Related papers: Tighter Expected Generalization Error Bounds via C…
Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…
There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja Arithmetic-Geometric…
We establish general upper bounds on the Kolmogorov distance between two probability distributions in terms of the distance between these distributions as measured with respect to the Wasserstein or smooth Wasserstein metrics. These bounds…
In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…
This work advances the theoretical understanding of quantum learning by establishing a new family of upper bounds on the expected generalization error of quantum learning algorithms, leveraging the framework introduced by Caro et al. (2024)…
The adapted Wasserstein distance controls the calibration errors of optimal values in various stochastic optimization problems, pricing and hedging problems, optimal stopping problems, etc. However, statistical aspects of the adapted…
We establish a margin based data dependent generalization error bound for a general family of deep neural networks in terms of the depth and width, as well as the Jacobian of the networks. Through introducing a new characterization of the…
We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…
Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…
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.…
Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…
Personalized recommender systems are playing an increasingly important role as more content and services become available and users struggle to identify what might interest them. Although matrix factorization and deep learning based methods…
Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…
This paper focuses on understanding how the generalization error scales with the amount of the training data for deep neural networks (DNNs). Existing techniques in statistical learning require computation of capacity measures, such as VC…
We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…
Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in large-scale and high-dimensional problems in machine…