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We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by…

Machine Learning · Computer Science 2011-05-20 Yevgeny Seldin , François Laviolette , John Shawe-Taylor , Jan Peters , Peter Auer

One of the defining properties of deep learning is that models are chosen to have many more parameters than available training data. In light of this capacity for overfitting, it is remarkable that simple algorithms like SGD reliably return…

Machine Learning · Computer Science 2017-10-20 Gintare Karolina Dziugaite , Daniel M. Roy

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

We study the problem of crowdsourced PAC learning of threshold functions. This is a challenging problem and only recently have query-efficient algorithms been established under the assumption that a noticeable fraction of the workers are…

Machine Learning · Computer Science 2023-05-22 Shiwei Zeng , Jie Shen

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

The ultimate goal of a supervised learning algorithm is to produce models constructed on the training data that can generalize well to new examples. In classification, functional margin maximization -- correctly classifying as many training…

Machine Learning · Computer Science 2020-01-29 Nikolaos Nikolaou , Henry Reeve , Gavin Brown

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

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…

Machine Learning · Statistics 2019-06-10 Waldyn Martinez

We present a set of high-probability inequalities that control the concentration of weighted averages of multiple (possibly uncountably many) simultaneously evolving and interdependent martingales. Our results extend the PAC-Bayesian…

Machine Learning · Computer Science 2012-07-31 Yevgeny Seldin , François Laviolette , Nicolò Cesa-Bianchi , John Shawe-Taylor , Peter Auer

We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…

Probability · Mathematics 2015-06-05 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau

Lee (2009) is a common approach to bound the average causal effect in the presence of selection bias, assuming the treatment effect on selection has the same sign for all subjects. This paper generalizes Lee bounds to allow the sign of this…

Econometrics · Economics 2025-05-13 Vira Semenova

Maximum margin binary classification is one of the most fundamental algorithms in machine learning, yet the role of featurization maps and the high-dimensional asymptotics of the misclassification error for non-Gaussian features are still…

Statistics Theory · Mathematics 2023-10-03 Andrea Montanari , Feng Ruan , Basil Saeed , Youngtak Sohn

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

Abstract We present PAC-Bayesian bounds for the generalisation error of the K-nearest-neighbour classifier (K-NN). This is achieved by casting the K-NN classifier into a kernel space framework in the limit of vanishing kernel bandwidth. We…

Machine Learning · Computer Science 2021-09-29 Thore Graepel , Ralf Herbrich

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

Zero-shot learning in prompted vision-language models, the practice of crafting prompts to build classifiers without an explicit training process, has achieved impressive performance in many settings. This success presents a seemingly…

Machine Learning · Computer Science 2023-10-09 Victor Akinwande , Yiding Jiang , Dylan Sam , J. Zico Kolter

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

We present a new second-order oracle bound for the expected risk of a weighted majority vote. The bound is based on a novel parametric form of the Chebyshev- Cantelli inequality (a.k.a. one-sided Chebyshev's), which is amenable to efficient…

Machine Learning · Computer Science 2023-01-18 Yi-Shan Wu , Andrés R. Masegosa , Stephan S. Lorenzen , Christian Igel , Yevgeny Seldin

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…

Machine Learning · Statistics 2018-10-12 Matthew J. Holland