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This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models…

Machine Learning · Statistics 2015-06-16 François Laviolette , Emilie Morvant , Liva Ralaivola , Jean-Francis Roy

We present a family of novel block-sample MAC-Bayes bounds (mean approximately correct). While PAC-Bayes bounds (probably approximately correct) typically give bounds for the generalization error that hold with high probability, MAC-Bayes…

Machine Learning · Computer Science 2026-02-16 Matthias Frey , Jingge Zhu , Michael C. Gastpar

Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…

Machine Learning · Statistics 2026-01-14 Xinping Yi , Gaojie Jin , Xiaowei Huang , Shi Jin

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

We develop a unified Data Processing Inequality PAC-Bayesian framework -- abbreviated DPI-PAC-Bayesian -- for deriving generalization error bounds in the supervised learning setting. By embedding the Data Processing Inequality (DPI) into…

Information Theory · Computer Science 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a…

Machine Learning · Computer Science 2023-04-25 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

We tackle the problem of estimating risk measures of the infinite-horizon discounted cost within a Markov cost process. The risk measures we study include variance, Value-at-Risk (VaR), and Conditional Value-at-Risk (CVaR). First, we show…

Machine Learning · Computer Science 2024-04-12 Gugan Thoppe , L. A. Prashanth , Sanjay Bhat

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

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

The topics dicussed in this paper take their origin inthe estimation of the Gram matrix of a random vector from a sample made of n independent copies. They comprise the estimation of the covariance matrix and the study of least squares…

Statistics Theory · Mathematics 2016-03-17 Olivier Catoni

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

Since their inception, Variational Autoencoders (VAEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open. Using PAC-Bayesian theory, this work…

Machine Learning · Computer Science 2023-12-11 Sokhna Diarra Mbacke , Florence Clerc , Pascal Germain

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that…

Artificial Intelligence · Computer Science 2014-07-14 Yinlam Chow , Mohammad Ghavamzadeh

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a…

Machine Learning · Computer Science 2019-12-09 Vera Shalaeva , Alireza Fakhrizadeh Esfahani , Pascal Germain , Mihaly Petreczky

We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

Aggregated predictors are obtained by making a set of basic predictors vote according to some weights, that is, to some probability distribution. Randomized predictors are obtained by sampling in a set of basic predictors, according to some…

Machine Learning · Statistics 2025-03-03 Pierre Alquier

In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…

Machine Learning · Computer Science 2023-04-19 Ishaq Aden-Ali , Yeshwanth Cherapanamjeri , Abhishek Shetty , Nikita Zhivotovskiy

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

We consider the problem of estimating the mean of a sequence of random elements $f(X_1, \theta)$ $, \ldots, $ $f(X_n, \theta)$ where $f$ is a fixed scalar function, $S=(X_1, \ldots, X_n)$ are independent random variables, and $\theta$ is a…

Machine Learning · Computer Science 2023-02-14 Kyoungseok Jang , Kwang-Sung Jun , Ilja Kuzborskij , Francesco Orabona

Generalization is a central concept in machine learning theory, yet for quantum models, it is predominantly analyzed through uniform bounds that depend on a model's overall capacity rather than the specific function learned. These…