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Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

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

We construct data dependent bounds on the risk in function learning problems. The bounds are based on the local norms of the Rademacher process indexed by the underlying function class and they do not require prior knowledge about the…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

Traditional statistical learning theory relies on the assumption that data are identically and independently distributed (i.i.d.). However, this assumption often does not hold in many real-life applications. In this survey, we explore…

Machine Learning · Computer Science 2024-04-09 Rui-Ray Zhang , Massih-Reza Amini

We investigate 1) the rate at which refined properties of the empirical risk---in particular, gradients---converge to their population counterparts in standard non-convex learning tasks, and 2) the consequences of this convergence for…

Machine Learning · Computer Science 2018-11-13 Dylan J. Foster , Ayush Sekhari , Karthik Sridharan

We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization…

Machine Learning · Computer Science 2020-10-06 Dylan J. Foster , Spencer Greenberg , Satyen Kale , Haipeng Luo , Mehryar Mohri , Karthik Sridharan

We present a series of new and more favorable margin-based learning guarantees that depend on the empirical margin loss of a predictor. We give two types of learning bounds, both distribution-dependent and valid for general families, in…

Machine Learning · Computer Science 2020-10-30 Corinna Cortes , Mehryar Mohri , Ananda Theertha Suresh

In this paper, we study data-dependent generalization error bounds exhibiting a mild dependency on the number of classes, making them suitable for multi-class learning with a large number of label classes. The bounds generally hold for…

Machine Learning · Computer Science 2018-01-01 Yunwen Lei , Urun Dogan , Ding-Xuan Zhou , Marius Kloft

We propose new bounds on the error of learning algorithms in terms of a data-dependent notion of complexity. The estimates we establish give optimal rates and are based on a local and empirical version of Rademacher averages, in the sense…

Statistics Theory · Mathematics 2007-06-13 Peter L. Bartlett , Olivier Bousquet , Shahar Mendelson

We develop a technique for deriving data-dependent error bounds for transductive learning algorithms based on transductive Rademacher complexity. Our technique is based on a novel general error bound for transduction in terms of…

Machine Learning · Computer Science 2014-01-16 Ran El-Yaniv , Dmitry Pechyony

We study the sample complexity of learning neural networks, by providing new bounds on their Rademacher complexity assuming norm constraints on the parameter matrix of each layer. Compared to previous work, these complexity bounds have…

Machine Learning · Computer Science 2019-11-19 Noah Golowich , Alexander Rakhlin , Ohad Shamir

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

Machine Learning · Statistics 2025-02-11 Benjamin Dupuis , Paul Viallard , George Deligiannidis , Umut Simsekli

We present a novel notion of complexity that interpolates between and generalizes some classic existing complexity notions in learning theory: for estimators like empirical risk minimization (ERM) with arbitrary bounded losses, it is upper…

Machine Learning · Computer Science 2017-10-24 Peter D. Grünwald , Nishant A. Mehta

While standard statistical inference techniques and machine learning generalization bounds assume that tests are run on data selected independently of the hypotheses, practical data analysis and machine learning are usually iterative and…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Lorenzo De Stefani , Eli Upfal

One of the main open problems in the theory of multi-category margin classification is the form of the optimal dependency of a guaranteed risk on the number C of categories, the sample size m and the margin parameter gamma. From a practical…

Statistics Theory · Mathematics 2018-12-04 Khadija Musayeva , Fabien Lauer , Yann Guermeur

Existing Rademacher complexity bounds for neural networks rely only on norm control of the weight matrices and depend exponentially on depth via a product of the matrix norms. Lower bounds show that this exponential dependence on depth is…

Machine Learning · Computer Science 2020-04-13 Colin Wei , Tengyu Ma

We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent…

Machine Learning · Statistics 2017-05-24 Daniel J. McDonald , Cosma Rohilla Shalizi

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

This paper formalizes a latent variable inference problem we call {\em supervised pattern discovery}, the goal of which is to find sets of observations that belong to a single ``pattern.'' We discuss two versions of the problem and prove…

Machine Learning · Statistics 2014-02-10 Jonathan H. Huggins , Cynthia Rudin

We provide a novel dimension-free uniform concentration bound for the empirical risk function of constrained logistic regression. Our bound yields a milder sufficient condition for a uniform law of large numbers than conditions derived by…

Statistics Theory · Mathematics 2024-10-15 Shogo Nakakita
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