510 research outputs found
PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
We develop a coherent framework for integrative simultaneous analysis of the
exploration-exploitation and model order selection trade-offs. We improve over
our preceding results on the same subject (Seldin et al., 2011) by combining
PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a
combination is also of independent interest for studies of multiple
simultaneously evolving martingales.Comment: On-line Trading of Exploration and Exploitation 2 - ICML-2011
workshop. http://explo.cs.ucl.ac.uk/workshop
A review of domain adaptation without target labels
Domain adaptation has become a prominent problem setting in machine learning
and related fields. This review asks the question: how can a classifier learn
from a source domain and generalize to a target domain? We present a
categorization of approaches, divided into, what we refer to as, sample-based,
feature-based and inference-based methods. Sample-based methods focus on
weighting individual observations during training based on their importance to
the target domain. Feature-based methods revolve around on mapping, projecting
and representing features such that a source classifier performs well on the
target domain and inference-based methods incorporate adaptation into the
parameter estimation procedure, for instance through constraints on the
optimization procedure. Additionally, we review a number of conditions that
allow for formulating bounds on the cross-domain generalization error. Our
categorization highlights recurring ideas and raises questions important to
further research.Comment: 20 pages, 5 figure
A New PAC-Bayesian Perspective on Domain Adaptation
We study the issue of PAC-Bayesian domain adaptation: We want to learn, from
a source domain, a majority vote model dedicated to a target one. Our
theoretical contribution brings a new perspective by deriving an upper-bound on
the target risk where the distributions' divergence---expressed as a
ratio---controls the trade-off between a source error measure and the target
voters' disagreement. Our bound suggests that one has to focus on regions where
the source data is informative.From this result, we derive a PAC-Bayesian
generalization bound, and specialize it to linear classifiers. Then, we infer a
learning algorithmand perform experiments on real data.Comment: Published at ICML 201
A PAC-Bayesian Analysis of Co-clustering, Graph Clustering, and Pairwise Clustering
We review briefly the PAC-Bayesian analysis of co-clustering (Seldin and Tishby, 2008, 2009, 2010), which provided generalization guarantees and regularization terms absent in the preceding formulations of this problem and achieved state-of-the-art prediction results in MovieLens collaborative filtering task. Inspired by this analysis we formulate weighted graph clustering1 as a prediction problem: given a subset of edge weights we analyze the ability of graph clustering to predict the remaining edge weights. This formulation enables practical and theoretical comparison of different approaches to graph clustering as well as comparison of graph clustering with other possible ways to model the graph. Following the lines of (Seldin and Tishby, 2010) we derive PAC-Bayesian generalization bounds for graph clustering. The bounds show that graph clustering should optimize a trade-off between empirical data fit and the mutual information that clusters preserve on the graph nodes. A similar trade-off derived from information-theoretic considerations was already shown to produce state-of-the-art results in practice (Slonim et al., 2005; Yom-Tov and Slonim, 2009). This paper supports the empirical evidence by providing a better theoretical foundation, suggesting formal generalization guarantees, and offering a more accurate way to deal with finite sample issues
PAC-Bayesian Inequalities for Martingales
We present a set of high-probability inequalities that control the
concentration of weighted averages of multiple (possibly uncountably many)
simultaneously evolving and interdependent martingales. Our results extend the
PAC-Bayesian analysis in learning theory from the i.i.d. setting to martingales
opening the way for its application to importance weighted sampling,
reinforcement learning, and other interactive learning domains, as well as many
other domains in probability theory and statistics, where martingales are
encountered.
We also present a comparison inequality that bounds the expectation of a
convex function of a martingale difference sequence shifted to the [0,1]
interval by the expectation of the same function of independent Bernoulli
variables. This inequality is applied to derive a tighter analog of
Hoeffding-Azuma's inequality
Generalization Bounds: Perspectives from Information Theory and PAC-Bayes
A fundamental question in theoretical machine learning is generalization.
Over the past decades, the PAC-Bayesian approach has been established as a
flexible framework to address the generalization capabilities of machine
learning algorithms, and design new ones. Recently, it has garnered increased
interest due to its potential applicability for a variety of learning
algorithms, including deep neural networks. In parallel, an
information-theoretic view of generalization has developed, wherein the
relation between generalization and various information measures has been
established. This framework is intimately connected to the PAC-Bayesian
approach, and a number of results have been independently discovered in both
strands. In this monograph, we highlight this strong connection and present a
unified treatment of generalization. We present techniques and results that the
two perspectives have in common, and discuss the approaches and interpretations
that differ. In particular, we demonstrate how many proofs in the area share a
modular structure, through which the underlying ideas can be intuited. We pay
special attention to the conditional mutual information (CMI) framework;
analytical studies of the information complexity of learning algorithms; and
the application of the proposed methods to deep learning. This monograph is
intended to provide a comprehensive introduction to information-theoretic
generalization bounds and their connection to PAC-Bayes, serving as a
foundation from which the most recent developments are accessible. It is aimed
broadly towards researchers with an interest in generalization and theoretical
machine learning.Comment: 222 page
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