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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 an information-theoretic framework for bounding the number of labeled samples needed to train a classifier in a parametric Bayesian setting. We derive bounds on the average $L_p$ distance between the learned classifier and the…

Information Theory · Computer Science 2017-11-20 Matthew Nokleby , Ahmad Beirami , Robert Calderbank

One of the difficulties in calculating the capacity of certain Poisson channels is that H(lambda), the entropy of the Poisson distribution with mean lambda, is not available in a simple form. In this work we derive upper and lower bounds…

Information Theory · Computer Science 2010-04-20 Jose A. Adell , Alberto Lekuona , Yaming Yu

The inverse relation between mutual information (MI) and Bayesian error is sharpened by deriving finite sequences of upper and lower bounds on MI in terms of the minimum probability of error (MPE) and related Bayesian quantities. The well…

Information Theory · Computer Science 2014-09-24 Sudhakar Prasad

We study the generalisation properties of majority voting on finite ensembles of classifiers, proving margin-based generalisation bounds via the PAC-Bayes theory. These provide state-of-the-art guarantees on a number of classification…

Machine Learning · Computer Science 2022-10-21 Felix Biggs , Valentina Zantedeschi , Benjamin Guedj

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization…

Machine Learning · Statistics 2015-01-14 Pascal Germain , Amaury Habrard , Francois Laviolette , Emilie Morvant

Normalization layers are one of the key building blocks for deep neural networks. Several theoretical studies have shown that batch normalization improves the signal propagation, by avoiding the representations from becoming collinear…

Machine Learning · Computer Science 2023-10-04 Alexandru Meterez , Amir Joudaki , Francesco Orabona , Alexander Immer , Gunnar Rätsch , Hadi Daneshmand

We establish in-expectation and tail bounds on the generalization error of representation learning type algorithms. The bounds are in terms of the relative entropy between the distribution of the representations extracted from the training…

Machine Learning · Statistics 2025-03-21 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

The term ``sequential Monte Carlo methods'' or, equivalently, ``particle filters,'' refers to a general class of iterative algorithms that performs Monte Carlo approximations of a given sequence of distributions of interest (\pi_t). We…

Statistics Theory · Mathematics 2007-06-13 Nicolas Chopin

New upper and lower bounds for the error probability over an erasure channel are provided, making use of Wei's generalized weights, hierarchy and spectra. In many situations the upper and lower bounds coincide and this allows improvement of…

Information Theory · Computer Science 2014-07-18 Leandro Cruvinel Lemes , Marcelo Firer

Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…

Machine Learning · Computer Science 2013-07-02 Tor Lattimore , Marcus Hutter , Peter Sunehag

In this paper, we investigate the question: Given a small number of datapoints, for example N = 30, how tight can PAC-Bayes and test set bounds be made? For such small datasets, test set bounds adversely affect generalisation performance by…

Machine Learning · Statistics 2022-01-14 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt , Richard E. Turner

Neural Network based controllers hold enormous potential to learn complex, high-dimensional functions. However, they are prone to overfitting and unwarranted extrapolations. PAC Bayes is a generalized framework which is more resistant to…

Machine Learning · Statistics 2019-12-18 Sanjay Thakur , Herke Van Hoof , Gunshi Gupta , David Meger

Deep neural networks (DNNs) are vulnerable to adversarial attacks. It is found empirically that adversarially robust generalization is crucial in establishing defense algorithms against adversarial attacks. Therefore, it is interesting to…

Machine Learning · Computer Science 2023-10-31 Jiancong Xiao , Ruoyu Sun , Zhi- Quan Luo

We provide a rigorous analysis of training by variational inference (VI) of Bayesian neural networks in the two-layer and infinite-width case. We consider a regression problem with a regularized evidence lower bound (ELBO) which is…

Machine Learning · Statistics 2023-07-12 Arnaud Descours , Tom Huix , Arnaud Guillin , Manon Michel , Éric Moulines , Boris Nectoux

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

The marginal likelihood or evidence in Bayesian statistics contains an intrinsic penalty for larger model sizes and is a fundamental quantity in Bayesian model comparison. Over the past two decades, there has been steadily increasing…

Statistics Theory · Mathematics 2020-08-12 Anirban Bhattacharya , Debdeep Pati , Sean Plummer

We derive generalization and excess risk bounds for neural nets using a family of complexity measures based on a multilevel relative entropy. The bounds are obtained by introducing the notion of generated hierarchical coverings of neural…

Machine Learning · Computer Science 2019-06-27 Amir R. Asadi , Emmanuel Abbe

This paper presents novel generalization bounds for the multi-kernel learning problem. Motivated by applications in sensor networks and spatial-temporal models, we assume that the dataset is mixed where each sample is taken from a finite…

Machine Learning · Computer Science 2022-10-13 Lan V. Truong

We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of $f$-Divergences. The results are then applied to specific settings of interest and compared to other…

Information Theory · Computer Science 2022-05-19 Adrien Vandenbroucque , Amedeo Roberto Esposito , Michael Gastpar
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