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We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our…

Machine Learning · Computer Science 2023-11-03 Futoshi Futami , Masahiro Fujisawa

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…

Information Theory · Computer Science 2021-05-07 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

We study learning to learn for regression problems through the lens of hyperparameter tuning. We propose the Langevin Gradient Descent Algorithm (LGD), which approximates the mean of the posterior distribution defined by the loss function…

Machine Learning · Computer Science 2026-04-16 Saumya Goyal , Rohith Rongali , Ritabrata Ray , Barnabás Póczos

Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…

Optimization and Control · Mathematics 2022-10-14 Yibo Zeng , Henry Lam

In this paper, we use tools from rate-distortion theory to establish new upper bounds on the generalization error of statistical distributed learning algorithms. Specifically, there are $K$ clients whose individually chosen models are…

Machine Learning · Statistics 2022-11-23 Milad Sefidgaran , Romain Chor , Abdellatif Zaidi

In this work, we study the generalization capability of algorithms from an information-theoretic perspective. It has been shown that the expected generalization error of an algorithm is bounded from above by a function of the relative…

Information Theory · Computer Science 2021-10-27 Borja Rodríguez-Gálvez , Germán Bassi , Mikael Skoglund

Optimization and generalization are two essential aspects of statistical machine learning. In this paper, we propose a framework to connect optimization with generalization by analyzing the generalization error based on the optimization…

Machine Learning · Statistics 2022-10-13 Fusheng Liu , Haizhao Yang , Soufiane Hayou , Qianxiao Li

In this paper we investigate how gradient-based algorithms such as gradient descent, (multi-pass) stochastic gradient descent, its persistent variant, and the Langevin algorithm navigate non-convex loss-landscapes and which of them is able…

Disordered Systems and Neural Networks · Physics 2022-03-22 Francesca Mignacco , Pierfrancesco Urbani , Lenka Zdeborová

Since the celebrated works of Russo and Zou (2016,2019) and Xu and Raginsky (2017), it has been well known that the generalization error of supervised learning algorithms can be bounded in terms of the mutual information between their input…

Machine Learning · Statistics 2022-07-20 Gábor Lugosi , Gergely Neu

We develop generalization error bounds for stochastic gradient descent (SGD) with label noise in non-convex settings under uniform dissipativity and smoothness conditions. Under a suitable choice of semimetric, we establish a contraction in…

Machine Learning · Statistics 2023-11-02 Jung Eun Huh , Patrick Rebeschini

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

Machine Learning · Computer Science 2024-04-18 Gholamali Aminian , Saeed Masiha , Laura Toni , Miguel R. D. Rodrigues

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

Recently, information theoretic analysis has become a popular framework for understanding the generalization behavior of deep neural networks. It allows a direct analysis for stochastic gradient/Langevin descent (SGD/SGLD) learning…

Machine Learning · Statistics 2023-05-03 Yuxin Dong , Tieliang Gong , Hong Chen , Chen Li

We study the training and generalization of deep neural networks (DNNs) in the over-parameterized regime, where the network width (i.e., number of hidden nodes per layer) is much larger than the number of training data points. We show that,…

Machine Learning · Computer Science 2019-11-13 Yuan Cao , Quanquan Gu

Empirical studies show that gradient-based methods can learn deep neural networks (DNNs) with very good generalization performance in the over-parameterization regime, where DNNs can easily fit a random labeling of the training data. Very…

Machine Learning · Computer Science 2019-11-28 Yuan Cao , Quanquan Gu

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

In this paper, we derive upper bounds on generalization errors for deep neural networks with Markov datasets. These bounds are developed based on Koltchinskii and Panchenko's approach for bounding the generalization error of combined…

Machine Learning · Statistics 2022-10-13 Lan V. Truong

We study expected generalization bounds for the Hierarchical Federated Learning (HFL) setup using Wasserstein distance. We introduce a generalized framework in which data is sampled hierarchically, and we model it with a multi-layered tree…

Machine Learning · Computer Science 2026-05-06 Dario Filatrella , Ragnar Thobaben , Mikael Skoglund

Algorithmic stability is among the most potent techniques in generalization analysis. However, its derivation usually requires a stepsize $\eta_t = \mathcal{O}(1/t)$ under non-convex training regimes, where $t$ denotes iterations. This…

Machine Learning · Computer Science 2026-02-27 Wenquan Ma , Yang Sui , Jiaye Teng , Bohan Wang , Jing Xu , Jingqin Yang