Related papers: PAC-Bayesian Learning of Optimization Algorithms
We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds…
We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving the Cram\'er…
We explore in some detail the notion of algorithmic stability as a viable framework for analyzing the generalization error of learning algorithms. We introduce the new notion of training stability of a learning algorithm and show that, in a…
When I first encountered PAC-Bayesian concentration inequalities they seemed to me to be rather disconnected from good old-fashioned results like Hoeffding's and Bernstein's inequalities. But, at least for one flavour of the PAC-Bayesian…
This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability…
When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…
Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned from independently and identically distributed (IID) data, and it is particularly so for margin classifiers: there have been recent contributions…
As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…
Learning curves are a fundamental primitive in supervised learning, describing how an algorithm's performance improves with more data and providing a quantitative measure of its generalization ability. Formally, a learning curve plots the…
We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…
We introduce a machine-learning framework to warm-start fixed-point optimization algorithms. Our architecture consists of a neural network mapping problem parameters to warm starts, followed by a predefined number of fixed-point iterations.…
In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a…
In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…
Recent research in robust optimization has shown an overfitting-like phenomenon in which models trained against adversarial attacks exhibit higher robustness on the training set compared to the test set. Although previous work provided…
When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as…
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…
We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…
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…
In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…
Deep nets generalize well despite having more parameters than the number of training samples. Recent works try to give an explanation using PAC-Bayes and Margin-based analyses, but do not as yet result in sample complexity bounds better…