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We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations $T$ and the…

Machine Learning · Computer Science 2024-04-16 Julien Hendrickx , Alex Olshevsky

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

Machine Learning · Computer Science 2025-04-18 Ruinan Jin , Difei Cheng , Hong Qiao , Xin Shi , Shaodong Liu , Bo Zhang

Generalization error bounds are critical to understanding the performance of machine learning models. In this work, we propose a new information-theoretic based generalization error upper bound applicable to supervised learning scenarios.…

Information Theory · Computer Science 2021-01-11 Gholamali Aminian , Laura Toni , Miguel R. D. Rodrigues

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

Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…

Machine Learning · Computer Science 2020-06-15 Raef Bassily , Vitaly Feldman , Cristóbal Guzmán , Kunal Talwar

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

In this work, we present a variety of novel information-theoretic generalization bounds for learning algorithms, from the supersample setting of Steinke & Zakynthinou (2020)-the setting of the "conditional mutual information" framework. Our…

Machine Learning · Statistics 2023-06-16 Ziqiao Wang , Yongyi Mao

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

This paper presents a general methodology for deriving information-theoretic generalization bounds for learning algorithms. The main technical tool is a probabilistic decorrelation lemma based on a change of measure and a relaxation of…

Machine Learning · Computer Science 2023-12-07 Yifeng Chu , Maxim Raginsky

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

To date, no "information-theoretic" frameworks for reasoning about generalization error have been shown to establish minimax rates for gradient descent in the setting of stochastic convex optimization. In this work, we consider the prospect…

Classical information-theoretic generalization bounds typically control the generalization gap through KL-based mutual information and therefore rely on boundedness or sub-Gaussian tails via the moment generating function (MGF). In many…

Machine Learning · Statistics 2026-04-14 Huiming Zhang , Binghan Li , Wan Tian , Qiang Sun

Gradient Langevin dynamics (GLD) and stochastic GLD (SGLD) have attracted considerable attention lately, as a way to provide convergence guarantees in a non-convex setting. However, the known rates grow exponentially with the dimension of…

Probability · Mathematics 2020-03-27 Boris Muzellec , Kanji Sato , Mathurin Massias , Taiji Suzuki

Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…

Machine Learning · Computer Science 2025-05-09 Haiyun He , Ziv Goldfeld

We provide sharp path-dependent generalization and excess risk guarantees for the full-batch Gradient Descent (GD) algorithm on smooth losses (possibly non-Lipschitz, possibly nonconvex). At the heart of our analysis is an upper bound on…

Machine Learning · Statistics 2023-02-13 Konstantinos E. Nikolakakis , Farzin Haddadpour , Amin Karbasi , Dionysios S. Kalogerias

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

The mean-field Langevin dynamics (MFLD) is a nonlinear generalization of the Langevin dynamics that incorporates a distribution-dependent drift, and it naturally arises from the optimization of two-layer neural networks via (noisy) gradient…

Machine Learning · Computer Science 2023-06-13 Taiji Suzuki , Denny Wu , Atsushi Nitanda

Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of SGLD for the first and second order stationary points. The…

Machine Learning · Statistics 2020-03-17 Xi Chen , Simon S. Du , Xin T. Tong

Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the…

Information Theory · Computer Science 2024-08-09 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

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