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Fast-rate PAC-Bayes Generalization Bounds via Shifted Rademacher Processes

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 نشر من قبل Jun Yang
 تاريخ النشر 2019
  مجال البحث الهندسة المعلوماتية
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The developments of Rademacher complexity and PAC-Bayesian theory have been largely independent. One exception is the PAC-Bayes theorem of Kakade, Sridharan, and Tewari (2008), which is established via Rademacher complexity theory by viewing Gibbs classifiers as linear operators. The goal of this paper is to extend this bridge between Rademacher complexity and state-of-the-art PAC-Bayesian theory. We first demonstrate that one can match the fast rate of Catonis PAC-Bayes bounds (Catoni, 2007) using shifted Rademacher processes (Wegkamp, 2003; Lecu{e} and Mitchell, 2012; Zhivotovskiy and Hanneke, 2018). We then derive a new fast-rate PAC-Bayes bound in terms of the flatness of the empirical risk surface on which the posterior concentrates. Our analysis establishes a new framework for deriving fast-rate PAC-Bayes bounds and yields new insights on PAC-Bayesian theory.

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