Abstract : We propose a simplified proof process for PAC-Bayesian generalization bounds, that allows to divide the proof in four successive inequalities, easing the "customization" of PAC-Bayesian theorems. We also propose a family of PAC-Bayesian bounds based on the Rényi divergence between the prior and posterior distributions, whereas most PAC-Bayesian bounds are based on the Kullback-Leibler divergence. Finally, we present an empirical evaluation of the tightness of each inequality of the simplified proof, for both the classical PAC-Bayesian bounds and those based on the Rényi divergence.
https://hal.inria.fr/hal-01384783
Contributor : Pascal Germain <>
Submitted on : Thursday, October 20, 2016 - 3:07:50 PM Last modification on : Tuesday, September 22, 2020 - 3:47:44 AM
Luc Bégin, Pascal Germain, François Laviolette, Jean-Francis Roy. PAC-Bayesian Bounds based on the Rényi Divergence. International Conference on Artificial Intelligence and Statistics (AISTATS 2016), May 2016, Cadiz, Spain. ⟨hal-01384783⟩