UCL  IRIS
Institutional Research Information Service
UCL Logo
Please report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your Research Finance Administrator. Your can find your Research Finance Administrator at https://www.ucl.ac.uk/finance/research/rs-contacts.php by entering your department
Please report any queries concerning the student data shown on the profile page to:

Email: portico-services@ucl.ac.uk

Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
Publication Detail
PAC-Bayesian Computation
  • Publication Type:
    Thesis/Dissertation
  • Authors:
    Rivasplata O
  • Date awarded:
    2022
  • Pagination:
    1, 123
  • Awarding institution:
    University College London
  • Language:
    English
Abstract
Risk bounds, which are also called generalisation bounds in the statistical learning literature, are important objects of study because they give some information on the expected error that a predictor may incur on randomly chosen data points. In classical statistical learning, the analyses focus on individual hypotheses, and the aim is deriving risk bounds that are valid for the data-dependent hypothesis output by some learning method. Often, however, such risk bounds are valid uniformly over a hypothesis class, which is a consequence of the methods used to derive them, namely the theory of uniform convergence of empirical processes. This is a source of looseness of these classical kinds of bounds which has lead to debates and criticisms, and motivated the search of alternative methods to derive tighter bounds. The PAC-Bayes analysis focuses on distributions over hypotheses and randomised predictors defined by such distributions. Other prediction schemes can be devised based on a distribution over hypotheses, however, the randomised predictor is a typical starting point. Lifting the analysis to distributions over hypotheses, rather than individual hypotheses, makes available sharp analysis tools, which arguably account for the tightness of PAC-Bayes bounds. Two main uses of PAC-Bayes bounds are (1) risk certification, and (2) cost function derivation. The first consists of evaluating numerical risk certificates for the distributions over hypotheses learned by some method, while the second consists of turning a PAC-Bayes bound into a training objective, to learn a distribution by minimising the bound. This thesis revisits both kinds of uses of PAC-Bayes bounds. We contribute results on certifying the risk of randomised kernel and neural network classifiers, adding evidence to the success of PAC-Bayes bounds at delivering tight certificates. This thesis proposes the name “PAC-Bayesian Computation” as a generic name to encompass the class of methods that learn a distribution over hypotheses by minimising a PAC-Bayes bound (i.e. the second use case described above: cost function derivation), and reports an interesting case of PAC-Bayesian Computation leading to self-certified learning: we develop a learning and certification strategy that uses all the available data to produce a predictor together with a tight risk certificate, as demonstrated with randomised neural network classifiers on two benchmark data sets (MNIST, CIFAR-10).
Publication data is maintained in RPS. Visit https://rps.ucl.ac.uk
 More search options
UCL Researchers
Author
Dept of Statistical Science
University College London - Gower Street - London - WC1E 6BT Tel:+44 (0)20 7679 2000

© UCL 1999–2011

Search by