Research map / Learning theory and algorithms / Kernels and regression theory
Improved PAC-Bayesian Bounds for Linear Regression
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace the Germain et al. squared-loss complexity term with the chi-squared-MGF-based term | PAC-Bayesian linear regression bound · Linear regression under the paper's i.i.d. Gaussian assumptions | generalization-error upper bound | Helped |
| Choose a temperature parameter that scales with sample size | Improved PAC-Bayesian linear regression bound · Linear regression under the paper's i.i.d. Gaussian assumptions | asymptotic generalization-error upper bound | Helped |
| Extend the bound to account for dependence using the minimum eigenvalue of the joint input covariance | PAC-Bayesian linear regression bound · Dependent Gaussian observations, including qualifying ARX time series | applicability of the generalization bound | Helped |
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