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2021 | OriginalPaper | Chapter

Self-bounding Majority Vote Learning Algorithms by the Direct Minimization of a Tight PAC-Bayesian C-Bound

Authors : Paul Viallard, Pascal Germain, Amaury Habrard, Emilie Morvant

Published in: Machine Learning and Knowledge Discovery in Databases. Research Track

Publisher: Springer International Publishing

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Abstract

In the PAC-Bayesian literature, the C-Bound refers to an insightful relation between the risk of a majority vote classifier (under the zero-one loss) and the first two moments of its margin (i.e., the expected margin and the voters’ diversity). Until now, learning algorithms developed in this framework minimize the empirical version of the C-Bound, instead of explicit PAC-Bayesian generalization bounds. In this paper, by directly optimizing PAC-Bayesian guarantees on the C-Bound, we derive self-bounding majority vote learning algorithms. Moreover, our algorithms based on gradient descent are scalable and lead to accurate predictors paired with non-vacuous guarantees.

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Appendix
Available only for authorised users
Footnotes
1
The C-Bound was introduced by Breiman in the context of Random Forest [6].
 
2
update-\(\mathcal {Q}\) is a generic update function, i.e., it can be for example a standard update of GD or the update of another algorithm like Adam [18] or COCOB [27].
 
3
The reader can refer to [4] for an introduction of interior-point methods.
 
4
For example, when using CVXPY [9], that uses Disciplined Convex Programming (DCP [16]), the maximization of a non-concave function is not possible.
 
5
Experiments are done with PyTorch [29] and CVXPY [9]. The source code is available at https://​github.​com/​paulviallard/​ECML21-PB-CBound.
 
6
The algorithm 2r is similar to Algorithm 2, but without the numerator of the C-Bound (i.e., the disagreement). More details are given in the Supplemental.
 
7
An overview of the datasets is presented in the Supplemental.
 
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Metadata
Title
Self-bounding Majority Vote Learning Algorithms by the Direct Minimization of a Tight PAC-Bayesian C-Bound
Authors
Paul Viallard
Pascal Germain
Amaury Habrard
Emilie Morvant
Copyright Year
2021
DOI
https://doi.org/10.1007/978-3-030-86520-7_11

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