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Current PAC-Bayes generalisation bounds are restricted to scalar metrics of performance, such as the loss or error rate. However, one ideally wants more information-rich certificates that control the entire distribution of possible…
We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…
While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of heavy-tailed losses remains largely uncharted and has attracted a growing interest…
In stochastic variational inference, the variational Bayes objective function is optimized using stochastic gradient approximation, where gradients computed on small random subsets of data are used to approximate the true gradient over the…
We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…
The partial monitoring (PM) framework provides a theoretical formulation of sequential learning problems with incomplete feedback. On each round, a learning agent plays an action while the environment simultaneously chooses an outcome. The…
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…
PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…
Explaining how overparametrized neural networks simultaneously achieve low risk and zero empirical risk on benchmark datasets is an open problem. PAC-Bayes bounds optimized using variational inference (VI) have been recently proposed as a…
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…
Bayesian deep learning plays an important role especially for its ability evaluating epistemic uncertainty (EU). Due to computational complexity issues, approximation methods such as variational inference (VI) have been used in practice to…
We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…
Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…
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…
We provide an exact non-asymptotic lower bound on the minimax expected excess risk (EER) in the agnostic probably-ap\-proximately-correct (PAC) machine learning classification model and identify minimax learning algorithms as certain…
Meta learning automatically infers an inductive bias, that includes the hyperparameter of the base-learning algorithm, by observing data from a finite number of related tasks. This paper studies PAC-Bayes bounds on meta generalization gap.…
We develop a principled approach to end-to-end learning in stochastic optimization. First, we show that the standard end-to-end learning algorithm admits a Bayesian interpretation and trains a posterior Bayes action map. Building on the…
Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…
In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…