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Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…

Machine Learning · Statistics 2026-01-14 Xinping Yi , Gaojie Jin , Xiaowei Huang , Shi Jin

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies…

Methodology · Statistics 2026-03-25 Kohsuke Kubota , Mitsuhiro Takahashi , Yuta Saito

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

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds…

Machine Learning · Statistics 2017-02-14 Pascal Germain , Francis Bach , Alexandre Lacoste , Simon Lacoste-Julien

We present a Bayesian view of counterfactual risk minimization (CRM) for offline learning from logged bandit feedback. Using PAC-Bayesian analysis, we derive a new generalization bound for the truncated inverse propensity score estimator.…

Machine Learning · Computer Science 2020-04-03 Ben London , Ted Sandler

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…

Machine Learning · Computer Science 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

As learning solutions reach critical applications in social, industrial, and medical domains, the need to curtail their behavior has become paramount. There is now ample evidence that without explicit tailoring, learning can lead to biased,…

Machine Learning · Computer Science 2021-02-19 Luiz F. O. Chamon , Alejandro Ribeiro

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…

Machine Learning · Computer Science 2022-10-12 Huiyang Shao , Qianqian Xu , Zhiyong Yang , Shilong Bao , Qingming Huang

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…

Machine Learning · Computer Science 2019-01-16 Yifei Ma , Yu-Xiang Wang , Balakrishnan , Narayanaswamy

We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

A standard approach in pattern classification is to estimate the distributions of the label classes, and then to apply the Bayes classifier to the estimates of the distributions in order to classify unlabeled examples. As one might expect,…

Machine Learning · Computer Science 2007-05-23 Nick Palmer , Paul W. Goldberg

Minimising upper bounds on the population risk or the generalisation gap has been widely used in structural risk minimisation (SRM) -- this is in particular at the core of PAC-Bayesian learning. Despite its successes and unfailing surge of…

Machine Learning · Statistics 2023-10-30 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj