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Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…

Machine Learning · Computer Science 2025-05-09 Haiyun He , Ziv Goldfeld

We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted…

Machine Learning · Statistics 2014-02-11 Pierre Gaillard , Gilles Stoltz , Tim Van Erven

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…

Information Theory · Computer Science 2022-08-11 Dragana Bajovic

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

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

We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of…

Machine Learning · Statistics 2021-03-11 Sattar Vakili , Kia Khezeli , Victor Picheny

Machine learning algorithms operating on mobile networks can be characterized into three different categories. First is the classical situation in which the end-user devices send their data to a central server where this data is used to…

Machine Learning · Computer Science 2020-05-07 Semih Yagli , Alex Dytso , H. Vincent Poor

Selecting appropriate regularization coefficients is critical to performance with respect to regularized empirical risk minimization problems. Existing theoretical approaches attempt to determine the coefficients in order for regularized…

Machine Learning · Computer Science 2019-09-05 Akihiro Yabe , Takanori Maehara

Information-directed sampling (IDS) has revealed its potential as a data-efficient algorithm for reinforcement learning (RL). However, theoretical understanding of IDS for Markov Decision Processes (MDPs) is still limited. We develop novel…

Machine Learning · Computer Science 2022-11-28 Botao Hao , Tor Lattimore

We study expected generalization bounds for the Hierarchical Federated Learning (HFL) setup using Wasserstein distance. We introduce a generalized framework in which data is sampled hierarchically, and we model it with a multi-layered tree…

Machine Learning · Computer Science 2026-05-06 Dario Filatrella , Ragnar Thobaben , Mikael Skoglund

We study learning algorithms when there is a mismatch between the distributions of the training and test datasets of a learning algorithm. The effect of this mismatch on the generalization error and model misspecification are quantified.…

Information Theory · Computer Science 2022-08-11 Saeed Masiha , Amin Gohari , Mohammad Hossein Yassaee , Mohammad Reza Aref

To assess generalization, machine learning scientists typically either (i) bound the generalization gap and then (after training) plug in the empirical risk to obtain a bound on the true risk; or (ii) validate empirically on holdout data.…

Machine Learning · Computer Science 2021-11-09 Saurabh Garg , Sivaraman Balakrishnan , J. Zico Kolter , Zachary C. Lipton

This work invokes the notion of $f$-divergence to introduce a novel upper bound on the Bayes error rate of a general classification task. We show that the proposed bound can be computed by sampling from the output of a parameterized model.…

Machine Learning · Computer Science 2025-01-15 Mohammadreza Tavasoli Naeini , Ali Bereyhi , Morteza Noshad , Ben Liang , Alfred O. Hero

This dissertation studies a fundamental open challenge in deep learning theory: why do deep networks generalize well even while being overparameterized, unregularized and fitting the training data to zero error? In the first part of the…

Machine Learning · Computer Science 2021-10-19 Vaishnavh Nagarajan

Generalizing treatment effects from a randomized trial to a target population requires the assumption that potential outcome distributions are invariant across populations after conditioning on observed covariates. This assumption fails…

Methodology · Statistics 2026-04-16 Amir Asiaee , Samhita Pal , Cole Beck , Jared D. Huling

Often in the analysis of first-order methods, assuming the existence of a quadratic growth bound (a generalization of strong convexity) facilitates much stronger convergence analysis. Hence the analysis is done twice, once for the general…

Optimization and Control · Mathematics 2019-05-16 Benjamin Grimmer

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Machine Learning · Computer Science 2019-06-05 Armin Lederer , Jonas Umlauft , Sandra Hirche

In this work, we improve upon the stepwise analysis of noisy iterative learning algorithms initiated by Pensia, Jog, and Loh (2018) and recently extended by Bu, Zou, and Veeravalli (2019). Our main contributions are significantly improved…

Machine Learning · Statistics 2020-01-28 Jeffrey Negrea , Mahdi Haghifam , Gintare Karolina Dziugaite , Ashish Khisti , Daniel M. Roy