Generalization Error Bounds on Deep Learning with Markov Datasets
- URL: http://arxiv.org/abs/2201.11059v1
- Date: Thu, 23 Dec 2021 11:14:43 GMT
- Title: Generalization Error Bounds on Deep Learning with Markov Datasets
- Abstract summary: We derive upper bounds on generalization errors for deep neural networks with Markov datasets.
New symmetrization inequalities in high-dimensional probability for Markov chains is a key element in our extension.
- Score: 16.3460693863947
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this paper, we derive upper bounds on generalization errors for deep
neural networks with Markov datasets. These bounds are developed based on
Koltchinskii and Panchenko's approach for bounding the generalization error of
combined classifiers with i.i.d. datasets. The development of new
symmetrization inequalities in high-dimensional probability for Markov chains
is a key element in our extension, where the pseudo-spectral gap of the
infinitesimal generator of the Markov chain plays as a key parameter in these
inequalities. We also propose a simple method to convert these bounds and other
similar bounds on traditional deep learning and machine learning to Bayesian
counterparts for both i.i.d. and Markov datasets.
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