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This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the…

Machine Learning · Computer Science 2024-04-12 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafal Wisniewski , Mihaly Petreczky

Application of deep neural networks to medical imaging tasks has in some sense become commonplace. Still, a "thorn in the side" of the deep learning movement is the argument that deep networks are prone to overfitting and are thus unable to…

Machine Learning · Computer Science 2021-07-12 Anthony Sicilia , Xingchen Zhao , Anastasia Sosnovskikh , Seong Jae Hwang

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

We give a general recipe for derandomising PAC-Bayesian bounds using margins, with the critical ingredient being that our randomised predictions concentrate around some value. The tools we develop straightforwardly lead to margin bounds for…

Machine Learning · Computer Science 2022-02-24 Felix Biggs , Benjamin Guedj

We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…

Machine Learning · Statistics 2023-01-02 Ron Amit , Baruch Epstein , Shay Moran , Ron Meir

We give a novel, unified derivation of conditional PAC-Bayesian and mutual information (MI) generalization bounds. We derive conditional MI bounds as an instance, with special choice of prior, of conditional MAC-Bayesian (Mean Approximately…

Machine Learning · Computer Science 2021-06-18 Peter Grünwald , Thomas Steinke , Lydia Zakynthinou

We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on…

Machine Learning · Statistics 2021-12-16 Maxime Haddouche , Benjamin Guedj , Omar Rivasplata , John Shawe-Taylor

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 present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

We present a novel analysis of the expected risk of weighted majority vote in multiclass classification. The analysis takes correlation of predictions by ensemble members into account and provides a bound that is amenable to efficient…

Machine Learning · Computer Science 2020-12-18 Andrés R. Masegosa , Stephan S. Lorenzen , Christian Igel , Yevgeny Seldin

A learning method is self-certified if it uses all available data to simultaneously learn a predictor and certify its quality with a tight statistical certificate that is valid on unseen data. Recent work has shown that neural network…

Machine Learning · Computer Science 2021-12-13 Maria Perez-Ortiz , Omar Rivasplata , Emilio Parrado-Hernandez , Benjamin Guedj , John Shawe-Taylor

PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…

Machine Learning · Statistics 2024-08-19 The Tien Mai

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

Meta learning automatically infers an inductive bias, that includes the hyperparameter of the base-learning algorithm, by observing data from a finite number of related tasks. This paper studies PAC-Bayes bounds on meta generalization gap.…

Machine Learning · Computer Science 2022-06-14 Arezou Rezazadeh

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

By leveraging experience from previous tasks, meta-learning algorithms can achieve effective fast adaptation ability when encountering new tasks. However it is unclear how the generalization property applies to new tasks. Probably…

Machine Learning · Computer Science 2021-02-09 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

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

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

Generalization bounds for deep learning models are typically vacuous, not computable or restricted to specific model classes. In this paper, we tackle these issues by providing new disagreement-based certificates for the gap between the…

Machine Learning · Computer Science 2026-02-27 Mathieu Bazinet , Valentina Zantedeschi , Pascal Germain