide a new framework to obtain the generalization bounds of the learning process for domain adaptation, and then apply the derived bounds to analyze the asymptotical convergence of the learning process. Without loss of…

Machine Learning · Computer Science 2013-04-08 Chao Zhang , Lei Zhang , Jieping Ye

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Active learning is a framework in which the learning machine can select the samples to be used for training. This technique is promising, particularly when the cost of data acquisition and labeling is high. In active learning, determining…

Machine Learning · Statistics 2020-05-18 Hideaki Ishibashi , Hideitsu Hino

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the…

Machine Learning · Computer Science 2020-02-04 Ilja Kuzborskij , Csaba Szepesvári

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

This paper follows up on a recent work of Neu et al. (2021) and presents some new information-theoretic upper bounds for the generalization error of machine learning models, such as neural networks, trained with SGD. We apply these bounds…

Machine Learning · Computer Science 2022-03-22 Ziqiao Wang , Yongyi Mao

We establish a margin based data dependent generalization error bound for a general family of deep neural networks in terms of the depth and width, as well as the Jacobian of the networks. Through introducing a new characterization of the…

Machine Learning · Computer Science 2019-07-05 Xingguo Li , Junwei Lu , Zhaoran Wang , Jarvis Haupt , Tuo Zhao

Recurrent Neural Networks (RNNs) have achieved great success in the prediction of sequential data. However, their theoretical studies are still lagging behind because of their complex interconnected structures. In this paper, we establish a…

Machine Learning · Statistics 2024-11-06 Xuewei Cheng , Ke Huang , Shujie Ma

Our main focus is on the generalization bound, which serves as an upper limit for the generalization error. Our analysis delves into regression and classification tasks separately to ensure a thorough examination. We assume the target…

Machine Learning · Statistics 2024-07-30 Wen-Liang Hwang

Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…

Machine Learning · Statistics 2020-10-15 James Lucas , Mengye Ren , Irene Kameni , Toniann Pitassi , Richard Zemel

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…