Uniform Generalization Bounds on Data-Dependent Hypothesis Sets via PAC-Bayesian Theory on Random Sets (2404.17442v2)

Abstract: We propose data-dependent uniform generalization bounds by approaching the problem from a PAC-Bayesian perspective. We first apply the PAC-Bayesian framework on "random sets" in a rigorous way, where the training algorithm is assumed to output a data-dependent hypothesis set after observing the training data. This approach allows us to prove data-dependent bounds, which can be applicable in numerous contexts. To highlight the power of our approach, we consider two main applications. First, we propose a PAC-Bayesian formulation of the recently developed fractal-dimension-based generalization bounds. The derived results are shown to be tighter and they unify the existing results around one simple proof technique. Second, we prove uniform bounds over the trajectories of continuous Langevin dynamics and stochastic gradient Langevin dynamics. These results provide novel information about the generalization properties of noisy algorithms.

• The paper derives uniform generalization bounds for LD and SGLD by extending the PAC-Bayesian framework to random sets generated by stochastic processes.
• It applies Girsanov's theorem to compute the KL divergence between trajectory distributions, linking expected squared gradients to the smoothness of the loss landscape.
• The findings clarify algorithm behavior and guide hyperparameter trade-offs, offering theoretical insights for both Bayesian learning and deep learning applications.

Uniform Generalization Bounds for Langevin Dynamics and Stochastic Gradient Langevin Dynamics

Introduction

Providing theoretical guarantees for stochastic optimization algorithms like Langevin Dynamics (LD) and Stochastic Gradient Langevin Dynamics (SGLD) has attracted significant interest due to their widespread use in Bayesian learning and deep learning. These algorithms incorporate randomness directly into the optimization process, which theoretically aids in escaping local minima and helps in exploring the model’s parameter space more thoroughly. However, the stochastic nature of these algorithms introduces complexities when deriving guarantees for their generalization performance.

PAC-Bayesian Framework for Random Sets

We approach the analysis by extending PAC-Bayesian theory to accommodate random sets generated by stochastic processes like LD and SGLD. Traditionally, PAC-Bayesian bounds provide guarantees for randomized classifiers by comparing the empirical risk under the training data distribution to the expected risk under a prior distribution. We redefine this in the context of stochastic processes by considering the generated trajectories as random sets. The training algorithm determines a distribution over these trajectories conditioned on the training data.

Girsanov's Theorem and KL Divergence

A crucial step in deriving these bounds involves calculating the Kullback-Leibler (KL) divergence between the trajectory distribution induced by the training data and a reference (prior) trajectory distribution. Using Girsanov's theorem, we express the KL divergence explicitly for continuous Langevin dynamics, which involves the gradient of the loss function along the trajectories. This divergence quantifies the "distance" in behavior between the trajectory distributions due to training and the reference model, providing a handle on the complexity of learning.

Uniform Generalization Bounds

We derive uniform generalization bounds that quantify how the worst-case deviation of the empirical risk from the true risk behaves across the trajectory of the stochastic process. These bounds depend on:

1. The KL divergence, reflecting the sensitivity of the trajectory distribution to the training data.
2. The Rademacher complexity of the process, which provides a measure of the capacity of the space of trajectories.

For both LD and SGLD, the bounds involve an analysis of the expected squared gradient norms along the trajectories. In the case of the LD under a Brownian prior, the bound simplifies to a form involving the integral of expected squared gradients, linking directly to the "smoothness" properties of the loss landscape explored by the dynamics.

Implications and Theoretical Insights

1. Generalization Performance: The derived bounds provide insights into the factors influencing the generalization performance of LD and SGLD. They highlight the role of the algorithm's inherent noise (through the parameter β) and the trajectory's smoothness in mitigating overfitting.
2. Algorithmic Behavior: By quantifying how the distribution of trajectories diverges from a simple stochastic process (like Brownian motion), the analysis sheds light on the algorithmic behavior in navigating the loss landscape.
3. Practical Relevance: While theoretical, these bounds offer a framework for understanding the trade-offs in hyper-parameter settings (like the learning rate and noise level) that could potentially guide practical implementations of LD and SGLD in machine learning applications.

Future Directions

Further research could involve refining these bounds under weaker assumptions, perhaps relaxing the Lipschitz continuity of the loss functions or incorporating other types of prior distributions to better capture the behaviors observed in practical deep learning scenarios. Moreover, extending these analyses to discrete settings explicitly and deriving bounds for other variants of stochastic gradient dynamics are potential areas for future exploration.

These uniform generalization bounds pave the way for a deeper theoretical understanding of stochastic gradient-based algorithms, crucial for both enhancing their performance in practical applications and providing a robust theoretical foundation for their use in complex machine learning tasks.