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We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Due to the inherent imbalance in real-world datasets, na\"ive Empirical Risk Minimization (ERM) tends to bias the learning process towards the majority classes, hindering generalization to minority classes. To rebalance the learning…

Machine Learning · Computer Science 2025-12-09 Zitai Wang , Qianqian Xu , Zhiyong Yang , Zhikang Xu , Linchao Zhang , Xiaochun Cao , Qingming Huang

Off-policy evaluation methods are important in recommendation systems and search engines, where data collected under an existing logging policy is used to estimate the performance of a new proposed policy. A common approach to this problem…

Machine Learning · Computer Science 2023-01-04 Jaron J. R. Lee , David Arbour , Georgios Theocharous

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

Class imbalance is a pervasive problem in predictive toxicology, where the number of non-toxic compounds often exceeds the number of toxic ones. Models trained on such data often perform well on the majority class but poorly on the minority…

Applications · Statistics 2025-10-10 Stanley E. Lazic

PAC-Bayes learning is a comprehensive setting for (i) studying the generalisation ability of learning algorithms and (ii) deriving new learning algorithms by optimising a generalisation bound. However, optimising generalisation bounds might…

Machine Learning · Statistics 2024-11-27 Antoine Picard-Weibel , Roman Moscoviz , Benjamin Guedj

Modern machine learning usually involves predictors in the overparameterised setting (number of trained parameters greater than dataset size), and their training yields not only good performance on training data, but also good…

Machine Learning · Statistics 2025-02-12 Maxime Haddouche , Paul Viallard , Umut Simsekli , Benjamin Guedj

We propose an extensive analysis of the behavior of majority votes in binary classification. In particular, we introduce a risk bound for majority votes, called the C-bound, that takes into account the average quality of the voters and…

Machine Learning · Statistics 2015-07-30 Pascal Germain , Alexandre Lacasse , François Laviolette , Mario Marchand , Jean-Francis Roy

Offline reinforcement learning (RL) aims to learn decision policies from a fixed batch of logged transitions, without additional environment interaction. Despite remarkable empirical progress, offline RL remains fragile under distribution…

Methodology · Statistics 2026-03-16 Debashis Chatterjee

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

We propose the first general PAC-Bayesian generalization bounds for adversarial robustness, that estimate, at test time, how much a model will be invariant to imperceptible perturbations in the input. Instead of deriving a worst-case…

Machine Learning · Computer Science 2021-10-28 Paul Viallard , Guillaume Vidot , Amaury Habrard , Emilie Morvant

In real-world scenarios, datasets collected from randomized experiments are often constrained by size, due to limitations in time and budget. As a result, leveraging large observational datasets becomes a more attractive option for…

Machine Learning · Statistics 2024-03-19 Danyang Wang , Chengchun Shi , Shikai Luo , Will Wei Sun

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

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

We study a recent model of collaborative PAC learning where $k$ players with $k$ different tasks collaborate to learn a single classifier that works for all tasks. Previous work showed that when there is a classifier that has very small…

Machine Learning · Computer Science 2018-11-01 Huy L. Nguyen , Lydia Zakynthinou

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…

Machine Learning · Computer Science 2021-02-09 Taejong Joo , Uijung Chung

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

We present a new family of information-theoretic generalization bounds, in which the training loss and the population loss are compared through a jointly convex function. This function is upper-bounded in terms of the disintegrated,…

Machine Learning · Computer Science 2023-03-28 Fredrik Hellström , Giuseppe Durisi
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