Tighter PAC-Bayes bounds through distribution-dependent priors

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Bibliographic Details
Title: Tighter PAC-Bayes bounds through distribution-dependent priors
Authors: Lever, Guy1 g.lever@cs.ucl.ac.uk, Laviolette, François2, Shawe-Taylor, John1
Source: Theoretical Computer Science. Feb2013, Vol. 473, p4-28. 25p.
Subjects: Mathematical bounds, Algorithms, Bayes' theorem, Stochastic matrices, Support vector machines, Mathematical regularization
Abstract: Abstract: We further develop the idea that the PAC-Bayes prior can be informed by the data-generating distribution. We use this framework to prove sharp risk bounds for stochastic exponential weights algorithms, and develop insights into controlling function class complexity in this method. In particular we consider controlling capacity with respect to the unknown geometry defined by the data-generating distribution. We also use the method to obtain new bounds for RKHS regularization schemes such as SVMs. [Copyright &y& Elsevier]
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Database: Engineering Source
Description
Abstract:Abstract: We further develop the idea that the PAC-Bayes prior can be informed by the data-generating distribution. We use this framework to prove sharp risk bounds for stochastic exponential weights algorithms, and develop insights into controlling function class complexity in this method. In particular we consider controlling capacity with respect to the unknown geometry defined by the data-generating distribution. We also use the method to obtain new bounds for RKHS regularization schemes such as SVMs. [Copyright &y& Elsevier]
ISSN:03043975
DOI:10.1016/j.tcs.2012.10.013