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Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

We present here a PAC-Bayesian point of view on adaptive supervised classification. Using convex analysis, we show how to get local measures of the complexity of the classification model involving the relative entropy of posterior…

Statistics Theory · Mathematics 2007-06-13 Olivier Catoni

The sample complexity of estimating or maximising an unknown function in a reproducing kernel Hilbert space is known to be linked to both the effective dimension and the information gain associated with the kernel. While the information…

Machine Learning · Statistics 2026-01-16 Hamish Flynn

We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…

Machine Learning · Statistics 2023-01-02 Ron Amit , Baruch Epstein , Shay Moran , Ron Meir

We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of $f$-Divergences. The results are then applied to specific settings of interest and compared to other…

Information Theory · Computer Science 2022-05-19 Adrien Vandenbroucque , Amedeo Roberto Esposito , Michael Gastpar

We present a distributionally robust PAC-Bayesian framework for certifying the performance of learning-based finite-horizon controllers. While existing PAC-Bayes control literature typically assumes bounded losses and matching training and…

Machine Learning · Computer Science 2026-04-14 Domagoj Herceg , Duarte Antunes

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

We study PAC-Bayesian generalization bounds for Multilayer Perceptrons (MLPs) with the cross entropy loss. Above all, we introduce probabilistic explanations for MLPs in two aspects: (i) MLPs formulate a family of Gibbs distributions, and…

Machine Learning · Computer Science 2020-06-18 Xinjie Lan , Xin Guo , Kenneth E. Barner

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input…

Machine Learning · Statistics 2010-07-06 Jean-Yves Audibert , Olivier Catoni

Many practical machine learning tasks can be framed as Structured prediction problems, where several output variables are predicted and considered interdependent. Recent theoretical advances in structured prediction have focused on…

Machine Learning · Computer Science 2020-12-22 Théophile Cantelobre , Benjamin Guedj , María Pérez-Ortiz , John Shawe-Taylor

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

Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

We consider the problem of estimating the mean of a sequence of random elements $f(X_1, \theta)$ $, \ldots, $ $f(X_n, \theta)$ where $f$ is a fixed scalar function, $S=(X_1, \ldots, X_n)$ are independent random variables, and $\theta$ is a…

Machine Learning · Computer Science 2023-02-14 Kyoungseok Jang , Kwang-Sung Jun , Ilja Kuzborskij , Francesco Orabona

In this paper, we consider the problem of replicable realizable PAC learning. We construct a particularly hard learning problem and show a sample complexity lower bound with a close to $(\log|H|)^{3/2}$ dependence on the size of the…

Machine Learning · Computer Science 2026-02-24 Kasper Green Larsen , Markus Engelund Mathiasen , Chirag Pabbaraju , Clement Svendsen

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

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

Recent studies have empirically investigated different methods to train stochastic neural networks on a classification task by optimising a PAC-Bayesian bound via stochastic gradient descent. Most of these procedures need to replace the…

Machine Learning · Computer Science 2022-07-01 Eugenio Clerico , George Deligiannidis , Arnaud Doucet

We discuss necessary conditions for a PAC-Bayes bound to provide a meaningful generalisation guarantee. Our analysis reveals that the optimal generalisation guarantee depends solely on the distribution of the risk induced by the prior…

Machine Learning · Statistics 2025-03-12 Antoine Picard-Weibel , Eugenio Clerico , Roman Moscoviz , Benjamin Guedj

PAC-Bayes learning is an established framework to both assess the generalisation ability of learning algorithms, and design new learning algorithm by exploiting generalisation bounds as training objectives. Most of the exisiting bounds…

Machine Learning · Statistics 2023-05-31 Maxime Haddouche , Benjamin Guedj

We introduce a new framework for studying meta-learning methods using PAC-Bayesian theory. Its main advantage over previous work is that it allows for more flexibility in how the transfer of knowledge between tasks is realized. For previous…

Machine Learning · Computer Science 2024-05-30 Hossein Zakerinia , Amin Behjati , Christoph H. Lampert
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