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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for information-theoretic bounds

New bounds improve generalization in learning scenarios.

problem Limitations of existing information-theoretic bounds in SCO problems.
method Sample-conditioned hypothesis stability and neighboring-hypothesis matrix.
result Sharper generalization guarantees in various learning scenarios.

New tighter bounds for learning algorithms from Steinke & Zakynthinou's supersample setting.

problem Improving generalization bounds for machine learning algorithms.
method Information-theoretic approach using projected loss and Rademacher sequence.
result The new bounds are tighter than previous information-theoretic bounds.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

Study reveals mutual information is crucial for understanding algorithm performance in stochastic convex optimization.

problem Uncertainty in capturing the exceptional performance of learning algorithms using existing information-theoretic generalization bounds.
method Examined the relationship between mutual information and generalization in stochastic convex optimization.
result Mutual information is necessary for true risk minimization in stochastic convex optimization, indicating existing bounds fall short.

We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate the per-period performance of the agent with its information gain about the enviro…

2019-11-21abs ↗pdf ↗

Unified framework for information-theoretic bounds on learning algorithms.

problem Deriving generalization bounds for learning algorithms.
method Probabilistic decorrelation lemma, symmetrization, couplings, chaining, Young's inequality.
result New upper bounds on generalization error in expectation and high probability.

Optimizes SGLD noise structure for better generalization bounds.

problem Improving generalization bounds for large models trained with SGLD.
method Manipulates the noise structure in SGLD to optimize information-theoretical bounds.
result Optimal noise covariance is the square root of the expected gradient covariance under certain constraints.

Novel bounds for SGLD show generalization error decreases with more samples.

problem Understanding the generalization error of SGLD in non-convex optimization.
method Information-theoretic approach focusing on Kullback-Leibler divergence and sub-exponential loss function.
result Time-independent generalization bounds for SGLD, independent of step size and number of iterations.

The paper sets information-theoretic lower bounds for neural networks' parameter recovery and excess risk.

problem Establishing sample complexity lower bounds for neural network parameters and excess risk.
method Using information-theoretic tools, the paper proves lower bounds by constructing a generative network.
result Proves information-theoretic lower bounds for exact parameter recovery and positive excess risk.

This work improves generalisation bounds using chaining and information theory.

problem Improving generalisation bounds for supervised learning algorithms.
method Developed a theoretical framework linking generalisation bounds to their chained counterparts, derived new bounds using Wasserstein distance.
result Chained generalisation bounds can be tighter than standard bounds, especially for concentrated hypothesis distributions.

Study on maximizing submodular functions with limited updates, achieving tight bounds and poly-time algorithms.

problem Online submodular maximization with constant recourse.
method Information-theoretic bounds and poly-time randomized algorithms.
result Achieved tight bounds of 2/3 and 3/4 for general and coverage functions, respectively, with a 0.51 approximation.

New information-theoretic bounds improve machine learning generalization.

problem Improving machine learning generalization beyond traditional complexity-based methods.
method Introducing bounds using Wasserstein distance and structured methods to incorporate geometry and individual data dependence.
result Established connections between different bounds and introduced new tighter bounds for various loss functions.

This paper tightens information-theoretic bounds on generalization errors.

problem Understanding the discrepancy between training and testing data losses.
method Investigates the tightness of information-theoretic bounds on generalization error.
result The individual sample mutual information bound can be asymptotically tight under specific assumptions.

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class labels. Practical methods are forced to rely on approximations due to the diffi…

2016-06-09abs ↗pdf ↗

The paper develops a theory for identifying the best arm in non-parametric multi-armed bandits with a fixed budget.

problem Identifying the best arm in non-parametric multi-armed bandits with a limited number of trials.
method The paper proposes upper and lower bounds on the average log-probability of misidentification using information-theoretic quantities and a refined analysis of the successive-rejects strategy.
result The paper provides new upper and lower bounds on the average log-probability of misidentification, which generalize existing bounds.

This paper improves DNN generalization by accurately estimating mutual information.

problem Intractability of estimating mutual information in DNNs.
method Introduces a probabilistic representation of DNNs to accurately estimate mutual information.
result Derives a tighter generalization bound than previous relaxations.

Proposes a new bound on generalization error using conditional mutual information.

problem Improving the generalization error bound in machine learning.
method Combines error decomposition and conditional mutual information techniques.
result New bound is order-wise better than previous ones in a simple Gaussian setting.

Framework for understanding overfitting and underfitting using information theory.

problem Understanding and preventing overfitting and underfitting in machine learning.
method Information-theoretic framework measuring algorithm capacity and dataset information transfer.
result Upper-bounding algorithm capacity and establishing its relationship to machine learning quantities.

Improved robust regression with clean covariates achieves better rates than Huber's model.

problem Robust regression under adaptive contamination of responses with clean covariates.
method Exploiting clean covariates to construct an estimator achieving better rates than Huber's model.
result Improved estimation rate even with constant contamination, achieving consistency.

Proposes a new information-theoretic framework for analyzing deep neural networks.

problem Difficulty in analyzing deep neural networks using existing theoretical frameworks.
method Introduces an information-theoretic framework with new notions of regret and sample complexity.
result Establishes sample complexity bounds for deep neural networks that are width-independent and linear in depth.

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

The paper explores the information-theoretic nature of excess risk in machine learning.

problem Understanding the excess risk in machine learning models.
method Formulates the minimax excess risk as a zero-sum game and modifies it to allow swapping of the order of play.
result Proves that under certain conditions, the duality gap is zero, allowing for the application of Bayesian results to provide bounds on minimax excess risk.

Study OOD generalization in meta-reinforcement learning using information theory.

problem Understanding how meta-reinforcement learning handles distribution shifts.
method Information-theoretic analysis of Markov Decision Processes and gradient-based algorithms.
result Established fine-grained generalization bounds for meta-reinforcement learning.