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We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad…

This tutorial gives a concise overview of existing PAC-Bayesian theory focusing on three generalization bounds. The first is an Occam bound which handles rules with finite precision parameters and which states that generalization loss is…

Machine Learning · Computer Science 2013-07-09 David McAllester

By leveraging experience from previous tasks, meta-learning algorithms can achieve effective fast adaptation ability when encountering new tasks. However it is unclear how the generalization property applies to new tasks. Probably…

Machine Learning · Computer Science 2021-02-09 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation…

Machine Learning · Computer Science 2019-04-23 Jiawei Zhang

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

Recently, there has been a significant focus on exploring the theoretical aspects of deep learning, especially regarding its performance in classification tasks. Bayesian deep learning has emerged as a unified probabilistic framework,…

Statistics Theory · Mathematics 2025-01-24 The Tien Mai

Meta learning automatically infers an inductive bias, that includes the hyperparameter of the base-learning algorithm, by observing data from a finite number of related tasks. This paper studies PAC-Bayes bounds on meta generalization gap.…

Machine Learning · Computer Science 2022-06-14 Arezou Rezazadeh

PAC-Bayes is a popular and efficient framework for obtaining generalization guarantees in situations involving uncountable hypothesis spaces. Unfortunately, in its classical formulation, it only provides guarantees on the expected risk of a…

Machine Learning · Computer Science 2025-10-30 Benjamin Leblanc , Pascal Germain

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions:…

Machine Learning · Computer Science 2021-10-20 Valentina Zantedeschi , Paul Viallard , Emilie Morvant , Rémi Emonet , Amaury Habrard , Pascal Germain , Benjamin Guedj

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on…

Machine Learning · Statistics 2021-12-16 Maxime Haddouche , Benjamin Guedj , Omar Rivasplata , John Shawe-Taylor

As is well known, both sampling from the posterior and computing the mean of the posterior in Gaussian process regression reduces to solving a large linear system of equations. We study the use of stochastic gradient descent for solving…

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

This paper presents an approach for learning vision-based planners that provably generalize to novel environments (i.e., environments unseen during training). We leverage the Probably Approximately Correct (PAC)-Bayes framework to obtain an…

Robotics · Computer Science 2020-11-11 Sushant Veer , Anirudha Majumdar

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

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