Asia
Toward Better PAC-Bayes Bounds for Uniformly Stable Algorithms Yunwen Lei 2
We give sharper bounds for uniformly stable randomized algorithms in a PAC-Bayesian framework, which improve the existing results by up to a factor of n (ignoring a log factor), where n is the sample size. The key idea is to bound the moment generating function of the generalization gap using concentration of weakly dependent random variables due to Bousquet et al (2020). We introduce an assumption of sub-exponential stability parameter, which allows a general treatment that we instantiate in two applications: stochastic gradient descent and randomized coordinate descent. Our results eliminate the requirement of strong convexity from previous results, and hold for non-smooth convex problems.
Is the Rat War Over?
Is the Rat War Over? In New York, a rat czar and new methods have brought down complaints. We may even be ready to appreciate the creatures. Rats were leaving Manhattan, hurrying across the bridges in single-file lines. Some went to Westchester, some to Brooklyn. It was the pandemic, and the rats, which had been living off the nourishing trash of New York's densest borough for generations, were as panicked about the closure of restaurants as we were. People were eating three meals a day at home, and the rats were hungry. At least that was the story going around.