Article ; Online: PAC-Bayes Unleashed
Entropy, Vol 23, Iss 1330, p
Generalisation Bounds with Unbounded Losses
2021 Volume 1330
Abstract: We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on supervised learning ... ...
Abstract | We present new PAC-Bayesian generalisation bounds for learning problems with unbounded loss functions. This extends the relevance and applicability of the PAC-Bayes learning framework, where most of the existing literature focuses on supervised learning problems with a bounded loss function (typically assumed to take values in the interval [0;1]). In order to relax this classical assumption, we propose to allow the range of the loss to depend on each predictor. This relaxation is captured by our new notion of HYPothesis-dependent rangE (HYPE). Based on this, we derive a novel PAC-Bayesian generalisation bound for unbounded loss functions, and we instantiate it on a linear regression problem. To make our theory usable by the largest audience possible, we include discussions on actual computation, practicality and limitations of our assumptions. |
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Keywords | statistical learning theory ; PAC-Bayes ; generalisation bounds ; Science ; Q ; Astrophysics ; QB460-466 ; Physics ; QC1-999 |
Subject code | 006 |
Language | English |
Publishing date | 2021-10-01T00:00:00Z |
Publisher | MDPI AG |
Document type | Article ; Online |
Database | BASE - Bielefeld Academic Search Engine (life sciences selection) |
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