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One of the most studied problems in machine learning is finding reasonable constraints that guarantee the generalization of a learning algorithm. These constraints are usually expressed as some simplicity assumptions on the target. For…

Machine Learning · Computer Science 2020-01-03 Hassan Hafez-Kolahi , Shohreh Kasaei , Mahdiyeh Soleymani-Baghshah

We derive information-theoretic lower bounds on the Bayes risk and generalization error of realizable machine learning models. In particular, we employ an analysis in which the rate-distortion function of the model parameters bounds the…

Machine Learning · Computer Science 2021-11-09 Matthew Nokleby , Ahmad Beirami

In this paper, the method of gaps, a technique for deriving closed-form expressions in terms of information measures for the generalization error of supervised machine learning algorithms is introduced. The method relies on the notion of…

Machine Learning · Computer Science 2026-01-01 Samir M. Perlaza , Xinying Zou

This paper is focused on dimension-free PAC-Bayesian bounds, under weak polynomial moment assumptions, allowing for heavy tailed sample distributions. It covers the estimation of the mean of a vector or a matrix, with applications to least…

Statistics Theory · Mathematics 2018-01-03 Olivier Catoni , Ilaria Giulini

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

Since their inception, Variational Autoencoders (VAEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open. Using PAC-Bayesian theory, this work…

Machine Learning · Computer Science 2023-12-11 Sokhna Diarra Mbacke , Florence Clerc , Pascal Germain

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

Despite recent advances in its theoretical understanding, there still remains a significant gap in the ability of existing PAC-Bayesian theories on meta-learning to explain performance improvements in the few-shot learning setting, where…

Machine Learning · Computer Science 2021-10-27 Nan Ding , Xi Chen , Tomer Levinboim , Sebastian Goodman , Radu Soricut

Linear Autoencoders (LAEs) have shown strong performance in state-of-the-art recommender systems. However, this success remains largely empirical, with limited theoretical understanding. In this paper, we investigate the generalizability --…

Machine Learning · Statistics 2025-12-16 Ruixin Guo , Ruoming Jin , Xinyu Li , Yang Zhou

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

We present new fast-rate PAC-Bayesian generalization bounds for multi-task and meta-learning in the unbalanced setting, i.e. when the tasks have training sets of different sizes, as is typically the case in real-world scenarios. Previously,…

Machine Learning · Computer Science 2025-10-28 Hossein Zakerinia , Christoph H. Lampert

The ability of overparameterized deep networks to generalize well has been linked to the fact that stochastic gradient descent (SGD) finds solutions that lie in flat, wide minima in the training loss -- minima where the output of the…

Machine Learning · Computer Science 2019-06-03 Vaishnavh Nagarajan , J. Zico Kolter

PAC-Bayes generalisation bounds are derived via change-of-measure inequalities that transfer concentration properties from a reference measure to all posterior measures. The specific choice of change of measure determines the assumptions…

Machine Learning · Statistics 2026-05-15 Antoine Picard-Weibel , Benjamin Guedj

We present deviation bounds for self-normalized averages and applications to estimation with a random number of observations. The results rely on a peeling argument in exponential martingale techniques that represents an alternative to the…

Statistics Theory · Mathematics 2016-11-17 Aurélien Garivier

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

Probability · Mathematics 2021-06-21 Ola Hössjer , Arvid Sjölander

One of the most criticized features of Bayesian statistics is the fact that credible intervals, especially when open likelihoods are involved, may strongly depend on the prior shape and range. Many analyses involving open likelihoods are…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-15 S. Gariazzo

In this paper, we consider a supervised learning setting where side knowledge is provided about the labels of unlabeled examples. The side knowledge has the effect of reducing the hypothesis space, leading to tighter generalization bounds,…

Machine Learning · Statistics 2014-10-08 Theja Tulabandhula , Cynthia Rudin

Information-theoretic generalization bounds analyze stochastic optimization by relating expected generalization error to the mutual information between learned parameters and training data. Virtual perturbation analyses of SGD add auxiliary…

Machine Learning · Computer Science 2026-05-04 Mohammad Partohaghighi