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Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…

Machine Learning · Computer Science 2013-07-02 Tor Lattimore , Marcus Hutter , Peter Sunehag

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

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization…

Machine Learning · Computer Science 2019-04-22 Gintare Karolina Dziugaite , Daniel M. Roy

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions. In this paper we develop a loss function for multi-label learning, based on the…

Machine Learning · Computer Science 2015-12-31 Charlie Frogner , Chiyuan Zhang , Hossein Mobahi , Mauricio Araya-Polo , Tomaso Poggio

In the PAC-Bayesian literature, the C-Bound refers to an insightful relation between the risk of a majority vote classifier (under the zero-one loss) and the first two moments of its margin (i.e., the expected margin and the voters'…

Machine Learning · Statistics 2021-09-01 Paul Viallard , Pascal Germain , Amaury Habrard , Emilie Morvant

Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover)…

Machine Learning · Statistics 2021-07-20 Xin Guo , Johnny Hong , Tianyi Lin , Nan Yang

Let $f(\theta, X_1),$ $ \dots,$ $ f(\theta, X_n)$ be a sequence of random elements, where $f$ is a fixed scalar function, $X_1, \dots, X_n$ are independent random variables (data), and $\theta$ is a random parameter distributed according to…

Machine Learning · Computer Science 2024-04-05 Ilja Kuzborskij , Kwang-Sung Jun , Yulian Wu , Kyoungseok Jang , Francesco Orabona

Mutual information maximization has emerged as a powerful learning objective for unsupervised representation learning obtaining state-of-the-art performance in applications such as object recognition, speech recognition, and reinforcement…

Machine Learning · Computer Science 2019-03-29 Sherjil Ozair , Corey Lynch , Yoshua Bengio , Aaron van den Oord , Sergey Levine , Pierre Sermanet

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…

Machine Learning · Statistics 2020-12-29 Omar Rivasplata , Ilja Kuzborskij , Csaba Szepesvari , John Shawe-Taylor

Variational approximation techniques and inference for stochastic models in machine learning has gained much attention the last years. Especially in the case of Gaussian Processes (GP) and their deep versions, Deep Gaussian Processes…

Statistics Theory · Mathematics 2019-09-24 Roman Föll , Ingo Steinwart

We consider the problem of learning the exact skeleton of general discrete Bayesian networks from potentially corrupted data. Building on distributionally robust optimization and a regression approach, we propose to optimize the most…

Machine Learning · Computer Science 2023-11-13 Yeshu Li , Brian D. Ziebart

We address the challenge of sequential data-driven decision-making under context distributional uncertainty. This problem arises in numerous real-world scenarios where the learner optimizes black-box objective functions in the presence of…

Machine Learning · Computer Science 2025-03-27 Francesco Micheli , Efe C. Balta , Anastasios Tsiamis , John Lygeros

Physics-informed machine learning (PIML) integrates mechanistic knowledge, typically in the form of partial differential equations (PDE), into data-driven models. Despite strong empirical performance, its statistical generalisation…

Machine Learning · Computer Science 2026-05-27 Thien V. Nguyen , Amaury Habrard , Benjamin Guedj

We explore the family of methods "PAC-Bayes with Backprop" (PBB) to train probabilistic neural networks by minimizing PAC-Bayes bounds. We present two training objectives, one derived from a previously known PAC-Bayes bound, and a second…

Machine Learning · Computer Science 2019-10-07 Omar Rivasplata , Vikram M Tankasali , Csaba Szepesvari

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Machine Learning · Computer Science 2024-04-12 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafal Wisniewski , Mihaly Petreczky

Meta learning automatically infers an inductive bias, that includes the hyperparameter of the base-learning algorithm, by observing data from a finite number of related tasks. This paper studies PAC-Bayes bounds on meta generalization gap.…

Machine Learning · Computer Science 2022-06-14 Arezou Rezazadeh

Construction of ambiguity set in robust optimization relies on the choice of divergences between probability distributions. In distribution learning, choosing appropriate probability distributions based on observed data is critical for…

Machine Learning · Statistics 2017-05-24 Xin Guo , Johnny Hong , Nan Yang

We make three related contributions motivated by the challenge of training stochastic neural networks, particularly in a PAC-Bayesian setting: (1) we show how averaging over an ensemble of stochastic neural networks enables a new class of…

Machine Learning · Computer Science 2021-12-16 Felix Biggs , Benjamin Guedj

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang