相关论文: Stability-based Generalization Bounds for Variatio…

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…

Gaussian distributions are widely used in Bayesian variational inference to approximate intractable posterior densities, but the ability to accommodate skewness can improve approximation accuracy significantly, when data or prior…

Topic models are Bayesian models that are frequently used to capture the latent structure of certain corpora of documents or images. Each data element in such a corpus (for instance each item in a collection of scientific articles) is…

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

Variational inference is a powerful approach for approximate posterior inference. However, it is sensitive to initialization and can be subject to poor local optima. In this paper, we develop proximity variational inference (PVI). PVI is a…

Variational inference (VI) has become the method of choice for fitting many modern probabilistic models. However, practitioners are faced with a fragmented literature that offers a bewildering array of algorithmic options. First, the…

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…

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

We propose an optimization algorithm for Variational Inference (VI) in complex models. Our approach relies on natural gradient updates where the variational space is a Riemann manifold. We develop an efficient algorithm for Gaussian…

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Bayesian inference and Gaussian processes are widely used in applications ranging from robotics and control to biological systems. Many of these applications are safety-critical and require a characterization of the uncertainty associated…

Variational Bayes (VB) has been used to facilitate the calculation of the posterior distribution in the context of Bayesian inference of the parameters of nonlinear models from data. Previously an analytical formulation of VB has been…

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are…

Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…

Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…

Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned from independently and identically distributed (IID) data, and it is particularly so for margin classifiers: there have been recent contributions…

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

Modern neural networks are highly overparameterized, with capacity to substantially overfit to training data. Nevertheless, these networks often generalize well in practice. It has also been observed that trained networks can often be…

Multiclass neural networks are a common tool in modern unsupervised domain adaptation, yet an appropriate theoretical description for their non-uniform sample complexity is lacking in the adaptation literature. To fill this gap, we propose…