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We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate…

Machine Learning · Statistics 2019-11-25 Xiuyuan Lu , Benjamin Van Roy

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

This paper contains a recipe for deriving new PAC-Bayes generalisation bounds based on the $(f, \Gamma)$-divergence, and, in addition, presents PAC-Bayes generalisation bounds where we interpolate between a series of probability divergences…

Machine Learning · Statistics 2024-02-08 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

The information-theoretic framework of Russo and J. Zou (2016) and Xu and Raginsky (2017) provides bounds on the generalization error of a learning algorithm in terms of the mutual information between the algorithm's output and the training…

Machine Learning · Statistics 2020-10-26 Mahdi Haghifam , Jeffrey Negrea , Ashish Khisti , Daniel M. Roy , Gintare Karolina Dziugaite

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…

Optimization and Control · Mathematics 2022-10-14 Yibo Zeng , Henry Lam

Statistical physics is employed to evaluate the performance of error-correcting codes in the case of finite message length for an ensemble of Gallager's error correcting codes. We follow Gallager's approach of upper-bounding the average…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yoshiyuki Kabashima , Naoya Sazuka , Kazutaka Nakamura , David Saad

In this paper, we present the Bennett-type generalization bounds of the learning process for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional results. In particular, we…

Machine Learning · Statistics 2013-09-27 Chao Zhang

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

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

We present a framework to derive bounds on the test loss of randomized learning algorithms for the case of bounded loss functions. Drawing from Steinke & Zakynthinou (2020), this framework leads to bounds that depend on the conditional…

Machine Learning · Computer Science 2021-03-11 Fredrik Hellström , Giuseppe Durisi

Anytime approximation algorithms that compute the probabilities of queries over probabilistic databases can be of great use to statistical learning tasks. Those approaches have been based so far on either (i) sampling or (ii)…

Databases · Computer Science 2018-07-04 Maarten Van den Heuvel , Floris Geerts , Wolfgang Gatterbauer , Martin Theobald

Understanding the relationship between generalization and privacy remains a central challenge in modern machine learning theory, particularly for deep networks trained by variants of differentially private stochastic gradient descent…

Machine Learning · Computer Science 2026-05-27 Christoph H. Lampert , Hossein Zakerinia

Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…

Machine Learning · Computer Science 2020-05-27 Olivier Bousquet , Yegor Klochkov , Nikita Zhivotovskiy

Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…

Machine Learning · Computer Science 2019-06-25 Vitaly Feldman , Jan Vondrak

Control policies from imitation learning can often fail to generalize to novel environments due to imperfect demonstrations or the inability of imitation learning algorithms to accurately infer the expert's policies. In this paper, we…

Robotics · Computer Science 2020-12-04 Allen Z. Ren , Sushant Veer , Anirudha Majumdar

Traditional generalization results in statistical learning require a training data set made of independently drawn examples. Most of the recent efforts to relax this independence assumption have considered either purely temporal (mixing)…

Machine Learning · Statistics 2024-10-14 Baptiste Abélès , Eugenio Clerico , Gergely Neu

This paper studies the relationship between generalization and privacy preservation in iterative learning algorithms by two sequential steps. We first establish an alignment between generalization and privacy preservation for any learning…

Machine Learning · Computer Science 2020-08-10 Fengxiang He , Bohan Wang , Dacheng Tao

We present a new family of information-theoretic generalization bounds within the framework of conditional mutual information (CMI). Most of our results are established based on the leave-$m$-out (L$m$O) cross-validation error, with $m$…

Information Theory · Computer Science 2026-05-21 Yang Lu , Matthias Frey , Margreta Kuijper , Jingge Zhu
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