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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

Machine learning offers an exciting opportunity to improve the calibration of nearly all reconstructed objects in high-energy physics detectors. However, machine learning approaches often depend on the spectra of examples used during…

High Energy Physics - Phenomenology · Physics 2022-09-02 Rikab Gambhir , Benjamin Nachman , Jesse Thaler

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

Recently, there has been a significant focus on exploring the theoretical aspects of deep learning, especially regarding its performance in classification tasks. Bayesian deep learning has emerged as a unified probabilistic framework,…

Statistics Theory · Mathematics 2025-01-24 The Tien Mai

PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is…

Machine Learning · Statistics 2018-08-31 Omar Rivasplata , Emilio Parrado-Hernandez , John Shawe-Taylor , Shiliang Sun , Csaba Szepesvari

We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true…

Machine Learning · Computer Science 2020-02-18 Sangdon Park , Osbert Bastani , Nikolai Matni , Insup Lee

In robotics, optimizing controller parameters under safety constraints is an important challenge. Safe Bayesian optimization (BO) quantifies uncertainty in the objective and constraints to safely guide exploration in such settings.…

Machine Learning · Computer Science 2023-06-13 Jonas Rothfuss , Christopher Koenig , Alisa Rupenyan , Andreas Krause

This paper presents an approach for learning vision-based planners that provably generalize to novel environments (i.e., environments unseen during training). We leverage the Probably Approximately Correct (PAC)-Bayes framework to obtain an…

Robotics · Computer Science 2020-11-11 Sushant Veer , Anirudha Majumdar

When utilising PAC-Bayes theory for risk certification, it is usually necessary to estimate and bound the Gibbs risk of the PAC-Bayes posterior. Many works in the literature employ a method for this which requires a large number of passes…

Machine Learning · Computer Science 2022-10-21 Felix Biggs

Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

Machine Learning · Computer Science 2020-05-12 Daniele Silvestro , Tobias Andermann

Deep neural networks (DNNs) have emerged as a powerful methodology with significant practical successes in fields such as computer vision and natural language processing. Recent works have demonstrated that sparsely connected DNNs with…

Statistics Theory · Mathematics 2025-05-08 The Tien Mai

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

Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by…

Machine Learning · Computer Science 2023-04-17 Louis Fortier-Dubois , Gaël Letarte , Benjamin Leblanc , François Laviolette , Pascal Germain

Sparse modeling for signal processing and machine learning has been at the focus of scientific research for over two decades. Among others, supervised sparsity-aware learning comprises two major paths paved by: a) discriminative methods and…

Machine Learning · Statistics 2022-11-23 Lei Cheng , Feng Yin , Sergios Theodoridis , Sotirios Chatzis , Tsung-Hui Chang

Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing…

Machine Learning · Computer Science 2015-05-20 Jonathan H. Huggins , Joshua B. Tenenbaum

As we move away from the data, the predictive uncertainty should increase, since a great variety of explanations are consistent with the little available information. We introduce Distance-Aware Prior (DAP) calibration, a method to correct…

Machine Learning · Statistics 2022-07-19 Gianluca Detommaso , Alberto Gasparin , Andrew Wilson , Cedric Archambeau

Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns…

Machine Learning · Statistics 2021-06-21 Jonas Rothfuss , Vincent Fortuin , Martin Josifoski , Andreas Krause

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

PAC-Bayesian bounds are known to be tight and informative when studying the generalization ability of randomized classifiers. However, they require a loose and costly derandomization step when applied to some families of deterministic…

Machine Learning · Statistics 2023-09-19 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant