Haddouche, M;
Guedj, B;
(2022)
Online PAC-Bayes Learning.
In:
Advances in Neural Information Processing Systems.
NeurIPS
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Abstract
Most PAC-Bayesian bounds hold in the batch learning setting where data is collected at once, prior to inference or prediction. This somewhat departs from many contemporary learning problems where data streams are collected and the algorithms must dynamically adjust. We prove new PAC-Bayesian bounds in this online learning framework, leveraging an updated definition of regret, and we revisit classical PAC-Bayesian results with a batch-to-online conversion, extending their remit to the case of dependent data. Our results hold for bounded losses, potentially non-convex, paving the way to promising developments in online learning.
| Type: | Proceedings paper |
|---|---|
| Title: | Online PAC-Bayes Learning |
| Event: | 36th Conference on Neural Information Processing Systems (NeurIPS 2022) |
| ISBN-13: | 9781713871088 |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://proceedings.neurips.cc/paper_files/paper/2... |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10173690 |
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