Still No Free Lunches: The Price to Pay for Tighter PAC-Bayes Bounds

Autor: Benjamin Guedj, Louis Pujol
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Entropy, Vol 23, Iss 11, p 1529 (2021)
Druh dokumentu: article
ISSN: 1099-4300
DOI: 10.3390/e23111529
Popis: “No free lunch” results state the impossibility of obtaining meaningful bounds on the error of a learning algorithm without prior assumptions and modelling, which is more or less realistic for a given problem. Some models are “expensive” (strong assumptions, such as sub-Gaussian tails), others are “cheap” (simply finite variance). As it is well known, the more you pay, the more you get: in other words, the most expensive models yield the more interesting bounds. Recent advances in robust statistics have investigated procedures to obtain tight bounds while keeping the cost of assumptions minimal. The present paper explores and exhibits what the limits are for obtaining tight probably approximately correct (PAC)-Bayes bounds in a robust setting for cheap models.
Databáze: Directory of Open Access Journals
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