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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

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

One fundamental goal in any learning algorithm is to mitigate its risk for overfitting. Mathematically, this requires that the learning algorithm enjoys a small generalization risk, which is defined either in expectation or in probability.…

Machine Learning · Computer Science 2016-10-04 Ibrahim Alabdulmohsin

We provide an information-theoretic analysis of the generalization ability of Gibbs-based transfer learning algorithms by focusing on two popular transfer learning approaches, $\alpha$-weighted-ERM and two-stage-ERM. Our key result is an…

Machine Learning · Computer Science 2021-11-03 Yuheng Bu , Gholamali Aminian , Laura Toni , Miguel Rodrigues , Gregory Wornell

We analyze the generalization gap (gap between the training and test errors) when training a potentially over-parametrized model using a Markovian stochastic training algorithm, initialized from some distribution $\theta_0 \sim p_0$. We…

Machine Learning · Computer Science 2025-10-21 Itamar Harel , Yonathan Wolanowsky , Gal Vardi , Nathan Srebro , Daniel Soudry

This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…

Probability · Mathematics 2024-02-13 Partha S. Dey , Grigory Terlov

The volume hypothesis suggests deep learning is effective because it is likely to find flat minima due to their large volumes, and flat minima generalize well. This picture does not explain the role of large datasets in generalization.…

Machine Learning · Computer Science 2025-11-10 Raymond Fan , Bryce Sandlund , Lin Myat Ko

Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…

Optimization and Control · Mathematics 2022-10-14 Yibo Zeng , Henry Lam

Generalization in deep learning has been the topic of much recent theoretical and empirical research. Here we introduce desiderata for techniques that predict generalization errors for deep learning models in supervised learning. Such…

Machine Learning · Statistics 2020-12-10 Guillermo Valle-Pérez , Ard A. Louis

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

Machine Learning · Statistics 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved…

Statistical Mechanics · Physics 2012-03-21 Bruno Leggio , Oleg Lychkovskiy , Antonino Messina

In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the $\mathcal{L}_p$ norms of the prediction errors that are valid for any…

Machine Learning · Computer Science 2021-06-07 Song Fang , Quanyan Zhu

It is of great interest to understand the thermalization of open quantum many-body systems, and how quantum computers are able to efficiently simulate that process. A recently introduced disispative evolution, inspired by existing models of…

Quantum Physics · Physics 2026-02-11 Cambyse Rouzé , Daniel Stilck França , Álvaro M. Alhambra

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

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

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that…

Machine Learning · Statistics 2024-05-16 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

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