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This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

In this work, we study the generalization capability of algorithms from an information-theoretic perspective. It has been shown that the expected generalization error of an algorithm is bounded from above by a function of the relative…

Information Theory · Computer Science 2021-10-27 Borja Rodríguez-Gálvez , Germán Bassi , Mikael Skoglund

Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified "anytime…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland

Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…

Machine Learning · Computer Science 2019-06-25 Vitaly Feldman , Jan Vondrak

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm…

Machine Learning · Computer Science 2020-02-14 Dylan J. Foster , Alexander Rakhlin , Karthik Sridharan

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

This paper explores the generalization characteristics of iterative learning algorithms with bounded updates for non-convex loss functions, employing information-theoretic techniques. Our key contribution is a novel bound for the…

Machine Learning · Computer Science 2023-10-17 Jingwen Fu , Nanning Zheng

We present a unified information-theoretic framework elucidating the interplay between stability, privacy, and the generalization performance of quantum learning algorithms. We establish a bound on the expected generalization error in terms…

Quantum Physics · Physics 2026-02-06 Ayanava Dasgupta , Naqueeb Ahmad Warsi , Masahito Hayashi

We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

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

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

Online learning methods, like the online gradient algorithm (OGA) and exponentially weighted aggregation (EWA), often depend on tuning parameters that are difficult to set in practice. We consider an online meta-learning scenario, and we…

Machine Learning · Statistics 2021-11-15 Dimitri Meunier , Pierre Alquier

We introduce a notion of algorithmic stability of learning algorithms---that we term \emph{argument stability}---that captures stability of the hypothesis output by the learning algorithm in the normed space of functions from which…

Machine Learning · Statistics 2017-08-04 Tongliang Liu , Gábor Lugosi , Gergely Neu , Dacheng Tao

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

We consider prediction with expert advice for strongly convex and bounded losses, and investigate trade-offs between regret and "variance" (i.e., squared difference of learner's predictions and best expert predictions). With $K$ experts,…

Machine Learning · Computer Science 2022-06-07 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

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

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Machine Learning · Statistics 2016-09-28 Qi Meng , Yue Wang , Wei Chen , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

We derive a novel information-theoretic analysis of the generalization property of meta-learning algorithms. Concretely, our analysis proposes a generic understanding of both the conventional learning-to-learn framework and the modern…

Machine Learning · Computer Science 2021-12-13 Qi Chen , Changjian Shui , Mario Marchand

Algorithmic stability is among the most potent techniques in generalization analysis. However, its derivation usually requires a stepsize $\eta_t = \mathcal{O}(1/t)$ under non-convex training regimes, where $t$ denotes iterations. This…

Machine Learning · Computer Science 2026-02-27 Wenquan Ma , Yang Sui , Jiaye Teng , Bohan Wang , Jing Xu , Jingqin Yang