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We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

Machine Learning · Computer Science 2025-02-26 Michael Sucker , Jalal Fadili , Peter Ochs

We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…

Machine Learning · Computer Science 2023-02-16 Michael Sucker , Peter Ochs

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

Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…

Learning-to-optimize leverages machine learning to accelerate optimization algorithms. While empirical results show tremendous improvements compared to classical optimization algorithms, theoretical guarantees are mostly lacking, such that…

Machine Learning · Computer Science 2025-06-02 Michael Sucker , Peter Ochs

Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns…

Machine Learning · Statistics 2021-06-21 Jonas Rothfuss , Vincent Fortuin , Martin Josifoski , Andreas Krause

We are motivated by the problem of providing strong generalization guarantees in the context of meta-learning. Existing generalization bounds are either challenging to evaluate or provide vacuous guarantees in even relatively simple…

Machine Learning · Computer Science 2021-10-27 Alec Farid , Anirudha Majumdar

PAC-Bayes learning is an established framework to both assess the generalisation ability of learning algorithms, and design new learning algorithm by exploiting generalisation bounds as training objectives. Most of the exisiting bounds…

Machine Learning · Statistics 2023-05-31 Maxime Haddouche , Benjamin Guedj

We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…

Optimization and Control · Mathematics 2025-10-31 Jingyi Huang , Paul Goulart , Kostas Margellos

Previous research on PAC-Bayes learning theory has focused extensively on establishing tight upper bounds for test errors. A recently proposed training procedure called PAC-Bayes training, updates the model toward minimizing these bounds.…

Machine Learning · Statistics 2024-10-22 Xitong Zhang , Avrajit Ghosh , Guangliang Liu , Rongrong Wang

By leveraging experience from previous tasks, meta-learning algorithms can achieve effective fast adaptation ability when encountering new tasks. However it is unclear how the generalization property applies to new tasks. Probably…

Machine Learning · Computer Science 2021-02-09 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

We are motivated by the problem of learning policies for robotic systems with rich sensory inputs (e.g., vision) in a manner that allows us to guarantee generalization to environments unseen during training. We provide a framework for…

Robotics · Computer Science 2022-07-25 Abhinav Agarwal , Sushant Veer , Allen Z. Ren , Anirudha Majumdar

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

A learning method is self-certified if it uses all available data to simultaneously learn a predictor and certify its quality with a tight statistical certificate that is valid on unseen data. Recent work has shown that neural network…

Machine Learning · Computer Science 2021-12-13 Maria Perez-Ortiz , Omar Rivasplata , Emilio Parrado-Hernandez , Benjamin Guedj , John Shawe-Taylor

Inductive Conformal Prediction (ICP) provides a practical and effective approach for equipping deep learning models with uncertainty estimates in the form of set-valued predictions which are guaranteed to contain the ground truth with high…

Machine Learning · Computer Science 2023-12-11 Apoorva Sharma , Sushant Veer , Asher Hancock , Heng Yang , Marco Pavone , Anirudha Majumdar

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

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…

Machine Learning · Computer Science 2024-08-22 Michael Sucker , Peter Ochs

Our goal is to learn control policies for robots that provably generalize well to novel environments given a dataset of example environments. The key technical idea behind our approach is to leverage tools from generalization theory in…

Robotics · Computer Science 2020-08-27 Anirudha Majumdar , Alec Farid , Anoopkumar Sonar
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