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Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

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

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

We study the issue of PAC-Bayesian domain adaptation: We want to learn, from a source domain, a majority vote model dedicated to a target one. Our theoretical contribution brings a new perspective by deriving an upper-bound on the target…

Machine Learning · Statistics 2016-07-27 Pascal Germain , Amaury Habrard , François Laviolette , Emilie Morvant

Data-driven algorithms can adapt their internal structure or parameters to inputs from unknown application-specific distributions, by learning from a training sample of inputs. Several recent works have applied this approach to problems in…

Machine Learning · Computer Science 2022-06-17 Peter Bartlett , Piotr Indyk , Tal Wagner

Many practical machine learning tasks can be framed as Structured prediction problems, where several output variables are predicted and considered interdependent. Recent theoretical advances in structured prediction have focused on…

Machine Learning · Computer Science 2020-12-22 Théophile Cantelobre , Benjamin Guedj , María Pérez-Ortiz , John Shawe-Taylor

This paper provides statistical guarantees on the accuracy of dynamical models learned from dependent data sequences. Specifically, we develop uniform error bounds that apply to quantized models and imperfect optimization algorithms…

Machine Learning · Computer Science 2026-02-18 Abdelkader Metakalard , Fabien Lauer , Kevin Colin , Marion Gilson

The PAC-Bayesian framework has significantly advanced the understanding of statistical learning, particularly for majority voting methods. Despite its successes, its application to multi-view learning -- a setting with multiple…

Machine Learning · Computer Science 2025-10-15 Mehdi Hennequin , Abdelkrim Zitouni , Khalid Benabdeslem , Haytham Elghazel , Yacine Gaci

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

Deep learning is renowned for its theory-practice gap, whereby principled theory typically fails to provide much beneficial guidance for implementation in practice. This has been highlighted recently by the benign overfitting phenomenon:…

Machine Learning · Statistics 2023-11-14 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization…

Machine Learning · Statistics 2015-01-14 Pascal Germain , Amaury Habrard , Francois Laviolette , Emilie Morvant

This paper presents four theoretical contributions that improve the usability of risk certificates for neural networks based on PAC-Bayes bounds. First, two bounds on the KL divergence between Bernoulli distributions enable the derivation…

Machine Learning · Computer Science 2025-11-12 Diego García-Pérez , Emilio Parrado-Hernández , John Shawe-Taylor

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

We investigate the cold posterior effect through the lens of PAC-Bayes generalization bounds. We argue that in the non-asymptotic setting, when the number of training samples is (relatively) small, discussions of the cold posterior effect…

Machine Learning · Computer Science 2022-06-23 Konstantinos Pitas , Julyan Arbel

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

Monotone learning describes learning processes in which expected performance consistently improves as the amount of training data increases. However, recent studies challenge this conventional wisdom, revealing significant gaps in the…

Machine Learning · Computer Science 2025-05-22 Ming Li , Chenyi Zhang , Qin Li

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

Understanding generalization is crucial to confidently engineer and deploy machine learning models, especially when deployment implies a shift in the data domain. For such domain adaptation problems, we seek generalization bounds which are…

Machine Learning · Computer Science 2023-03-16 Adam Breitholtz , Fredrik D. Johansson

We present new fast-rate PAC-Bayesian generalization bounds for multi-task and meta-learning in the unbalanced setting, i.e. when the tasks have training sets of different sizes, as is typically the case in real-world scenarios. Previously,…

Machine Learning · Computer Science 2025-10-28 Hossein Zakerinia , Christoph H. Lampert

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