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Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

We develop generalization error bounds for stochastic gradient descent (SGD) with label noise in non-convex settings under uniform dissipativity and smoothness conditions. Under a suitable choice of semimetric, we establish a contraction in…

Machine Learning · Statistics 2023-11-02 Jung Eun Huh , Patrick Rebeschini

Algorithm-dependent generalization error bounds are central to statistical learning theory. A learning algorithm may use a large hypothesis space, but the limited number of iterations controls its model capacity and generalization error.…

Machine Learning · Computer Science 2017-07-20 Wenlong Mou , Liwei Wang , Xiyu Zhai , Kai Zheng

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…

Machine Learning · Computer Science 2020-06-15 Raef Bassily , Vitaly Feldman , Cristóbal Guzmán , Kunal Talwar

We establish generalization error bounds for stochastic gradient Langevin dynamics (SGLD) with constant learning rate under the assumptions of dissipativity and smoothness, a setting that has received increased attention in the…

Machine Learning · Statistics 2021-11-29 Tyler Farghly , Patrick Rebeschini

Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on…

Machine Learning · Statistics 2023-10-31 Lingjiong Zhu , Mert Gurbuzbalaban , Anant Raj , Umut Simsekli

Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this…

Machine Learning · Computer Science 2021-12-17 Bingzhe Wu , Zhicong Liang , Yatao Bian , ChaoChao Chen , Junzhou Huang , Yuan Yao

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Machine Learning · Computer Science 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

Machine Learning · Statistics 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

In this work, we improve upon the stepwise analysis of noisy iterative learning algorithms initiated by Pensia, Jog, and Loh (2018) and recently extended by Bu, Zou, and Veeravalli (2019). Our main contributions are significantly improved…

Machine Learning · Statistics 2020-01-28 Jeffrey Negrea , Mahdi Haghifam , Gintare Karolina Dziugaite , Ashish Khisti , Daniel M. Roy

There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an…

Machine Learning · Statistics 2019-05-10 Karim Abou-Moustafa , Csaba Szepesvari

We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our…

Machine Learning · Computer Science 2023-11-03 Futoshi Futami , Masahiro Fujisawa

Leveraging algorithmic stability to derive sharp generalization bounds is a classic and powerful approach in learning theory. Since Vapnik and Chervonenkis [1974] first formalized the idea for analyzing SVMs, it has been utilized to study…

Machine Learning · Computer Science 2021-01-26 Qinghua Liu , Zhou Lu

Machine learning models trained by different optimization algorithms under different data distributions can exhibit distinct generalization behaviors. In this paper, we analyze the generalization of models trained by noisy iterative…

Machine Learning · Statistics 2022-12-29 Hao Wang , Rui Gao , Flavio P. Calmon

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying
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