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PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is…

Machine Learning · Statistics 2018-08-31 Omar Rivasplata , Emilio Parrado-Hernandez , John Shawe-Taylor , Shiliang Sun , Csaba Szepesvari

The Bayesian posterior minimizes the "inferential risk" which itself bounds the "predictive risk". This bound is tight when the likelihood and prior are well-specified. However since misspecification induces a gap, the Bayesian posterior…

Machine Learning · Computer Science 2022-05-24 Warren R. Morningstar , Alexander A. Alemi , Joshua V. Dillon

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…

Machine Learning · Statistics 2024-12-02 Naimeng Ye , Hongseok Namkoong

Probabilistic graphical models that encode an underlying Markov random field are fundamental building blocks of generative modeling to learn latent representations in modern multivariate data sets with complex dependency structures. Among…

Methodology · Statistics 2025-04-03 Yujie Chen , Anindya Bhadra , Antik Chakraborty

Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover, it requires the parameters to fit in the memory of a single processor; this is…

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

Statistics Theory · Mathematics 2022-07-08 Andreas Maurer

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 develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

Statistics Theory · Mathematics 2013-05-06 Victor Chernozhukov , Sokbae Lee , Adam M. Rosen

In this paper, we establish generalization bounds for transductive learning algorithms in the context of information theory and PAC-Bayes, covering both the random sampling and the random splitting setting. First, we show that the…

Machine Learning · Computer Science 2025-01-22 Huayi Tang , Yong Liu

Stochastic embedding transitions introduce a probabilistic mechanism for adjusting token representations dynamically during inference, mitigating the constraints imposed through static or deterministic embeddings. A transition framework was…

Computation and Language · Computer Science 2025-08-11 Stefan Whitaker , Colin Sisate , Marcel Windsor , Nikolai Fairweather , Tarquin Goldborough , Oskar Lindenfeld

Variational inequalities (VIs) encompass many fundamental problems in diverse areas ranging from engineering to economics and machine learning. However, their considerable expressivity comes at the cost of computational intractability. In…

Computer Science and Game Theory · Computer Science 2025-03-03 Brian Hu Zhang , Ioannis Anagnostides , Emanuel Tewolde , Ratip Emin Berker , Gabriele Farina , Vincent Conitzer , Tuomas Sandholm

Count data is prevalent in various fields like ecology, medical research, and genomics. In high-dimensional settings, where the number of features exceeds the sample size, feature selection becomes essential. While frequentist methods like…

Methodology · Statistics 2024-10-22 The Tien Mai

The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption ($p\gg n$ paradigm). A PAC-Bayesian strategy is investigated, delivering oracle inequalities in probability. The…

Methodology · Statistics 2018-05-22 Benjamin Guedj , Pierre Alquier

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly…

Probability · Mathematics 2015-10-30 Lucian Maticiuc , Aurel Răşcanu

PAC-Bayesian is an analysis framework where the training error can be expressed as the weighted average of the hypotheses in the posterior distribution whilst incorporating the prior knowledge. In addition to being a pure generalization…

Machine Learning · Computer Science 2022-02-07 Wei Huang , Chunrui Liu , Yilan Chen , Tianyu Liu , Richard Yi Da Xu

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…

Machine Learning · Statistics 2024-08-19 The Tien Mai

Since their inception, Variational Autoencoders (VAEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open. Using PAC-Bayesian theory, this work…

Machine Learning · Computer Science 2023-12-11 Sokhna Diarra Mbacke , Florence Clerc , Pascal Germain
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