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Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

PAC-Bayesian analysis is a frequentist framework for incorporating prior knowledge into learning. It was inspired by Bayesian learning, which allows sequential data processing and naturally turns posteriors from one processing step into…

Machine Learning · Computer Science 2025-04-10 Yi-Shan Wu , Yijie Zhang , Badr-Eddine Chérief-Abdellatif , Yevgeny Seldin

Learning a sequence of tasks without access to i.i.d. observations is a widely studied form of continual learning (CL) that remains challenging. In principle, Bayesian learning directly applies to this setting, since recursive and one-off…

Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

Statistics Theory · Mathematics 2025-06-17 Mikołaj J. Kasprzak , Ryan Giordano , Tamara Broderick

Continual learning (CL) has emerged as a dominant paradigm for acquiring knowledge from sequential tasks while avoiding catastrophic forgetting. Although many CL methods have been proposed to show impressive empirical performance, the…

Machine Learning · Computer Science 2026-01-07 Wen Wen , Tieliang Gong , Zeyu Gao , Yunjiao Zhang , Weizhan Zhang , Yong-Jin Liu

We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

Adversarial examples pose a security threat to many critical systems built on neural networks. Given that deterministic robustness often comes with significantly reduced accuracy, probabilistic robustness (i.e., the probability of having…

Machine Learning · Computer Science 2024-05-27 Ruihan Zhang , Jun Sun

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…

Methodology · Statistics 2023-04-12 Pei-Shien Wu , Ryan Martin

As learning solutions reach critical applications in social, industrial, and medical domains, the need to curtail their behavior has become paramount. There is now ample evidence that without explicit tailoring, learning can lead to biased,…

Machine Learning · Computer Science 2021-02-19 Luiz F. O. Chamon , Alejandro Ribeiro

We present algorithms for estimating the forward reachable set of a dynamical system using only a finite collection of independent and identically distributed samples. The produced estimate is the sublevel set of a function called an…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Alex Devonport , Forest Yang , Laurent El Ghaoui , Murat Arcak

We consider the problem of aggregating pairwise comparisons to obtain a consensus ranking order over a collection of objects. We use the popular Bradley-Terry-Luce (BTL) model which allows us to probabilistically describe pairwise…

Information Theory · Computer Science 2019-01-30 Mine Alsan , Ranjitha Prasad , Vincent Y. F. Tan

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Machine Learning · Computer Science 2022-01-03 Jiafan He , Dongruo Zhou , Quanquan Gu

We generalize the PAC (probably approximately correct) learning model to the quantum world by generalizing the concepts from classical functions to quantum processes, defining the problem of \emph{PAC learning quantum process}, and study…

Quantum Physics · Physics 2021-05-20 Kai-Min Chung , Han-Hsuan Lin

We propose and analyze a new vantage point for the learning of mixtures of Gaussians: namely, the PAC-style model of learning probability distributions introduced by Kearns et al. Here the task is to construct a hypothesis mixture of…

Machine Learning · Computer Science 2007-05-23 Jon Feldman , Ryan O'Donnell , Rocco A. Servedio

In this paper, we present refined probabilistic bounds on empirical reward estimates for off-policy learning in bandit problems. We build on the PAC-Bayesian bounds from Seldin et al. (2010) and improve on their results using a new…

Machine Learning · Statistics 2025-02-18 Amaury Gouverneur , Tobias J. Oechtering , Mikael Skoglund

We present a PAC-Bayesian analysis of lifelong learning. In the lifelong learning problem, a sequence of learning tasks is observed one-at-a-time, and the goal is to transfer information acquired from previous tasks to new learning tasks.…

Machine Learning · Computer Science 2022-03-17 Hamish Flynn , David Reeb , Melih Kandemir , Jan Peters
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