Related papers: Information-Theoretic Bayes Risk Lower Bounds for …
In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…
Generalization error bounds from learning theory provide statistical guarantees on how well an algorithm will perform on previously unseen data. In this paper, we characterize the impacts of data non-IIDness due to censored feedback (a.k.a.…
Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand…
We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds…
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…
Contemporary theories model language processing as integrating both top-down expectations and bottom-up inputs. One major prediction of such models is that the quality of the bottom-up inputs modulates ease of processing -- noisy inputs…
The enormous size of modern deep neural networks makes it challenging to deploy those models in memory and communication limited scenarios. Thus, compressing a trained model without a significant loss in performance has become an…
Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…
Bayesian coresets speed up posterior inference in the large-scale data regime by approximating the full-data log-likelihood function with a surrogate log-likelihood based on a small, weighted subset of the data. But while Bayesian coresets…
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…
In many signal detection and classification problems, we have knowledge of the distribution under each hypothesis, but not the prior probabilities. This paper is aimed at providing theory to quantify the performance of detection via…
A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…
A crucial assumption underlying the most current theory of machine learning is that the training distribution is identical to the test distribution. However, this assumption may not hold in some real-world applications. In this paper, we…
We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…
We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…
This paper introduces a new member of the family of Variational Autoencoders (VAE) that constrains the rate of information transferred by the latent layer. The latent layer is interpreted as a communication channel, the information rate of…
Indiscriminate data poisoning attacks aim to decrease a model's test accuracy by injecting a small amount of corrupted training data. Despite significant interest, existing attacks remain relatively ineffective against modern machine…
Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garnering increasing interest in machine learning, e.g., as an…
We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…
We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…