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This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

Learning with Fredholm kernel has attracted increasing attention recently since it can effectively utilize the data information to improve the prediction performance. Despite rapid progress on theoretical and experimental evaluations, its…

Statistics Theory · Mathematics 2016-11-22 Yanfang Tao , Peipei Yuan , Biqin Song

In this paper, we introduce various covering number bounds for linear function classes, each subject to different constraints on input and matrix norms. These bounds are contingent on the rank of each class of matrices. We then apply these…

Machine Learning · Statistics 2024-10-16 Lan V. Truong

We consider the classical problem of learning rates for classes with finite VC dimension. It is well known that fast learning rates up to $O\left(\frac{d}{n}\right)$ are achievable by the empirical risk minimization algorithm (ERM) if low…

Machine Learning · Computer Science 2020-10-27 Olivier Bousquet , Nikita Zhivotovskiy

This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules. We emphasis on the poor performances of standard procedures in the case when…

Statistics Theory · Mathematics 2010-02-19 Robin Girard

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

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

A problem of bounding the generalization error of a classifier f in H, where H is a "base" class of functions (classifiers), is considered. This problem frequently occurs in computer learning, where efficient algorithms of combining simple…

Probability · Mathematics 2007-06-13 Vladimir Koltchinskii , Dmitry Panchenko , Fernando Lozano

Supervised deep learning involves the training of neural networks with a large number $N$ of parameters. For large enough $N$, in the so-called over-parametrized regime, one can essentially fit the training data points. Sparsity-based…

Disordered Systems and Neural Networks · Physics 2020-04-22 Mario Geiger , Arthur Jacot , Stefano Spigler , Franck Gabriel , Levent Sagun , Stéphane d'Ascoli , Giulio Biroli , Clément Hongler , Matthieu Wyart

To assess generalization, machine learning scientists typically either (i) bound the generalization gap and then (after training) plug in the empirical risk to obtain a bound on the true risk; or (ii) validate empirically on holdout data.…

Machine Learning · Computer Science 2021-11-09 Saurabh Garg , Sivaraman Balakrishnan , J. Zico Kolter , Zachary C. Lipton

Generalizing treatment effects from a randomized trial to a target population requires the assumption that potential outcome distributions are invariant across populations after conditioning on observed covariates. This assumption fails…

Methodology · Statistics 2026-04-16 Amir Asiaee , Samhita Pal , Cole Beck , Jared D. Huling

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Machine Learning · Computer Science 2021-10-25 Othmane Mounjid , Charles-Albert Lehalle

This research delves deeply into Meta Reinforcement Learning (Meta RL) through a exploration focusing on defining generalization limits and ensuring convergence. By employing a approach this article introduces an innovative theoretical…

Machine Learning · Computer Science 2024-05-24 Cangqing Wang , Mingxiu Sui , Dan Sun , Zecheng Zhang , Yan Zhou

Ensemble clustering has demonstrated great success in practice; however, its theoretical foundations remain underexplored. This paper examines the generalization performance of ensemble clustering, focusing on generalization error, excess…

Machine Learning · Computer Science 2025-06-04 Xu Zhang , Haoye Qiu , Weixuan Liang , Hui Liu , Junhui Hou , Yuheng Jia

In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…

Machine Learning · Computer Science 2019-06-04 Ziming Zhang , Wenju Xu , Alan Sullivan

One of the principal scientific challenges in deep learning is explaining generalization, i.e., why the particular way the community now trains networks to achieve small training error also leads to small error on held-out data from the…

We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily…

Machine Learning · Statistics 2012-06-08 Alekh Agarwal , John C. Duchi

Stochastic approximation (SA) is a classical approach for stochastic convex optimization. Previous studies have demonstrated that the convergence rate of SA can be improved by introducing either smoothness or strong convexity condition. In…

Machine Learning · Computer Science 2019-01-29 Lijun Zhang , Zhi-Hua Zhou

In this work, we upper bound the generalization error of batch learning algorithms trained on samples drawn from a mixing stochastic process (i.e., a dependent data source) both in expectation and with high probability. Unlike previous…

Machine Learning · Computer Science 2025-02-20 Sagnik Chatterjee , Manuj Mukherjee , Alhad Sethi
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