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We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior…

Statistics Theory · Mathematics 2019-11-06 Wei Han , Yun Yang

Inductive Conformal Prediction (ICP) provides a practical and effective approach for equipping deep learning models with uncertainty estimates in the form of set-valued predictions which are guaranteed to contain the ground truth with high…

Machine Learning · Computer Science 2023-12-11 Apoorva Sharma , Sushant Veer , Asher Hancock , Heng Yang , Marco Pavone , Anirudha Majumdar

Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that…

Machine Learning · Statistics 2024-05-16 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Test-time adaptation (TTA) methods improve model performance under distribution shift but lack formal guarantees connecting shift magnitude to prediction reliability. We develop a PAC-Bayesian framework yielding generalization bounds…

Machine Learning · Computer Science 2026-05-22 Ahanaf Hasan Ariq

We focus on a specific class of shallow neural networks with a single hidden layer, namely those with $L_2$-normalised data and either a sigmoid-shaped Gaussian error function ("erf") activation or a Gaussian Error Linear Unit (GELU)…

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

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified…

Machine Learning · Statistics 2026-03-25 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

We discuss necessary conditions for a PAC-Bayes bound to provide a meaningful generalisation guarantee. Our analysis reveals that the optimal generalisation guarantee depends solely on the distribution of the risk induced by the prior…

Machine Learning · Statistics 2025-03-12 Antoine Picard-Weibel , Eugenio Clerico , Roman Moscoviz , Benjamin Guedj

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

We prove a new generalization bound that shows for any class of linear predictors in Gaussian space, the Rademacher complexity of the class and the training error under any continuous loss $\ell$ can control the test error under all Moreau…

Machine Learning · Statistics 2022-10-24 Lijia Zhou , Frederic Koehler , Pragya Sur , Danica J. Sutherland , Nathan Srebro

We derive generic information-theoretic and PAC-Bayesian generalization bounds involving an arbitrary convex comparator function, which measures the discrepancy between the training and population loss. The bounds hold under the assumption…

Machine Learning · Computer Science 2024-02-22 Fredrik Hellström , Benjamin Guedj

The Evidence Lower Bound (ELBO) is a quantity that plays a key role in variational inference. It can also be used as a criterion in model selection. However, though extremely popular in practice in the variational Bayes community, there has…

Statistics Theory · Mathematics 2019-04-09 Badr-Eddine Chérief-Abdellatif

Some of the tightest information-theoretic generalization bounds depend on the average information between the learned hypothesis and a single training example. However, these sample-wise bounds were derived only for expected generalization…

Machine Learning · Computer Science 2022-12-14 Hrayr Harutyunyan , Greg Ver Steeg , Aram Galstyan

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…

Machine Learning · Statistics 2023-03-30 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafael Wisniewski , Mihaly Petreczky

Deep Neural Networks can generalize despite being significantly overparametrized. Recent research has tried to examine this phenomenon from various view points and to provide bounds on the generalization error or measures predictive of the…

Machine Learning · Computer Science 2020-12-07 Parth Natekar , Manik Sharma

A standard approach in pattern classification is to estimate the distributions of the label classes, and then to apply the Bayes classifier to the estimates of the distributions in order to classify unlabeled examples. As one might expect,…

Machine Learning · Computer Science 2007-05-23 Nick Palmer , Paul W. Goldberg

One of the most studied problems in machine learning is finding reasonable constraints that guarantee the generalization of a learning algorithm. These constraints are usually expressed as some simplicity assumptions on the target. For…

Machine Learning · Computer Science 2020-01-03 Hassan Hafez-Kolahi , Shohreh Kasaei , Mahdiyeh Soleymani-Baghshah

We explore the family of methods "PAC-Bayes with Backprop" (PBB) to train probabilistic neural networks by minimizing PAC-Bayes bounds. We present two training objectives, one derived from a previously known PAC-Bayes bound, and a second…

Machine Learning · Computer Science 2019-10-07 Omar Rivasplata , Vikram M Tankasali , Csaba Szepesvari

Loss-based clustering methods, such as k-means and its variants, are standard tools for finding groups in data. However, the lack of quantification of uncertainty in the estimated clusters is a disadvantage. Model-based clustering based on…

Methodology · Statistics 2020-06-11 Tommaso Rigon , Amy H. Herring , David B. Dunson

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

Machine Learning · Statistics 2019-12-19 Matthew J. Holland

Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…

Information Theory · Computer Science 2025-06-02 Ananya Omanwar , Fady Alajaji , Tamás Linder