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We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Machine Learning · Computer Science 2020-06-23 Ben London

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

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

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

Data-driven algorithms can adapt their internal structure or parameters to inputs from unknown application-specific distributions, by learning from a training sample of inputs. Several recent works have applied this approach to problems in…

Machine Learning · Computer Science 2022-06-17 Peter Bartlett , Piotr Indyk , Tal Wagner

We introduce a general class of algorithms and supply a number of general results useful for analysing these algorithms when applied to regular graphs of large girth. As a result, we can transfer a number of results proved for random…

Combinatorics · Mathematics 2017-03-06 Carlos Hoppen , Nicholas Wormald

We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to…

Machine Learning · Statistics 2025-02-11 Benjamin Dupuis , Paul Viallard , George Deligiannidis , Umut Simsekli

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

Generalised Bayesian learning algorithms are increasingly popular in machine learning, due to their PAC generalisation properties and flexibility. The present paper aims at providing a self-contained survey on the resulting PAC-Bayes…

Machine Learning · Statistics 2020-02-06 Benjamin Guedj

Proving algorithm-dependent generalization error bounds for gradient-type optimization methods has attracted significant attention recently in learning theory. However, most existing trajectory-based analyses require either restrictive…

Machine Learning · Computer Science 2022-10-12 Xuanyuan Luo , Luo Bei , Jian Li

We describe a general reduction technique for analyzing learning algorithms that are subject to light-tailed (but not necessarily bounded) randomness, a scenario that is often the focus of theoretical analysis. We show that the analysis of…

Machine Learning · Computer Science 2025-05-21 Amit Attia , Tomer Koren

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…

Machine Learning · Computer Science 2018-01-16 Ankit Pensia , Varun Jog , Po-Ling Loh

We prove that Riemannian contraction in a supervised learning setting implies generalization. Specifically, we show that if an optimizer is contracting in some Riemannian metric with rate $\lambda > 0$, it is uniformly algorithmically…

Machine Learning · Computer Science 2022-01-27 Leo Kozachkov , Patrick M. Wensing , Jean-Jacques Slotine

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

Machine learning models trained by different optimization algorithms under different data distributions can exhibit distinct generalization behaviors. In this paper, we analyze the generalization of models trained by noisy iterative…

Machine Learning · Statistics 2022-12-29 Hao Wang , Rui Gao , Flavio P. Calmon

We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…

Statistics Theory · Mathematics 2023-08-16 Duc Hoan Nguyen , Werner Zellinger , Sergei V. Pereverzyev

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Approximate learning machines have become popular in the era of small devices, including quantised, factorised, hashed, or otherwise compressed predictors, and the quest to explain and guarantee good generalisation abilities for such…

Machine Learning · Computer Science 2022-03-16 Andrew J. Turner , Ata Kabán

We investigate a stochastic counterpart of majority votes over finite ensembles of classifiers, and study its generalization properties. While our approach holds for arbitrary distributions, we instantiate it with Dirichlet distributions:…

Machine Learning · Computer Science 2021-10-20 Valentina Zantedeschi , Paul Viallard , Emilie Morvant , Rémi Emonet , Amaury Habrard , Pascal Germain , Benjamin Guedj
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