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Deep learning is renowned for its theory-practice gap, whereby principled theory typically fails to provide much beneficial guidance for implementation in practice. This has been highlighted recently by the benign overfitting phenomenon:…

Machine Learning · Statistics 2023-11-14 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

This tutorial gives a concise overview of existing PAC-Bayesian theory focusing on three generalization bounds. The first is an Occam bound which handles rules with finite precision parameters and which states that generalization loss is…

Machine Learning · Computer Science 2013-07-09 David McAllester

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…

Machine Learning · Statistics 2023-09-19 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant

We present a unifying picture of PAC-Bayesian and mutual information-based upper bounds on the generalization error of randomized learning algorithms. As we show, Tong Zhang's information exponential inequality (IEI) gives a general recipe…

Machine Learning · Computer Science 2021-10-26 Pradeep Kr. Banerjee , Guido Montúfar

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a…

Machine Learning · Computer Science 2019-12-09 Vera Shalaeva , Alireza Fakhrizadeh Esfahani , Pascal Germain , Mihaly Petreczky

PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…

Machine Learning · Statistics 2024-08-19 The Tien Mai

Current PAC-Bayes generalisation bounds are restricted to scalar metrics of performance, such as the loss or error rate. However, one ideally wants more information-rich certificates that control the entire distribution of possible…

Machine Learning · Statistics 2024-12-10 Reuben Adams , John Shawe-Taylor , Benjamin Guedj

Modern machine learning usually involves predictors in the overparameterised setting (number of trained parameters greater than dataset size), and their training yields not only good performance on training data, but also good…

Machine Learning · Statistics 2025-02-12 Maxime Haddouche , Paul Viallard , Umut Simsekli , Benjamin Guedj

A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In…

Machine Learning · Computer Science 2012-09-03 Sumio Watanabe

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

It is common practice to combine deep neural networks into ensembles. These deep ensembles can benefit from the cancellation of errors effect: Errors by ensemble members may average out, leading to better generalization performance than…

Machine Learning · Computer Science 2025-01-07 Nick Hauptvogel , Christian Igel

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

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

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

Minimising upper bounds on the population risk or the generalisation gap has been widely used in structural risk minimisation (SRM) -- this is in particular at the core of PAC-Bayesian learning. Despite its successes and unfailing surge of…

Machine Learning · Statistics 2023-10-30 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

Nonparametric estimation using uniform-width binning is a standard approach for evaluating the calibration performance of machine learning models. However, existing theoretical analyses of the bias induced by binning are limited to binary…

Machine Learning · Computer Science 2025-07-14 Masahiro Fujisawa , Futoshi Futami

We develop a unified Data Processing Inequality PAC-Bayesian framework -- abbreviated DPI-PAC-Bayesian -- for deriving generalization error bounds in the supervised learning setting. By embedding the Data Processing Inequality (DPI) into…

Information Theory · Computer Science 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds…

Machine Learning · Statistics 2017-02-14 Pascal Germain , Francis Bach , Alexandre Lacoste , Simon Lacoste-Julien

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization…

Machine Learning · Computer Science 2019-04-22 Gintare Karolina Dziugaite , Daniel M. Roy