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In parametric Bayesian learning, a prior is assumed on the parameter $W$ which determines the distribution of samples. In this setting, Minimum Excess Risk (MER) is defined as the difference between the minimum expected loss achievable when…

Machine Learning · Computer Science 2021-07-20 Hassan Hafez-Kolahi , Behrad Moniri , Shohreh Kasaei , Mahdieh Soleymani Baghshah

We present an information-theoretic framework for bounding the number of labeled samples needed to train a classifier in a parametric Bayesian setting. We derive bounds on the average $L_p$ distance between the learned classifier and the…

Information Theory · Computer Science 2017-11-20 Matthew Nokleby , Ahmad Beirami , Robert Calderbank

We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…

Information Theory · Computer Science 2016-07-05 Aolin Xu , Maxim Raginsky

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

In some rate-distortion-type problems, the required fidelity of information is affected by past actions. As a result, the distortion function depends not only on the instantaneous distortion between a source symbol and its representation…

Information Theory · Computer Science 2026-01-30 Hamidreza Abin , Amin Gohari , Andrew W. Eckford

In this article we use rate-distortion theory, a branch of information theory devoted to the problem of lossy compression, to shed light on an important problem in latent variable modeling of data: is there room to improve the model? One…

Machine Learning · Computer Science 2019-04-17 Luis A. Lastras

Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…

Machine Learning · Statistics 2020-10-15 James Lucas , Mengye Ren , Irene Kameni , Toniann Pitassi , Richard Zemel

Throughout the cognitive-science literature, there is widespread agreement that decision-making agents operating in the real world do so under limited information-processing capabilities and without access to unbounded cognitive or…

Machine Learning · Computer Science 2022-11-01 Dilip Arumugam , Mark K. Ho , Noah D. Goodman , Benjamin Van Roy

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and…

Information Theory · Computer Science 2023-03-27 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

Deep learning is renowned for its theory-practice gap, whereby principled theory typically fails to provide much beneficial guidance for implementation in practice. This has been highlighted recently by the benign overfitting phenomenon:…

Machine Learning · Statistics 2023-11-14 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

Understanding generalization in modern machine learning settings has been one of the major challenges in statistical learning theory. In this context, recent years have witnessed the development of various generalization bounds suggesting…

Machine Learning · Statistics 2022-07-01 Milad Sefidgaran , Amin Gohari , Gaël Richard , Umut Şimşekli

We present a unifying picture of PAC-Bayesian and mutual information-based upper bounds on the generalization error of randomized learning algorithms. As we show, Tong Zhang's information exponential inequality (IEI) gives a general recipe…

Machine Learning · Computer Science 2021-10-26 Pradeep Kr. Banerjee , Guido Montúfar

Meta-learning automatically infers an inductive bias by observing data from a number of related tasks. The inductive bias is encoded by hyperparameters that determine aspects of the model class or training algorithm, such as initialization…

Machine Learning · Computer Science 2020-11-10 Sharu Theresa Jose , Osvaldo Simeone , Giuseppe Durisi

In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…

Machine Learning · Computer Science 2025-01-28 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

In this paper, we establish generalization bounds for transductive learning algorithms in the context of information theory and PAC-Bayes, covering both the random sampling and the random splitting setting. First, we show that the…

Machine Learning · Computer Science 2025-01-22 Huayi Tang , Yong Liu

Machine unlearning refers to mechanisms that can remove the influence of a subset of training data upon request from a trained model without incurring the cost of re-training from scratch. This paper develops a unified PAC-Bayesian…

Machine Learning · Computer Science 2021-06-02 Sharu Theresa Jose , Osvaldo Simeone
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