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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 present a unifying picture of PAC-Bayesian and mutual information-based upper bounds on the generalization error of randomized learning algorithms. As we show, Tong Zhang's information exponential inequality (IEI) gives a general recipe…

Machine Learning · Computer Science 2021-10-26 Pradeep Kr. Banerjee , Guido Montúfar

The multi-index model with sparse dimension reduction matrix is a popular approach to circumvent the curse of dimensionality in a high-dimensional regression setting. Building on the single-index analysis by Alquier, P. & Biau, G. (Journal…

Statistics Theory · Mathematics 2026-03-31 Maximilian F. Steffen

This paper introduces a novel prior called Diversified Block Sparse Prior to characterize the widespread block sparsity phenomenon in real-world data. By allowing diversification on intra-block variance and inter-block correlation matrices,…

Machine Learning · Computer Science 2024-10-31 Yanhao Zhang , Zhihan Zhu , Yong Xia

The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work…

Machine Learning · Computer Science 2012-08-20 Shakir Mohamed , Katherine Heller , Zoubin Ghahramani

Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and…

Machine Learning · Statistics 2018-01-23 Nicholas Polson , Vadim Sokolov

We establish optimal convergence rates up to a log-factor for a class of deep neural networks in a classification setting under a restraint sometimes referred to as the Tsybakov noise condition. We construct classifiers in a general setting…

Statistics Theory · Mathematics 2022-07-26 Joseph T. Meyer

Linear Autoencoders (LAEs) have shown strong performance in state-of-the-art recommender systems. However, this success remains largely empirical, with limited theoretical understanding. In this paper, we investigate the generalizability --…

Machine Learning · Statistics 2025-12-16 Ruixin Guo , Ruoming Jin , Xinyu Li , Yang Zhou

We consider the problem of learning from data corrupted by underrepresentation bias, where positive examples are filtered from the data at different, unknown rates for a fixed number of sensitive groups. We show that with a small amount of…

Machine Learning · Computer Science 2024-06-05 Emily Diana , Alexander Williams Tolbert

Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Machine Learning · Statistics 2025-06-18 Alisa Sheinkman , Sara Wade

We formulate weighted graph clustering as a prediction problem: given a subset of edge weights we analyze the ability of graph clustering to predict the remaining edge weights. This formulation enables practical and theoretical comparison…

Machine Learning · Computer Science 2010-09-03 Yevgeny Seldin

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

In machine learning applications, predictive models are trained to serve future queries across the entire data distribution. Real-world data often demands excessively complex models to achieve competitive performance, however, sacrificing…

Machine Learning · Computer Science 2025-09-22 Jizhou Huang , Brendan Juba

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

Machine Learning · Statistics 2023-05-31 Satoshi Hayakawa , Taiji Suzuki

Sparse Bayesian learning (SBL) has been extensively utilized in data-driven modeling to combat the issue of overfitting. While SBL excels in linear-in-parameter models, its direct applicability is limited in models where observations…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…

Machine Learning · Computer Science 2023-04-19 Ishaq Aden-Ali , Yeshwanth Cherapanamjeri , Abhishek Shetty , Nikita Zhivotovskiy

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar