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 Statistical Learning




PAC-Bayes Analysis Beyond the Usual Bounds

Neural Information Processing Systems

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution is then used to make randomized predictions, and the high-level theme addressed here is guaranteeing the quality of predictions on examples that were not seen during training, i.e. generalization. In this setting the unknown quantity of interest is the expected risk of the data-dependent randomized predictor, for which upper bounds can be derived via a P AC-Bayes analysis, leading to P AC-Bayes bounds. Specifically, we present a basic P AC-Bayes inequality for stochastic kernels, from which one may derive extensions of various known P AC-Bayes bounds as well as novel bounds. We clarify the role of the requirements of fixed'data-free' priors, bounded losses, and i.i.d.


Ratio Trace Formulation of Wasserstein Discriminant Analysis

Neural Information Processing Systems

We reformulate the Wasserstein Discriminant Analysis (WDA) as a ratio trace problem and present an eigensolver-based algorithm to compute the discriminative subspace of WDA. This new formulation, along with the proposed algorithm, can be served as an efficient and more stable alternative to the original trace ratio formulation and its gradient-based algorithm. We provide a rigorous convergence analysis for the proposed algorithm under the self-consistent field framework, which is crucial but missing in the literature. As an application, we combine WDA with low-dimensional clustering techniques, such as K-means, to perform subspace clustering. Numerical experiments on real datasets show promising results of the ratio trace formulation of WDA in both classification and clustering tasks.







Relative Flatness and Generalization

Neural Information Processing Systems

Flatness of the loss curve is conjectured to be connected to the generalization ability of machine learning models, in particular neural networks.