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The goal of machine learning is to find models that minimize prediction error on data that has not yet been seen. Its operational paradigm assumes access to a dataset $S$ and articulates a scheme for evaluating how well a given model…

Machine Learning · Computer Science 2026-04-22 Maxim Raginsky , Benjamin Recht

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…

Machine Learning · Computer Science 2016-08-19 Elad Mezuman , Yair Weiss

Numbers and numerical vectors account for a large portion of data. However, recently the amount of string data generated has increased dramatically. Consequently, classifying string data is a common problem in many fields. The most widely…

Machine Learning · Statistics 2016-02-24 Hitoshi Koyano , Morihiro Hayashida , Tatsuya Akutsu

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

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

We examine theoretical properties of the denoising score matching estimate. We model the density of observations with a nonparametric Gaussian mixture. We significantly relax the standard manifold assumption allowing the samples step away…

Machine Learning · Computer Science 2026-01-01 Konstantin Yakovlev , Nikita Puchkin

To assess generalization, machine learning scientists typically either (i) bound the generalization gap and then (after training) plug in the empirical risk to obtain a bound on the true risk; or (ii) validate empirically on holdout data.…

Machine Learning · Computer Science 2021-11-09 Saurabh Garg , Sivaraman Balakrishnan , J. Zico Kolter , Zachary C. Lipton

Since the celebrated works of Russo and Zou (2016,2019) and Xu and Raginsky (2017), it has been well known that the generalization error of supervised learning algorithms can be bounded in terms of the mutual information between their input…

Machine Learning · Statistics 2022-07-20 Gábor Lugosi , Gergely Neu

A lower bound on the minimum error probability for multihypothesis testing is established. The bound, which is expressed in terms of the cumulative distribution function of the tilted posterior hypothesis distribution given the observation…

Information Theory · Computer Science 2011-07-19 Po-Ning Chen , Fady Alajaji

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose…

Machine Learning · Statistics 2020-10-21 Ishaq Aden-Ali , Hassan Ashtiani , Gautam Kamath

We study in this paper lower bounds for the generalization error of models derived from multi-layer neural networks, in the regime where the size of the layers is commensurate with the number of samples in the training data. We show that…

Machine Learning · Statistics 2022-07-08 Inbar Seroussi , Ofer Zeitouni

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

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

We present a framework to derive bounds on the test loss of randomized learning algorithms for the case of bounded loss functions. Drawing from Steinke & Zakynthinou (2020), this framework leads to bounds that depend on the conditional…

Machine Learning · Computer Science 2021-03-11 Fredrik Hellström , Giuseppe Durisi

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

In this paper, we derive upper bounds on generalization errors for deep neural networks with Markov datasets. These bounds are developed based on Koltchinskii and Panchenko's approach for bounding the generalization error of combined…

Machine Learning · Statistics 2022-10-13 Lan V. Truong

Chebyshev's inequality provides an upper bound on the tail probability of a random variable based on its mean and variance. While tight, the inequality has been criticized for only being attained by pathological distributions that abuse the…

Optimization and Control · Mathematics 2020-10-16 Ernst Roos , Ruud Brekelmans , Wouter van Eekelen , Dick den Hertog , Johan van Leeuwaarden

Meta-learning, or "learning to learn", refers to techniques that infer an inductive bias from data corresponding to multiple related tasks with the goal of improving the sample efficiency for new, previously unobserved, tasks. A key…

Machine Learning · Computer Science 2021-02-24 Sharu Theresa Jose , Osvaldo Simeone

In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for subagged estimators, both for classification and regressor. General loss functions and class of predictors with both…

Machine Learning · Statistics 2010-11-24 Matthieu CORNEC