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Related papers: Cold Posteriors through PAC-Bayes

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In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

We introduce the $\widetilde{\rho}$-posterior, a modified version of the $\rho$-posterior, obtained by replacing the supremum over competitor parameters with a softmax aggregation. This modification allows a PAC-Bayesian analysis of the…

Machine Learning · Statistics 2026-03-27 EL Mahdi Khribch , Pierre Alquier

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Bayesian framework for making inferences about dynamical…

Statistics Theory · Mathematics 2022-01-17 Artur O. Lopes , Silvia R. C. Lopes , Paulo Varandas

We study the issue of PAC-Bayesian domain adaptation: We want to learn, from a source domain, a majority vote model dedicated to a target one. Our theoretical contribution brings a new perspective by deriving an upper-bound on the target…

Machine Learning · Statistics 2016-07-27 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

Aggregated predictors are obtained by making a set of basic predictors vote according to some weights, that is, to some probability distribution. Randomized predictors are obtained by sampling in a set of basic predictors, according to some…

Machine Learning · Statistics 2025-03-03 Pierre Alquier

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Machine Learning · Computer Science 2024-04-12 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafal Wisniewski , Mihaly Petreczky

An important yet underexplored question in the PAC-Bayes literature is how much tightness we lose by restricting the posterior family to factorized Gaussian distributions when optimizing a PAC-Bayes bound. We investigate this issue by…

Machine Learning · Statistics 2023-11-01 Szilvia Ujváry , Gergely Flamich , Vincent Fortuin , José Miguel Hernández Lobato

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

Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…

The paper gives a bound on the generalization error of the Gibbs algorithm, which recovers known data-independent bounds for the high temperature range and extends to the low-temperature range, where generalization depends critically on the…

Machine Learning · Computer Science 2025-04-07 Andreas Maurer

When training large models on limited data, avoiding overfitting is paramount. Common grid search or smarter search methods rely on expensive separate runs for each candidate hyperparameter, while carving out a validation set that reduces…

Machine Learning · Computer Science 2026-04-02 Ethan Harvey , Mikhail Petrov , Michael C. Hughes

PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is…

Machine Learning · Statistics 2018-08-31 Omar Rivasplata , Emilio Parrado-Hernandez , John Shawe-Taylor , Shiliang Sun , Csaba Szepesvari

We propose the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset. Whereas, these algorithms are optimized through the…

Machine Learning · Computer Science 2021-12-13 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

We provide two main contributions in PAC-Bayesian theory for domain adaptation where the objective is to learn, from a source distribution, a well-performing majority vote on a different, but related, target distribution. Firstly, we…

Machine Learning · Statistics 2019-11-19 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

Machine Learning · Computer Science 2020-10-23 Andres R. Masegosa

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier