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This paper studies the truncation method from Alquier [1] to derive high-probability PAC-Bayes bounds for unbounded losses with heavy tails. Assuming that the $p$-th moment is bounded, the resulting bounds interpolate between a slow rate $1…

Machine Learning · Statistics 2024-03-26 Borja Rodríguez-Gálvez , Omar Rivasplata , Ragnar Thobaben , Mikael Skoglund

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

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

Depth of the Tukey median is investigated for empirical distributions. A sharper upper bound is provided for this value for data sets in general position. This bound is lower than the existing one in the literature, and more importantly…

Statistics Theory · Mathematics 2016-04-21 Xiaohui Liu , Shihua Luo , Yijun Zuo

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

The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…

Probability · Mathematics 2024-02-15 Quirin Vogel

Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…

Information Theory · Computer Science 2022-11-11 Tomohiro Nishiyama

The limit of infinite width allows for substantial simplifications in the analytical study of over-parameterised neural networks. With a suitable random initialisation, an extremely large network exhibits an approximately Gaussian…

Machine Learning · Statistics 2023-02-14 Eugenio Clerico , George Deligiannidis , Arnaud Doucet

We derive information theoretic generalization bounds for supervised learning algorithms based on a new measure of leave-one-out conditional mutual information (loo-CMI). Contrary to other CMI bounds, which are black-box bounds that do not…

Machine Learning · Computer Science 2022-07-04 Mohamad Rida Rammal , Alessandro Achille , Aditya Golatkar , Suhas Diggavi , Stefano Soatto

In this paper, we present the Bennett-type generalization bounds of the learning process for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional results. In particular, we…

Machine Learning · Statistics 2013-09-27 Chao Zhang

In the first part of this study, a convex-constrained penalized formulation was studied for a class of constant modulus (CM) problems. In particular, the error bound techniques were shown to play a vital role in providing exact penalization…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Junbin Liu , Ya Liu , Wing-Kin Ma , Mingjie Shao , Anthony Man-Cho So

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…

Machine Learning · Statistics 2025-08-15 Galen Reeves

One measure of the complexity of a first-order theory, and similarly a type, is the complexity of the formulas required to axiomatize it. We say a theory is bounded if there is an axiomatization involving only $\forall_n$-formulas for some…

Logic · Mathematics 2026-04-29 Hongyu Zhu

Deep Neural Networks can generalize despite being significantly overparametrized. Recent research has tried to examine this phenomenon from various view points and to provide bounds on the generalization error or measures predictive of the…

Machine Learning · Computer Science 2020-12-07 Parth Natekar , Manik Sharma

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Computational Complexity · Computer Science 2023-11-16 Anindya De , Shivam Nadimpalli , Rocco A. Servedio

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers,…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

Imitation learning holds the promise of equipping robots with versatile skills by learning from expert demonstrations. However, policies trained on finite datasets often struggle to generalize beyond the training distribution. In this work,…

Machine Learning · Computer Science 2025-04-28 Yixiao Wang

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

One of the main open problems in the theory of multi-category margin classification is the form of the optimal dependency of a guaranteed risk on the number C of categories, the sample size m and the margin parameter gamma. From a practical…

Statistics Theory · Mathematics 2018-12-04 Khadija Musayeva , Fabien Lauer , Yann Guermeur