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In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…

Machine Learning · Statistics 2024-06-05 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…

Machine Learning · Computer Science 2019-03-07 Stephan Sloth Lorenzen , Christian Igel , Yevgeny Seldin

Meta-Learning aims to speed up the learning process on new tasks by acquiring useful inductive biases from datasets of related learning tasks. While, in practice, the number of related tasks available is often small, most of the existing…

Machine Learning · Statistics 2023-12-27 Jonas Rothfuss , Martin Josifoski , Vincent Fortuin , Andreas Krause

Inductive Conformal Prediction (ICP) provides a practical and effective approach for equipping deep learning models with uncertainty estimates in the form of set-valued predictions which are guaranteed to contain the ground truth with high…

Machine Learning · Computer Science 2023-12-11 Apoorva Sharma , Sushant Veer , Asher Hancock , Heng Yang , Marco Pavone , Anirudha Majumdar

We present a unifying picture of PAC-Bayesian and mutual information-based upper bounds on the generalization error of randomized learning algorithms. As we show, Tong Zhang's information exponential inequality (IEI) gives a general recipe…

Machine Learning · Computer Science 2021-10-26 Pradeep Kr. Banerjee , Guido Montúfar

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a…

Machine Learning · Computer Science 2023-04-25 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned from independently and identically distributed (IID) data, and it is particularly so for margin classifiers: there have been recent contributions…

Machine Learning · Computer Science 2010-06-09 Liva Ralaivola , Marie Szafranski , Guillaume Stempfel

In this work, we propose a PAC-Bayes bound for the generalization risk of the Gibbs classifier in the multi-class classification framework. The novelty of our work is the critical use of the confusion matrix of a classifier as an error…

Machine Learning · Statistics 2013-10-23 Emilie Morvant , Sokol Koço , Liva Ralaivola

We develop a unified Data Processing Inequality PAC-Bayesian framework -- abbreviated DPI-PAC-Bayesian -- for deriving generalization error bounds in the supervised learning setting. By embedding the Data Processing Inequality (DPI) into…

Information Theory · Computer Science 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

Symmetries are known to improve the empirical performance of machine learning models, yet theoretical guarantees explaining these gains remain limited. Prior work has focused mainly on compact group symmetries and often assumes that the…

Machine Learning · Computer Science 2025-10-21 Armin Beck , Peter Ochs

We present a distributionally robust PAC-Bayesian framework for certifying the performance of learning-based finite-horizon controllers. While existing PAC-Bayes control literature typically assumes bounded losses and matching training and…

Machine Learning · Computer Science 2026-04-14 Domagoj Herceg , Duarte Antunes

While there has been progress in developing non-vacuous generalization bounds for deep neural networks, these bounds tend to be uninformative about why deep learning works. In this paper, we develop a compression approach based on…

Machine Learning · Computer Science 2022-11-28 Sanae Lotfi , Marc Finzi , Sanyam Kapoor , Andres Potapczynski , Micah Goldblum , Andrew Gordon Wilson

Deep learning is renowned for its theory-practice gap, whereby principled theory typically fails to provide much beneficial guidance for implementation in practice. This has been highlighted recently by the benign overfitting phenomenon:…

Machine Learning · Statistics 2023-11-14 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

Recent works have investigated deep learning models trained by optimising PAC-Bayes bounds, with priors that are learnt on subsets of the data. This combination has been shown to lead not only to accurate classifiers, but also to remarkably…

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified…

Machine Learning · Statistics 2026-03-25 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

It is common practice to combine deep neural networks into ensembles. These deep ensembles can benefit from the cancellation of errors effect: Errors by ensemble members may average out, leading to better generalization performance than…

Machine Learning · Computer Science 2025-01-07 Nick Hauptvogel , Christian Igel

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

The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset. Whereas, these algorithms are optimized through the…

Machine Learning · Computer Science 2021-12-13 Matias Vera , Leonardo Rey Vega , Pablo Piantanida