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Chained generalisation bounds

Abstract:

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between generalisation bounds based on the regularity of the loss function, and their chained counterparts, which can be obtained by lifting the regularity assumption from the loss onto its gradient. This allows us to re-derive the chaining mutual information bound from t...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publication website:
https://proceedings.mlr.press/v178/clerico22a.html

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Jesus College
Role:
Author
ORCID:
0000-0002-0821-4607
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Publisher:
Proceedings of Machine Learning Research Publisher's website
Series:
Proceedings of Machine Learning Research
Series number:
178
Pages:
4212-4257
Publication date:
2022-06-28
Acceptance date:
2022-05-07
Event title:
35th Annual Conference on Learning Theory (COLT 2022)
Event location:
London
Event website:
http://learningtheory.org/colt2022/
Event start date:
2022-07-02
Event end date:
2022-07-05
ISSN:
2640-3498
Language:
English
Keywords:
Pubs id:
1282361
Local pid:
pubs:1282361
Deposit date:
2022-10-11

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