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相关论文: Dimension-free PAC-Bayesian bounds for matrices, v…

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The multi-index model with sparse dimension reduction matrix is a popular approach to circumvent the curse of dimensionality in a high-dimensional regression setting. Building on the single-index analysis by Alquier, P. & Biau, G. (Journal…

统计理论 · 数学 2026-03-31 Maximilian F. Steffen

Linear Autoencoders (LAEs) have shown strong performance in state-of-the-art recommender systems. However, this success remains largely empirical, with limited theoretical understanding. In this paper, we investigate the generalizability --…

机器学习 · 统计学 2025-12-16 Ruixin Guo , Ruoming Jin , Xinyu Li , Yang Zhou

PAC-Bayes is a useful framework for deriving generalization bounds which was introduced by McAllester ('98). This framework has the flexibility of deriving distribution- and algorithm-dependent bounds, which are often tighter than…

机器学习 · 计算机科学 2021-09-06 Roi Livni , Shay Moran

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…

In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…

机器学习 · 统计学 2024-06-05 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

机器学习 · 统计学 2019-12-19 Matthew J. Holland

We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…

统计理论 · 数学 2014-01-06 Nate Strawn , Artin Armagan , Rayan Saab , Lawrence Carin , David Dunson

The choice of tuning parameters in Bayesian variable selection is a critical problem in modern statistics. In particular, for Bayesian linear regression with non-local priors, the scale parameter in the non-local prior density is an…

统计理论 · 数学 2019-02-25 Xuan Cao , Kshitij Khare , Malay Ghosh

We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…

概率论 · 数学 2011-05-16 Daniel Hsu , Sham M. Kakade , Tong Zhang

Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…

统计理论 · 数学 2026-03-03 Partha Sarkar , Kshitij Khare , Sanvesh Srivastava

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…

机器学习 · 统计学 2024-08-19 The Tien Mai

The ability of overparameterized deep networks to generalize well has been linked to the fact that stochastic gradient descent (SGD) finds solutions that lie in flat, wide minima in the training loss -- minima where the output of the…

机器学习 · 计算机科学 2019-06-03 Vaishnavh Nagarajan , J. Zico Kolter

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…

信息论 · 计算机科学 2025-08-26 Muhan Guan , Farhad Farokhi , Jingge Zhu

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

统计计算 · 统计学 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Manifold-valued parameters routinely arise in modern statistical applications such as in medical imaging, robotics, and computer vision, to name a few. While traditional Bayesian approaches are applicable to such settings by considering an…

统计方法学 · 统计学 2026-01-27 Rong Tang , Anirban Bhattacharya , Debdeep Pati , Yun Yang

Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…

概率论 · 数学 2013-12-11 Roberto Imbuzeiro Oliveira

A central challenge in understanding generalization is to obtain non-vacuous guarantees that go beyond worst-case complexity over data or weight space. Among existing approaches, PAC-Bayes bounds stand out as they can provide tight,…

机器学习 · 统计学 2025-10-01 Damien Rouchouse , Antoine Gonon , Rémi Gribonval , Benjamin Guedj

We consider the deviation inequalities for the sums of independent $d$ by $d$ random matrices, as well as rank one random tensors. Our focus is on the non-isotropic case and the bounds that do not depend explicitly on the dimension $d$, but…

概率论 · 数学 2022-05-27 Nikita Zhivotovskiy

We present a unified framework for deriving PAC-Bayesian generalization bounds. Unlike most previous literature on this topic, our bounds are anytime-valid (i.e., time-uniform), meaning that they hold at all stopping times, not only for a…

机器学习 · 统计学 2024-01-04 Ben Chugg , Hongjian Wang , Aaditya Ramdas

Recently the generalization error of deep neural networks has been analyzed through the PAC-Bayesian framework, for the case of fully connected layers. We adapt this approach to the convolutional setting.

机器学习 · 计算机科学 2018-04-24 Konstantinos Pitas , Mike Davies , Pierre Vandergheynst