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Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

We provide an information-theoretic framework for studying the generalization properties of machine learning algorithms. Our framework ties together existing approaches, including uniform convergence bounds and recent methods for adaptive…

Machine Learning · Computer Science 2020-06-22 Thomas Steinke , Lydia Zakynthinou

Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…

Information Theory · Computer Science 2025-06-02 Ananya Omanwar , Fady Alajaji , Tamás Linder

We give a novel, unified derivation of conditional PAC-Bayesian and mutual information (MI) generalization bounds. We derive conditional MI bounds as an instance, with special choice of prior, of conditional MAC-Bayesian (Mean Approximately…

Machine Learning · Computer Science 2021-06-18 Peter Grünwald , Thomas Steinke , Lydia Zakynthinou

In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can…

Machine Learning · Computer Science 2016-10-19 Ilja Kuzborskij , Francesco Orabona

We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate…

Machine Learning · Statistics 2019-11-25 Xiuyuan Lu , Benjamin Van Roy

Understanding generalization in modern machine learning settings has been one of the major challenges in statistical learning theory. In this context, recent years have witnessed the development of various generalization bounds suggesting…

Machine Learning · Statistics 2022-07-01 Milad Sefidgaran , Amin Gohari , Gaël Richard , Umut Şimşekli

Recently, information theoretic analysis has become a popular framework for understanding the generalization behavior of deep neural networks. It allows a direct analysis for stochastic gradient/Langevin descent (SGD/SGLD) learning…

Machine Learning · Statistics 2023-05-03 Yuxin Dong , Tieliang Gong , Hong Chen , Chen Li

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

Generalization error bounds are essential for comprehending how well machine learning models work. In this work, we suggest a novel method, i.e., the Auxiliary Distribution Method, that leads to new upper bounds on expected generalization…

Machine Learning · Computer Science 2024-04-18 Gholamali Aminian , Saeed Masiha , Laura Toni , Miguel R. D. Rodrigues

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

Bounding the generalization error of learning algorithms has a long history, which yet falls short in explaining various generalization successes including those of deep learning. Two important difficulties are (i) exploiting the…

Machine Learning · Computer Science 2019-07-02 Amir R. Asadi , Emmanuel Abbe , Sergio Verdú

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Machine Learning · Computer Science 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

We study which machine learning algorithms have tight generalization bounds. First, we present conditions that preclude the existence of tight generalization bounds. Specifically, we show that algorithms that have certain inductive biases…

Machine Learning · Computer Science 2024-10-04 Michael Gastpar , Ido Nachum , Jonathan Shafer , Thomas Weinberger

Statistical learning theory has largely focused on learning and generalization given independent and identically distributed (i.i.d.) samples. Motivated by applications involving time-series data, there has been a growing literature on…

Machine Learning · Computer Science 2019-06-24 Yuval Dagan , Constantinos Daskalakis , Nishanth Dikkala , Siddhartha Jayanti

Each year, deep learning demonstrates new and improved empirical results with deeper and wider neural networks. Meanwhile, with existing theoretical frameworks, it is difficult to analyze networks deeper than two layers without resorting to…

Machine Learning · Computer Science 2023-03-28 Hong Jun Jeon , Yifan Zhu , Benjamin Van Roy

Multiview learning has drawn widespread attention for its efficacy in leveraging cross-view consensus and complementarity information to achieve a comprehensive representation of data. While multi-view learning has undergone vigorous…

Machine Learning · Statistics 2025-01-29 Wen Wen , Tieliang Gong , Yuxin Dong , Shujian Yu , Weizhan Zhang

We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds…

Machine Learning · Computer Science 2023-07-13 Francesco Camilli , Daria Tieplova , Jean Barbier

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…

Machine Learning · Statistics 2022-03-29 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

Overfitting data is a well-known phenomenon related with the generation of a model that mimics too closely (or exactly) a particular instance of data, and may therefore fail to predict future observations reliably. In practice, this…

Machine Learning · Statistics 2023-04-14 Matias Vera , Leonardo Rey Vega , Pablo Piantanida