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Off-policy learning (OPL) often involves minimizing a risk estimator based on importance weighting to correct bias from the logging policy used to collect data. However, this method can produce an estimator with a high variance. A common…

Machine Learning · Computer Science 2024-06-06 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

PAC generalization bounds on the risk, when expressed in terms of the expected loss, are often insufficient to capture imbalances between subgroups in the data. To overcome this limitation, we introduce a new family of risk measures, called…

Machine Learning · Statistics 2026-04-09 Hind Atbir , Farah Cherfaoui , Guillaume Metzler , Emilie Morvant , Paul Viallard

We introduce a modified version of the excess risk, which can be used to obtain tighter, fast-rate PAC-Bayesian generalisation bounds. This modified excess risk leverages information about the relative hardness of data examples to reduce…

Machine Learning · Computer Science 2023-01-25 Felix Biggs , Benjamin Guedj

We revisit Rahimi and Recht (2007)'s kernel random Fourier features (RFF) method through the lens of the PAC-Bayesian theory. While the primary goal of RFF is to approximate a kernel, we look at the Fourier transform as a prior distribution…

Machine Learning · Statistics 2019-03-28 Gaël Letarte , Emilie Morvant , Pascal Germain

We present a new second-order oracle bound for the expected risk of a weighted majority vote. The bound is based on a novel parametric form of the Chebyshev- Cantelli inequality (a.k.a. one-sided Chebyshev's), which is amenable to efficient…

Machine Learning · Computer Science 2023-01-18 Yi-Shan Wu , Andrés R. Masegosa , Stephan S. Lorenzen , Christian Igel , Yevgeny Seldin

Contrastive unsupervised representation learning (CURL) is the state-of-the-art technique to learn representations (as a set of features) from unlabelled data. While CURL has collected several empirical successes recently, theoretical…

Machine Learning · Computer Science 2020-07-20 Kento Nozawa , Pascal Germain , Benjamin Guedj

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

Due to challenging applications such as collaborative filtering, the matrix completion problem has been widely studied in the past few years. Different approaches rely on different structure assumptions on the matrix in hand. Here, we focus…

Machine Learning · Statistics 2019-10-14 Vincent Cottet , Pierre Alquier

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

Machine Learning · Statistics 2019-12-19 Matthew J. Holland

PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is…

Machine Learning · Statistics 2018-08-31 Omar Rivasplata , Emilio Parrado-Hernandez , John Shawe-Taylor , Shiliang Sun , Csaba Szepesvari

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization…

Machine Learning · Statistics 2015-01-14 Pascal Germain , Amaury Habrard , Francois Laviolette , Emilie Morvant

Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…

Machine Learning · Statistics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier , Mohammad Emtiyaz Khan

We introduce a data-driven approach to analyze the performance of continuous optimization algorithms using generalization guarantees from statistical learning theory. We study classical and learned optimizers to solve families of parametric…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Bartolomeo Stellato

We tackle the issue of classifier combinations when observations have multiple views. Our method jointly learns view-specific weighted majority vote classifiers (i.e. for each view) over a set of base voters, and a second weighted majority…

Machine Learning · Statistics 2018-05-28 Anil Goyal , Emilie Morvant , Massih-Reza Amini

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under L^\infty constraints on the linear combination. When the input distribution is known, there already exists…

Statistics Theory · Mathematics 2011-09-14 Jean-Yves Audibert , Olivier Catoni

We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving the Cram\'er…

Machine Learning · Statistics 2024-10-31 Ioar Casado , Luis A. Ortega , Aritz Pérez , Andrés R. Masegosa

We give a new proof of VC bounds where we avoid the use of symmetrization and use a shadow sample of arbitrary size. We also improve on the variance term. This results in better constants, as shown on numerical examples. Moreover our bounds…

Statistics Theory · Mathematics 2007-06-13 Olivier Catoni

Both PAC-Bayesian and Sample Compress learning frameworks are instrumental for deriving tight (non-vacuous) generalization bounds for neural networks. We leverage these results in a meta-learning scheme, relying on a hypernetwork that…

Machine Learning · Computer Science 2025-06-06 Benjamin Leblanc , Mathieu Bazinet , Nathaniel D'Amours , Alexandre Drouin , Pascal Germain

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…

Machine Learning · Statistics 2023-03-30 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafael Wisniewski , Mihaly Petreczky