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We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

The predict-then-optimize paradigm bridges online learning and contextual optimization in dynamic environments. Previous works have investigated the sequential updating of predictors using feedback from downstream decisions to minimize…

Optimization and Control · Mathematics 2025-11-26 Zhuojun Xie , Adam Abdin , Yiping Fang

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

We present here a PAC-Bayesian point of view on adaptive supervised classification. Using convex analysis, we show how to get local measures of the complexity of the classification model involving the relative entropy of posterior…

Statistics Theory · Mathematics 2007-06-13 Olivier Catoni

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

PAC-Bayes has recently re-emerged as an effective theory with which one can derive principled learning algorithms with tight performance guarantees. However, applications of PAC-Bayes to bandit problems are relatively rare, which is a great…

Machine Learning · Computer Science 2023-09-26 Hamish Flynn , David Reeb , Melih Kandemir , Jan Peters

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

Transfer learning has received a lot of attention in the machine learning community over the last years, and several effective algorithms have been developed. However, relatively little is known about their theoretical properties,…

Machine Learning · Statistics 2014-05-13 Anastasia Pentina , Christoph H. Lampert

One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured…

Machine Learning · Computer Science 2024-05-22 Daniel Racz , Martin Gonzalez , Mihaly Petreczky , Andras Benczur , Balint Daroczy

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

Approximate learning machines have become popular in the era of small devices, including quantised, factorised, hashed, or otherwise compressed predictors, and the quest to explain and guarantee good generalisation abilities for such…

Machine Learning · Computer Science 2022-03-16 Andrew J. Turner , Ata Kabán

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 the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

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 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

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

Machine Learning · Statistics 2025-02-11 Benjamin Dupuis , Paul Viallard , George Deligiannidis , Umut Simsekli

The ability of overparameterized deep networks to generalize well has been linked to the fact that stochastic gradient descent (SGD) finds solutions that lie in flat, wide minima in the training loss -- minima where the output of the…

Machine Learning · Computer Science 2019-06-03 Vaishnavh Nagarajan , J. Zico Kolter

Recently, there has been remarkable progress in reinforcement learning (RL) with general function approximation. However, all these works only provide regret or sample complexity guarantees. It is still an open question if one can achieve…

Machine Learning · Computer Science 2023-05-16 Yue Wu , Jiafan He , Quanquan Gu

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
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