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 Statistical Learning


A PAC-Bayesian Analysis of Randomized Learning with Application to Stochastic Gradient Descent

Neural Information Processing Systems

We study the generalization error of randomized learning algorithms--focusing on stochastic gradient descent (SGD)--using a novel combination of P AC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all posterior distributions on an algorithm's random hyperparameters, including distributions that depend on the training data.