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

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

19 Sep 2017NeurIPS 2017 12arXiv:1709.06617archive 2025-07-28

Ben London

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-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. This inspires an adaptive sampling algorithm for SGD that optimizes the posterior at runtime. We analyze this algorithm in the context of our generalization bounds and evaluate it on a benchmark dataset. Our experiments demonstrate that adaptive sampling can reduce empirical risk faster than uniform sampling while also improving out-of-sample accuracy.

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Zymrael/PAC-Adasampling mentioned on GitHubpytorch report

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