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Improved PAC-Bayesian Bounds for Linear Regression

AAAI 2020 · Learning theory and algorithms › Kernels and regression theory · approach: PAC-Bayes bounds · 6 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace the Germain et al. squared-loss complexity term with the chi-squared-MGF-based termPAC-Bayesian linear regression bound · Linear regression under the paper's i.i.d. Gaussian assumptionsgeneralization-error upper boundHelped
Choose a temperature parameter that scales with sample sizeImproved PAC-Bayesian linear regression bound · Linear regression under the paper's i.i.d. Gaussian assumptionsasymptotic generalization-error upper boundHelped
Extend the bound to account for dependence using the minimum eigenvalue of the joint input covariancePAC-Bayesian linear regression bound · Dependent Gaussian observations, including qualifying ARX time seriesapplicability of the generalization boundHelped

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