🤖 AI Summary
This work addresses the looseness of classical generalization bounds based on metric entropy for over-parameterized and singular models. It introduces, for the first time, a synthesis of singular learning theory with the PAC-Bayes framework, deriving a data-dependent, non-asymptotic, and tight generalization error bound by analyzing the marginal likelihood of the Gibbs posterior. The resulting bound adapts to both the underlying data structure and the intrinsic complexity of the model, and is analytically tractable in practical settings such as low-rank matrix completion and ReLU neural networks. This approach yields significantly sharper guarantees than traditional complexity-based bounds, offering more realistic finite-sample theoretical assurances for modern machine learning models.
📝 Abstract
We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical worst-case complexity bounds based on uniform laws of large numbers, which require explicit control of the model space in terms of metric entropy (integrals), our analysis yields posterior-averaged risk bounds that can be applied to overparameterized models and adapt to the data structure and the intrinsic model complexity. The bound involves a marginal-type integral over the parameter space, which we analyze using tools from singular learning theory to obtain explicit and practically meaningful characterizations of the posterior risk. Applications to low-rank matrix completion and ReLU neural network regression and classification show that the resulting bounds are analytically tractable and substantially tighter than classical complexity-based bounds. Our results highlight the potential of PAC-Bayes analysis for precise finite-sample generalization guarantees in modern overparameterized and singular models.