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We study the issue of PAC-Bayesian domain adaptation: We want to learn, from a source domain, a majority vote model dedicated to a target one. Our theoretical contribution brings a new perspective by deriving an upper-bound on the target…

Machine Learning · Statistics 2016-07-27 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

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

Multiclass neural networks are a common tool in modern unsupervised domain adaptation, yet an appropriate theoretical description for their non-uniform sample complexity is lacking in the adaptation literature. To fill this gap, we propose…

Machine Learning · Computer Science 2022-07-13 Anthony Sicilia , Katherine Atwell , Malihe Alikhani , Seong Jae Hwang

The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…

Statistics Theory · Mathematics 2022-09-27 Shashank Singh , Justin Khim

The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset. Whereas, these algorithms are optimized through the…

Machine Learning · Computer Science 2021-12-13 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

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

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

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

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…

Machine Learning · Computer Science 2024-08-08 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on…

Machine Learning · Statistics 2021-12-16 Maxime Haddouche , Benjamin Guedj , Omar Rivasplata , John Shawe-Taylor

PAC-Bayes is a useful framework for deriving generalization bounds which was introduced by McAllester ('98). This framework has the flexibility of deriving distribution- and algorithm-dependent bounds, which are often tighter than…

Machine Learning · Computer Science 2021-09-06 Roi Livni , Shay Moran

The aim of this paper is to generalize the PAC-Bayesian theorems proved by Catoni in the classification setting to more general problems of statistical inference. We show how to control the deviations of the risk of randomized estimators. A…

Machine Learning · Statistics 2009-01-09 Pierre Alquier

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Methodology · Statistics 2014-05-13 Guido Consonni , Laura Deldossi

Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

Generalization bounds which assess the difference between the true risk and the empirical risk, have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…

Machine Learning · Computer Science 2022-11-03 Itai Gat , Yossi Adi , Alexander Schwing , Tamir Hazan

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

We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…

Machine Learning · Computer Science 2022-02-24 Felix Biggs , Benjamin Guedj