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We address the problem of learning to benchmark the best achievable classifier performance. In this problem the objective is to establish statistically consistent estimates of the Bayes misclassification error rate without having to learn a…

Machine Learning · Statistics 2019-09-17 Morteza Noshad , Li Xu , Alfred Hero

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

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…

Machine Learning · Statistics 2023-03-30 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafael Wisniewski , Mihaly Petreczky

Algorithms often have tunable parameters that impact performance metrics such as runtime and solution quality. For many algorithms used in practice, no parameter settings admit meaningful worst-case bounds, so the parameters are made…

Machine Learning · Computer Science 2021-04-27 Maria-Florina Balcan , Dan DeBlasio , Travis Dick , Carl Kingsford , Tuomas Sandholm , Ellen Vitercik

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability…

Machine Learning · Computer Science 2021-09-23 María Pérez-Ortiz , Omar Rivasplata , John Shawe-Taylor , Csaba Szepesvári

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

In statistical learning theory, a generalization bound usually involves a complexity measure imposed by the considered theoretical framework. This limits the scope of such bounds, as other forms of capacity measures or regularizations are…

Machine Learning · Statistics 2024-02-22 Paul Viallard , Rémi Emonet , Amaury Habrard , Emilie Morvant , Valentina Zantedeschi

Goldwasser et al. (2021) recently proposed the setting of PAC verification, where a hypothesis (machine learning model) that purportedly satisfies the agnostic PAC learning objective is verified using an interactive proof. In this paper we…

Machine Learning · Statistics 2023-09-06 Saachi Mutreja , Jonathan Shafer

We provide two main contributions in PAC-Bayesian theory for domain adaptation where the objective is to learn, from a source distribution, a well-performing majority vote on a different, but related, target distribution. Firstly, we…

Machine Learning · Statistics 2019-11-19 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a…

Machine Learning · Computer Science 2019-12-09 Vera Shalaeva , Alireza Fakhrizadeh Esfahani , Pascal Germain , Mihaly Petreczky

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

What if there is a teacher who knows the learning goal and wants to design good training data for a machine learner? We propose an optimal teaching framework aimed at learners who employ Bayesian models. Our framework is expressed as an…

Machine Learning · Computer Science 2013-10-04 Xiaojin Zhu

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

We study contrastive learning under the PAC learning framework. While a series of recent works have shown statistical results for learning under contrastive loss, based either on the VC-dimension or Rademacher complexity, their algorithms…

Machine Learning · Computer Science 2025-07-08 Jie Shen

We present the first PAC optimal algorithm for Bayes-Adaptive Markov Decision Processes (BAMDPs) in continuous state and action spaces, to the best of our knowledge. The BAMDP framework elegantly addresses model uncertainty by incorporating…

Machine Learning · Computer Science 2018-10-09 Gilwoo Lee , Sanjiban Choudhury , Brian Hou , Siddhartha S. Srinivasa

Despite recent advances in its theoretical understanding, there still remains a significant gap in the ability of existing PAC-Bayesian theories on meta-learning to explain performance improvements in the few-shot learning setting, where…

Machine Learning · Computer Science 2021-10-27 Nan Ding , Xi Chen , Tomer Levinboim , Sebastian Goodman , Radu Soricut

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

We present a family of novel block-sample MAC-Bayes bounds (mean approximately correct). While PAC-Bayes bounds (probably approximately correct) typically give bounds for the generalization error that hold with high probability, MAC-Bayes…

Machine Learning · Computer Science 2026-02-16 Matthias Frey , Jingge Zhu , Michael C. Gastpar

Off-policy learning (OPL) often involves minimizing a risk estimator based on importance weighting to correct bias from the logging policy used to collect data. However, this method can produce an estimator with a high variance. A common…

Machine Learning · Computer Science 2024-06-06 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba
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