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Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj

Meta-learning can successfully acquire useful inductive biases from data. Yet, its generalization properties to unseen learning tasks are poorly understood. Particularly if the number of meta-training tasks is small, this raises concerns…

Machine Learning · Statistics 2021-06-21 Jonas Rothfuss , Vincent Fortuin , Martin Josifoski , Andreas Krause

We investigate the data distribution valuation problem, which aims to quantify the values of data distributions from their samples. This is a recently proposed problem that is related to but different from classical data valuation and can…

Machine Learning · Computer Science 2026-04-08 Cuong N. Nguyen , Cuong V. Nguyen

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

Explaining how overparametrized neural networks simultaneously achieve low risk and zero empirical risk on benchmark datasets is an open problem. PAC-Bayes bounds optimized using variational inference (VI) have been recently proposed as a…

Machine Learning · Computer Science 2020-03-06 Konstantinos Pitas

We establish in-expectation and tail bounds on the generalization error of representation learning type algorithms. The bounds are in terms of the relative entropy between the distribution of the representations extracted from the training…

Machine Learning · Statistics 2025-03-21 Milad Sefidgaran , Abdellatif Zaidi , Piotr Krasnowski

Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the…

Information Theory · Computer Science 2024-08-09 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

The predict-then-optimize paradigm bridges online learning and contextual optimization in dynamic environments. Previous works have investigated the sequential updating of predictors using feedback from downstream decisions to minimize…

Optimization and Control · Mathematics 2025-11-26 Zhuojun Xie , Adam Abdin , Yiping Fang

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

We present a new family of information-theoretic generalization bounds within the framework of conditional mutual information (CMI). Most of our results are established based on the leave-$m$-out (L$m$O) cross-validation error, with $m$…

Information Theory · Computer Science 2026-05-21 Yang Lu , Matthias Frey , Margreta Kuijper , Jingge Zhu

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

This paper is focused on dimension-free PAC-Bayesian bounds, under weak polynomial moment assumptions, allowing for heavy tailed sample distributions. It covers the estimation of the mean of a vector or a matrix, with applications to least…

Statistics Theory · Mathematics 2018-01-03 Olivier Catoni , Ilaria Giulini

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Existing generalization theories of supervised learning typically take a holistic approach and provide bounds for the expected generalization over the whole data distribution, which implicitly assumes that the model generalizes similarly…

Machine Learning · Computer Science 2024-01-08 Firas Laakom , Yuheng Bu , Moncef Gabbouj

In this paper, we derive generalization bounds for the two primary classes of graph neural networks (GNNs), namely graph convolutional networks (GCNs) and message passing GNNs (MPGNNs), via a PAC-Bayesian approach. Our result reveals that…

Machine Learning · Computer Science 2020-12-15 Renjie Liao , Raquel Urtasun , Richard Zemel

This paper contains a recipe for deriving new PAC-Bayes generalisation bounds based on the $(f, \Gamma)$-divergence, and, in addition, presents PAC-Bayes generalisation bounds where we interpolate between a series of probability divergences…

Machine Learning · Statistics 2024-02-08 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

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

Sparse high-dimensional linear regression is a central problem in statistics, where the goal is often variable selection and/or coefficient estimation. We propose a mean-field variational Bayes approximation for sparse regression with…

Methodology · Statistics 2025-12-02 Chadi Bsila , Yiqi Tang , Kaiwen Wang , Laurie Heyer

Deep neural networks (DNNs) are vulnerable to adversarial attacks. It is found empirically that adversarially robust generalization is crucial in establishing defense algorithms against adversarial attacks. Therefore, it is interesting to…

Machine Learning · Computer Science 2023-10-31 Jiancong Xiao , Ruoyu Sun , Zhi- Quan Luo

In this paper we derive a PAC-Bayesian error bound for autonomous stochastic LTI state-space models. The motivation for deriving such error bounds is that they will allow deriving similar error bounds for more general dynamical systems,…