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We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

Statistics Theory · Mathematics 2013-02-19 Felix Abramovich , Vadim Grinshtein

A crucial step in fitting a regression model to data is determining the model's structure, i.e., the subset of explanatory variables to be included. However, the uncertainty in this step is often overlooked due to a lack of satisfactory…

Methodology · Statistics 2025-11-13 Ryan Martin , Naomi Singer , Jonathan Williams

Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…

Machine Learning · Statistics 2016-12-16 Theofanis Karaletsos

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

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions:…

Machine Learning · Computer Science 2021-10-20 Valentina Zantedeschi , Paul Viallard , Emilie Morvant , Rémi Emonet , Amaury Habrard , Pascal Germain , Benjamin Guedj

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an…

Machine Learning · Statistics 2024-06-12 Milad Sefidgaran , Abdellatif Zaidi

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

The generalization gap of a classifier is related to the complexity of the set of functions among which the classifier is chosen. We study a family of low-complexity classifiers consisting of thresholding a random one-dimensional feature.…

Machine Learning · Computer Science 2024-09-12 Mireille Boutin , Evzenie Coupkova

Clustering is a powerful and extensively used data science tool. While clustering is generally thought of as an unsupervised learning technique, there are also supervised variations such as Spath's clusterwise regression that attempt to…

Machine Learning · Computer Science 2023-05-09 Aravinth Chembu , Scott Sanner

Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that…

Machine Learning · Statistics 2024-05-16 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Generalization bounds for deep learning models are typically vacuous, not computable or restricted to specific model classes. In this paper, we tackle these issues by providing new disagreement-based certificates for the gap between the…

Machine Learning · Computer Science 2026-02-27 Mathieu Bazinet , Valentina Zantedeschi , Pascal Germain

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Hypergraph neural networks have been promising tools for handling learning tasks involving higher-order data, with notable applications in web graphs, such as modeling multi-way hyperlink structures and complex user interactions. Yet, their…

Machine Learning · Computer Science 2025-01-28 Yifan Wang , Gonzalo R. Arce , Guangmo Tong

Deep Neural Networks can generalize despite being significantly overparametrized. Recent research has tried to examine this phenomenon from various view points and to provide bounds on the generalization error or measures predictive of the…

Machine Learning · Computer Science 2020-12-07 Parth Natekar , Manik Sharma

We propose the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

We study the issue of PAC-Bayesian domain adaptation: We want to learn, from a source domain, a majority vote model dedicated to a target one. Our theoretical contribution brings a new perspective by deriving an upper-bound on the target…

Machine Learning · Statistics 2016-07-27 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

Key to structured prediction is exploiting the problem structure to simplify the learning process. A major challenge arises when data exhibit a local structure (e.g., are made by "parts") that can be leveraged to better approximate the…

Machine Learning · Statistics 2019-06-03 Carlo Ciliberto , Francis Bach , Alessandro Rudi

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

We informally call a stochastic process learnable if it admits a generalization error approaching zero in probability for any concept class with finite VC-dimension (IID processes are the simplest example). A mixture of learnable processes…

Machine Learning · Statistics 2015-07-27 Cosma Rohilla Shalizi , Aryeh Kontorovich