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Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a…

Machine Learning · Computer Science 2023-04-25 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

A major challenge in designing efficient statistical supervised learning algorithms is finding representations that perform well not only on available training samples but also on unseen data. While the study of representation learning has…

Machine Learning · Statistics 2024-02-06 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

This tutorial gives a concise overview of existing PAC-Bayesian theory focusing on three generalization bounds. The first is an Occam bound which handles rules with finite precision parameters and which states that generalization loss is…

Machine Learning · Computer Science 2013-07-09 David McAllester

We introduce a new framework for studying meta-learning methods using PAC-Bayesian theory. Its main advantage over previous work is that it allows for more flexibility in how the transfer of knowledge between tasks is realized. For previous…

Machine Learning · Computer Science 2024-05-30 Hossein Zakerinia , Amin Behjati , Christoph H. Lampert

We show that Entropy-SGD (Chaudhari et al., 2017), when viewed as a learning algorithm, optimizes a PAC-Bayes bound on the risk of a Gibbs (posterior) classifier, i.e., a randomized classifier obtained by a risk-sensitive perturbation of…

Machine Learning · Statistics 2019-04-23 Gintare Karolina Dziugaite , Daniel M. Roy

We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving the Cram\'er…

Machine Learning · Statistics 2024-10-31 Ioar Casado , Luis A. Ortega , Aritz Pérez , Andrés R. Masegosa

Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

Modern neural networks are highly overparameterized, with capacity to substantially overfit to training data. Nevertheless, these networks often generalize well in practice. It has also been observed that trained networks can often be…

Machine Learning · Statistics 2019-02-26 Wenda Zhou , Victor Veitch , Morgane Austern , Ryan P. Adams , Peter Orbanz

Many practical machine learning tasks can be framed as Structured prediction problems, where several output variables are predicted and considered interdependent. Recent theoretical advances in structured prediction have focused on…

Machine Learning · Computer Science 2020-12-22 Théophile Cantelobre , Benjamin Guedj , María Pérez-Ortiz , John Shawe-Taylor

Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty associated with unknown parameters, we take a Bayesian approach…

Machine Learning · Computer Science 2025-10-02 Xiaoshuang Wang , Yifan Lin , Enlu Zhou

In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…

Machine Learning · Statistics 2024-06-05 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Numerical Analysis · Mathematics 2013-05-01 Viet Ha Hoang , Christoph Schwab , Andrew M. Stuart

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

We make three related contributions motivated by the challenge of training stochastic neural networks, particularly in a PAC-Bayesian setting: (1) we show how averaging over an ensemble of stochastic neural networks enables a new class of…

Machine Learning · Computer Science 2021-12-16 Felix Biggs , Benjamin Guedj

Generalization bounds which assess the difference between the true risk and the empirical risk have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…

Machine Learning · Computer Science 2020-02-25 Yossi Adi , Yaniv Nemcovsky , Alex Schwing , Tamir Hazan

We study batch normalisation in the context of variational inference methods in Bayesian neural networks, such as mean-field or MC Dropout. We show that batch-normalisation does not affect the optimum of the evidence lower bound (ELBO).…

Machine Learning · Computer Science 2020-12-25 Jishnu Mukhoti , Puneet K. Dokania , Philip H. S. Torr , Yarin Gal

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

The core of generalization theory was developed for independent observations. Some PAC and PAC-Bayes bounds are available for data that exhibit a temporal dependence. However, there are constants in these bounds that depend on properties of…

Machine Learning · Statistics 2026-03-12 Vahe Karagulyan , Pierre Alquier

It is common practice to combine deep neural networks into ensembles. These deep ensembles can benefit from the cancellation of errors effect: Errors by ensemble members may average out, leading to better generalization performance than…

Machine Learning · Computer Science 2025-01-07 Nick Hauptvogel , Christian Igel
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