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We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many…

Information Theory · Computer Science 2014-04-30 Cem Aksoylar , Venkatesh Saligrama

We study the problem of online learning in contextual bandit problems where the loss function is assumed to belong to a known parametric function class. We propose a new analytic framework for this setting that bridges the Bayesian theory…

Machine Learning · Computer Science 2024-06-28 Gergely Neu , Matteo Papini , Ludovic Schwartz

We consider the generalization ability of algorithms for learning to rank at a query level, a problem also called subset ranking. Existing generalization error bounds necessarily degrade as the size of the document list associated with a…

Machine Learning · Computer Science 2016-08-24 Ambuj Tewari , Sougata Chaudhuri

This paper aims at analyzing the regularization effect that data augmentation induces on supervised regression methods in the proportional regime, where the number of covariates grows proportionally to the number of samples. We provide a…

Machine Learning · Statistics 2026-05-12 Lucas Morisset , Alain Durmus , Adrien Hardy

Generalization under distribution shift remains a core challenge in modern machine learning, yet existing learning bound theory is limited to narrow, idealized settings and is non-estimable from samples. In this paper, we bridge the gap…

Machine Learning · Statistics 2025-08-25 Hongbo Chen , Li Charlie Xia

The aim of this work is to provide bounds connecting two probability measures of the same event using R\'enyi $\alpha$-Divergences and Sibson's $\alpha$-Mutual Information, a generalization of respectively the Kullback-Leibler Divergence…

Information Theory · Computer Science 2020-01-20 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

This paper focuses on understanding how the generalization error scales with the amount of the training data for deep neural networks (DNNs). Existing techniques in statistical learning require computation of capacity measures, such as VC…

Machine Learning · Computer Science 2021-05-06 Devansh Bisla , Apoorva Nandini Saridena , Anna Choromanska

We present new excess risk bounds for general unbounded loss functions including log loss and squared loss, where the distribution of the losses may be heavy-tailed. The bounds hold for general estimators, but they are optimized when…

Machine Learning · Computer Science 2019-11-06 Peter D. Grünwald , Nishant A. Mehta

We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…

Information Theory · Computer Science 2016-07-05 Aolin Xu , Maxim Raginsky

One of the biggest issues in deep learning theory is the generalization ability of networks with huge model size. The classical learning theory suggests that overparameterized models cause overfitting. However, practically used large deep…

Machine Learning · Computer Science 2020-06-23 Taiji Suzuki , Hiroshi Abe , Tomoaki Nishimura

Diffusion probabilistic models have become a cornerstone of modern generative AI, yet the mechanisms underlying their generalization remain poorly understood. In fact, if these models were perfectly minimizing their training loss, they…

Machine Learning · Computer Science 2025-09-03 Alessandro Favero , Antonio Sclocchi , Matthieu Wyart

A problem of bounding the generalization error of a classifier f in H, where H is a "base" class of functions (classifiers), is considered. This problem frequently occurs in computer learning, where efficient algorithms of combining simple…

Probability · Mathematics 2007-06-13 Vladimir Koltchinskii , Dmitry Panchenko , Fernando Lozano

In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Trung Vu , Raviv Raich

We adopt an information-theoretic framework to analyze the generalization behavior of the class of iterative, noisy learning algorithms. This class is particularly suitable for study under information-theoretic metrics as the algorithms are…

Machine Learning · Computer Science 2023-07-20 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

Two main concepts studied in machine learning theory are generalization gap (difference between train and test error) and excess risk (difference between test error and the minimum possible error). While information-theoretic tools have…

Machine Learning · Computer Science 2023-03-01 Hassan Hafez-Kolahi , Behrad Moniri , Shohreh Kasaei

Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…

Applications · Statistics 2017-04-04 Emiliano Diaz

This paper presents a novel information-theoretic perspective on generalization in machine learning by framing the learning problem within the context of lossy compression and applying finite blocklength analysis. In our approach, the…

Machine Learning · Computer Science 2026-02-05 Kosuke Sugiyama , Masato Uchida

Triplet learning, i.e. learning from triplet data, has attracted much attention in computer vision tasks with an extremely large number of categories, e.g., face recognition and person re-identification. Albeit with rapid progress in…

Machine Learning · Statistics 2023-02-21 Jun Chen , Hong Chen , Xue Jiang , Bin Gu , Weifu Li , Tieliang Gong , Feng Zheng
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