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We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

Generalization bounds for deep learning models are typically vacuous, not computable or restricted to specific model classes. In this paper, we tackle these issues by providing new disagreement-based certificates for the gap between the…

Machine Learning · Computer Science 2026-02-27 Mathieu Bazinet , Valentina Zantedeschi , Pascal Germain

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

The predominance of machine learning models in many spheres of human activity has led to a growing demand for their transparency. The transparency of models makes it possible to discern some factors, such as security or non-discrimination.…

Machine Learning · Computer Science 2026-01-16 Niffa Cheick Oumar Diaby , Thierry Duchesne , Mario Marchand

In this work, we propose a PAC-Bayes bound for the generalization risk of the Gibbs classifier in the multi-class classification framework. The novelty of our work is the critical use of the confusion matrix of a classifier as an error…

Machine Learning · Statistics 2013-10-23 Emilie Morvant , Sokol Koço , Liva Ralaivola

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

Information Bottlenecks (IBs) learn representations that generalize to unseen data by information compression. However, existing IBs are practically unable to guarantee generalization in real-world scenarios due to the vacuous…

Machine Learning · Computer Science 2023-05-01 Yilin Lyu , Xin Liu , Mingyang Song , Xinyue Wang , Yaxin Peng , Tieyong Zeng , Liping Jing

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

There is a fundamental limitation in the prediction performance that a machine learning model can achieve due to the inevitable uncertainty of the prediction target. In classification problems, this can be characterized by the Bayes error,…

Machine Learning · Computer Science 2023-03-14 Takashi Ishida , Ikko Yamane , Nontawat Charoenphakdee , Gang Niu , Masashi Sugiyama

We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…

Machine Learning · Statistics 2014-10-14 Shahar Mendelson

We derive upper bounds on the generalization error of a learning algorithm in terms of the mutual information between its input and output. The bounds provide an information-theoretic understanding of generalization in learning problems,…

Machine Learning · Computer Science 2017-11-07 Aolin Xu , Maxim Raginsky

By leveraging experience from previous tasks, meta-learning algorithms can achieve effective fast adaptation ability when encountering new tasks. However it is unclear how the generalization property applies to new tasks. Probably…

Machine Learning · Computer Science 2021-02-09 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

Various approaches have been developed to upper bound the generalization error of a supervised learning algorithm. However, existing bounds are often loose and even vacuous when evaluated in practice. As a result, they may fail to…

Information Theory · Computer Science 2022-10-19 Gholamali Aminian , Yuheng Bu , Laura Toni , Miguel R. D. Rodrigues , Gregory W. Wornell

Task-Oriented Source Coding (TOSC) has emerged as a paradigm for efficient visual data communication in machine-centric inference systems, where bitrate, latency, and task performance must be jointly optimized under resource constraints.…

Information Theory · Computer Science 2026-02-16 Andriy Enttsel , Vincent Corlay

We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

Information-theoretic Bayesian regret bounds of Russo and Van Roy capture the dependence of regret on prior uncertainty. However, this dependence is through entropy, which can become arbitrarily large as the number of actions increases. We…

Machine Learning · Statistics 2020-07-09 Shi Dong , Benjamin Van Roy
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