PAC-Bayes, MAC-Bayes and Conditional Mutual Information: Fast rate
bounds that handle general VC classes
- URL: http://arxiv.org/abs/2106.09683v1
- Date: Thu, 17 Jun 2021 17:35:29 GMT
- Title: PAC-Bayes, MAC-Bayes and Conditional Mutual Information: Fast rate
bounds that handle general VC classes
- Authors: Peter Gr\"unwald, Thomas Steinke, Lydia Zakynthinou
- Abstract summary: We give a novel, unified derivation of conditional PAC-Bayesian and mutual information (MI) generalization bounds.
We get nontrivial PAC-Bayes and MI-style bounds for general VC classes, something recently shown to be impossible with standard PAC-Bayesian/MI bounds.
- Score: 17.544630217945333
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We give a novel, unified derivation of conditional PAC-Bayesian and mutual
information (MI) generalization bounds. We derive conditional MI bounds as an
instance, with special choice of prior, of conditional MAC-Bayesian (Mean
Approximately Correct) bounds, itself derived from conditional PAC-Bayesian
bounds, where `conditional' means that one can use priors conditioned on a
joint training and ghost sample. This allows us to get nontrivial PAC-Bayes and
MI-style bounds for general VC classes, something recently shown to be
impossible with standard PAC-Bayesian/MI bounds. Second, it allows us to get
faster rates of order $O \left(({\text{KL}}/n)^{\gamma}\right)$ for $\gamma >
1/2$ if a Bernstein condition holds and for exp-concave losses (with
$\gamma=1$), which is impossible with both standard PAC-Bayes generalization
and MI bounds. Our work extends the recent work by Steinke and Zakynthinou
[2020] who handle MI with VC but neither PAC-Bayes nor fast rates, the recent
work of Hellstr\"om and Durisi [2020] who extend the latter to the PAC-Bayes
setting via a unifying exponential inequality, and Mhammedi et al. [2019] who
initiated fast rate PAC-Bayes generalization error bounds but handle neither MI
nor general VC classes.
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