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We introduce an alternative closed form lower bound on the Gaussian process ($\mathcal{GP}$) likelihood based on the R\'enyi $\alpha$-divergence. This new lower bound can be viewed as a convex combination of the Nystr\"om approximation and…

Machine Learning · Statistics 2023-07-04 Xubo Yue , Raed Kontar

In this paper, a mathematical theory of learning is proposed that has many parallels with information theory. We consider Vapnik's General Setting of Learning in which the learning process is defined to be the act of selecting a hypothesis…

Machine Learning · Computer Science 2014-05-08 Ibrahim Alabdulmohsin

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

We propose a new information-theoretic bound on generalization error based on a combination of the error decomposition technique of Bu et al. and the conditional mutual information (CMI) construction of Steinke and Zakynthinou. In a…

Information Theory · Computer Science 2021-01-01 Ruida Zhou , Chao Tian , Tie Liu

While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…

Machine Learning · Computer Science 2025-05-27 Futoshi Futami , Masahiro Fujisawa

PAC-Bayes learning is an established framework to both assess the generalisation ability of learning algorithms, and design new learning algorithm by exploiting generalisation bounds as training objectives. Most of the exisiting bounds…

Machine Learning · Statistics 2023-05-31 Maxime Haddouche , Benjamin Guedj

In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the $\mathcal{L}_p$ norms of the prediction errors that are valid for any…

Machine Learning · Computer Science 2021-06-07 Song Fang , Quanyan Zhu

In this paper, we derive upper bounds on generalization errors for deep neural networks with Markov datasets. These bounds are developed based on Koltchinskii and Panchenko's approach for bounding the generalization error of combined…

Machine Learning · Statistics 2022-10-13 Lan V. Truong

Deep Probabilistic Programming (DPP) allows powerful models based on recursive computation to be learned using efficient deep-learning optimization techniques. Additionally, DPP offers a unified perspective, where inference and learning…

Machine Learning · Computer Science 2022-03-31 Jonathan Warrell , Mark Gerstein

Information-theoretic generalization bounds analyze stochastic optimization by relating expected generalization error to the mutual information between learned parameters and training data. Virtual perturbation analyses of SGD add auxiliary…

Machine Learning · Computer Science 2026-05-04 Mohammad Partohaghighi

Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…

Machine Learning · Statistics 2026-01-14 Xinping Yi , Gaojie Jin , Xiaowei Huang , Shi Jin

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

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

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

In this paper, we explore bounds on the expected risk when using deep neural networks for supervised classification from an information theoretic perspective. Firstly, we introduce model risk and fitting error, which are derived from…

Machine Learning · Computer Science 2024-10-08 Binchuan Qi

Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…

Machine Learning · Computer Science 2022-01-19 Ekkehard Schnoor , Arash Behboodi , Holger Rauhut

Previous research on PAC-Bayes learning theory has focused extensively on establishing tight upper bounds for test errors. A recently proposed training procedure called PAC-Bayes training, updates the model toward minimizing these bounds.…

Machine Learning · Statistics 2024-10-22 Xitong Zhang , Avrajit Ghosh , Guangliang Liu , Rongrong Wang

Minimising upper bounds on the population risk or the generalisation gap has been widely used in structural risk minimisation (SRM) -- this is in particular at the core of PAC-Bayesian learning. Despite its successes and unfailing surge of…

Machine Learning · Statistics 2023-10-30 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

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

One fundamental goal in any learning algorithm is to mitigate its risk for overfitting. Mathematically, this requires that the learning algorithm enjoys a small generalization risk, which is defined either in expectation or in probability.…

Machine Learning · Computer Science 2016-10-04 Ibrahim Alabdulmohsin
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