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Conference Paper

PAC-Bayesian Generic Chaining


Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Audibert, J.-Y., & Bousquet, O. (2004). PAC-Bayesian Generic Chaining. In S. Thrun, L. Saul, & B. Schölkopf (Eds.), Advances in Neural Information Processing Systems 16: Proceedings of the 2003 Conference (pp. 1125-1132). Cambridge, MA, USA: MIT Press.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0013-D8F5-B
There exist many different generalization error bounds for classification. Each of these bounds contains an improvement over the others for certain situations. Our goal is to combine these different improvements into a single bound. In particular we combine the PAC-Bayes approach introduced by McAllester, which is interesting for averaging classifiers, with the optimal union bound provided by the generic chaining technique developed by Fernique and Talagrand. This combination is quite natural since the generic chaining is based on the notion of majorizing measures, which can be considered as priors on the set of classifiers, and such priors also arise in the PAC-bayesian setting.