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Related papers: Cold Posteriors through PAC-Bayes

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Neural Network based controllers hold enormous potential to learn complex, high-dimensional functions. However, they are prone to overfitting and unwarranted extrapolations. PAC Bayes is a generalized framework which is more resistant to…

Machine Learning · Statistics 2019-12-18 Sanjay Thakur , Herke Van Hoof , Gunshi Gupta , David Meger

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

The inverse temperature parameter of the Potts model governs the strength of spatial cohesion and therefore has a major influence over the resulting model fit. A difficulty arises from the dependence of an intractable normalising constant…

Computation · Statistics 2018-08-20 Matthew T. Moores , Geoff K. Nicholls , Anthony N. Pettitt , Kerrie Mengersen

We study transformers' generalization behavior on boolean domains from the perspective of the Fourier spectra of their target functions. In contrast to prior work (Edelman et al., 2022; Trauger & Tosh, 2024), which derived generalization…

Machine Learning · Computer Science 2026-05-27 Paul Lintilhac , Sair Shaikh

Let $f(\theta, X_1),$ $ \dots,$ $ f(\theta, X_n)$ be a sequence of random elements, where $f$ is a fixed scalar function, $X_1, \dots, X_n$ are independent random variables (data), and $\theta$ is a random parameter distributed according to…

Machine Learning · Computer Science 2024-04-05 Ilja Kuzborskij , Kwang-Sung Jun , Yulian Wu , Kyoungseok Jang , Francesco Orabona

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace…

Statistics Theory · Mathematics 2023-05-17 Vladimir Spokoiny

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

Machine Learning · Statistics 2019-12-19 Matthew J. Holland

PAC-Bayesian set up involves a stochastic classifier characterized by a posterior distribution on a classifier set, offers a high probability bound on its averaged true risk and is robust to the training sample used. For a given posterior,…

Machine Learning · Computer Science 2019-12-17 Puja Sahu , Nandyala Hemachandra

A standard approach in pattern classification is to estimate the distributions of the label classes, and then to apply the Bayes classifier to the estimates of the distributions in order to classify unlabeled examples. As one might expect,…

Machine Learning · Computer Science 2007-05-23 Nick Palmer , Paul W. Goldberg

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

In this work, we propose a PAC-Bayes bound for the generalization risk of the Gibbs classifier in the multi-class classification framework. The novelty of our work is the critical use of the confusion matrix of a classifier as an error…

Machine Learning · Statistics 2013-10-23 Emilie Morvant , Sokol Koço , Liva Ralaivola

We present a unified framework for deriving PAC-Bayesian generalization bounds. Unlike most previous literature on this topic, our bounds are anytime-valid (i.e., time-uniform), meaning that they hold at all stopping times, not only for a…

Machine Learning · Statistics 2024-01-04 Ben Chugg , Hongjian Wang , Aaditya Ramdas

Uncertainty quantification is critical in safety-sensitive applications but is often omitted from off-the-shelf neural networks due to adverse effects on predictive performance. Retrofitting uncertainty estimates post-hoc typically requires…

Machine Learning · Computer Science 2025-06-03 Lennart Bramlage , Cristóbal Curio

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

Machine Learning · Statistics 2026-05-25 Shiyi Sun , Geoff K. Nicholls , Jeong Eun Lee

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

Transfer learning has received a lot of attention in the machine learning community over the last years, and several effective algorithms have been developed. However, relatively little is known about their theoretical properties,…

Machine Learning · Statistics 2014-05-13 Anastasia Pentina , Christoph H. Lampert

General Bayesian updating replaces the likelihood with a loss scaled by a learning rate, but posterior uncertainty can depend sharply on that scale. We propose a simple post-processing that aligns generalized posterior draws with their…

Methodology · Statistics 2025-12-12 Shu Tamano , Yui Tomo

The topics dicussed in this paper take their origin inthe estimation of the Gram matrix of a random vector from a sample made of n independent copies. They comprise the estimation of the covariance matrix and the study of least squares…

Statistics Theory · Mathematics 2016-03-17 Olivier Catoni

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