PAC-Bayes-Chernoff bounds for unbounded losses

We introduce a new PAC-Bayes oracle bound for unbounded losses that extends Cram\'er-Chernoff bounds to the PAC-Bayesian setting. The proof technique relies on controlling the tails of certain random variables involving the Cram\'er transform of the loss. Our approach naturally leverages properties of Cram\'er-Chernoff bounds, such as exact optimization of the free parameter in many PAC-Bayes bounds. We highlight several applications of the main theorem. Firstly, we show that our bound recovers and generalizes previous results. Additionally, our approach allows working with richer assumptions that result in more informative and potentially tighter bounds. In this direction, we provide a general bound under a new \textit{model-dependent} assumption from which we obtain bounds based on parameter norms and log-Sobolev inequalities. Notably, many of these bounds can be minimized to obtain distributions beyond the Gibbs posterior and provide novel theoretical coverage to existing regularization techniques.

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Peer review

Reviewer Kbx97/10 · confidence 4/52024-07-01

Summary

The authors propose a new oracle PAC-Bayesian bound that has two main features: it is valid for unbounded losses (or at least under assumptions weaker than bounded loss) and it allows for an exact optimization of the free parameter $\lambda$ appearing in most PAC-Bayesian bound, with only the cost of a penalty that is logarithmic in the number of data points. Based on this new bound, the authors first recover existing bounds and improve over the prior art by introducing model-dependent assumptions in the generalization bounds. They also make the link with regularization techniques. In particular, they obtain new bounds based on input-gradients by combining their theory with log-Sobolev-type inequalities.

Strengths

- The ability of exactly optimizing the free parameter $\lambda$ in an oracle PAC-Bayesian bound is a nice contribution. It may be useful in several settings. - The proofs of the main results rely on quite general bounded CGF assumptions, which are weaker than the usual bounded loss assumption and allow for model-dependent assumptions. - Instead of usual exponential terms that are averaged over the prior distribution, the authors provide PAC-Bayesian bounds with a stronger dependence on the posterior distribution, hence leveraging the concentration properties of each individual model. Beyond tightening the generalization bounds, this could strengthen the practical relevance of PAC-Bayesian theory.

Weaknesses

- It should be made more clear how the main results compare to existing results, especially the ones relying on grids and union bounds, as well as other PAC-Bayesian bounds that do not have neither a $\log(n)$ penalty nor free parameters for subgaussian (hence unbounded) losses. These existing results should be written explicitly and compared with the new bounds. - Adding a few examples of situations where the new bounds clearly outperform the existing ones would enhance the paper. - Additional technical background on the generalized inverse and its main properties would help a lot the readability of the paper, as it is the main technical ingredient. - The log-Sobolev inequalities mentioned in the last section seem to be stronger than the usual log-Sobolev inequality. Some clarification should be added (see the questions). - There might be a mistake in the statement of Theorem 1. Shouldn't it be $1/\lambda$ instead of $1/(\lambda n)$? In Theorem 3 of [Germain et al., 2016], the result is stated with $1/\lambda$ instead of $1/(\lambda n)$.

Questions

- Do you know any explicit example where your oracle bound yields a better optimization of $\lambda$ than the best existing results under the same assumptions (obtained either by union bound arguments or other techniques)? - In Lemma 18, you prove that $\Lambda_\theta^* (a) < \infty$ on $[0,L(\theta))$, but then in the proofs of Lemma 6 and theorem 7, you apply $\Lambda_\theta^*$ on $gen(\theta, D)$, which may take negative values. Why is that justified? - Corollary 13: the result would be even stronger if the expectation over the posterior was outside of the square root. Do you think it is possible to obtain such a result? - After Assumption 2, line 279, you claim that the log-Sobolev inequality state in Assumption 2 holds for several well-known distributions, such as the Gaussian distribution. However, in the reference [50] you give for this result, a much weaker inequality appears. Indeed, the log-Sobolev inequality would be $\Lambda_\theta (\lambda) \leq \frac{C}{2} \lambda^2 L(\theta)^2$, where $L(\theta)$ is the Lipschitz constant of $x \longmapsto \nabla_x \ell(x, \theta)$. Can you prove that Assumption 2 indeed holds for the Gaussian distribution, or give a reference? - Line 250: where exactly is this result proven in the cited paper? Can you be more precise about how this result is obtained? **Minor remarks / questions:** - Line 26: a $\to$ an. - Line 17: The notation $\mathcal{M}_1(\Theta)$ should be introduced. - Line 131: space permits to use the long notations in most cases, but it is not done, while it would improve the readability of the paper. - Line 243: regularizaton $\to$ regularization - Line 244: based in $\to$ based on. - Assumption 1: if $\ell$ is $M$-Lipschitz in $\theta$, then $\Vert \nabla_\theta \ell (x,\theta)\Vert_2^2$ is bounded by $M^2$, not $M$. - We see in Appendix A that the fact that $\ell\geq 0$ plays an important role in the proofs. Does your theory hold if $\ell$ is not lower bounded? - In the definition of $\Lambda_\theta^*$, could the parameter $b$ depend on $\theta$? Could that cause any issue in your proofs?

Rating

7

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

Most of the limitations were discussed in the paper. The paper has no societal or ethical impact.

Reviewer JzAv7/10 · confidence 3/52024-07-09

Summary

This paper gives novel PAC-Bayes oracle bounds using the Cramer transform's basic properties under a bounded exponential moment condition. The benefit of using the Cramer transform is that the bound allows exact optimization of the free parameter $\lambda$ incurring in a $\log n$ penalty without resorting to union-bound approaches, typically used in the related literature. Then, by considering a model-dependent bounded exponential moment condition, the bound would be tightened. In this case, the posterior distribution can be optimized, which results in optimal distributions beyond Gibbs’ posterior. By applications to generalized sub-Gaussian losses, norm-based regularization, and log-Sobolev inequalities, tighter and novel bounds are provided.

Strengths

The introduction is written very clearly. Many insights concerning the PAC-Bayes are given: exact optimization of the free parameter λ, designing of better posteriors, and tighter bounds, etc.

Weaknesses

I don't understand the author's claim in the first paragraph of the Section Limitations and future work: An apparent limitation of our approach is that the we are implicitly assuming that ℓ(θ, X) is light tailed (equivalently, sub-exponential), as in every Cramér-Chernoff bound. This is only partially true. Lemma 6 gives an upper bound of sub-exponential random variables. In my opinion, the results of this paper seem to only apply to sub exponential losses. Can the author provide more explanations?

Questions

Can Lemma 6 be bounded by a subgaussian random variable for subgaussian loss. Will there be better generalization results in this situation?

Rating

7

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

Yes

Reviewer MaqK7/10 · confidence 3/52024-07-12

Summary

The authors present a novel PAC-Bayes bound tailored for unbounded losses, akin to a PAC-Bayes version of the Cramér-Chernoff inequality. The provided bound allows exact optimization of the free parameter across various PAC-Bayes bounds, and leads to more informative and tighter bounds by incorporating "model-dependent" terms, such as gradient norms.

Strengths

This is a strong paper, that addresses important points in PAC-Bayes. It is clear, well-written, theoretically sound and pleasant to read.

Weaknesses

I really enjoyed the paper, and only have a few points: - The only fully empirical bound is Theorem 16. However, the Lipschitz constant L is unknown in practice and has to be estimated. Does that affect significantly the tightness of the bound, as well as its minimization? Same question for Constant C. - I'm a bit disappointed the minimization of this bound has not been addressed here. Is that due to a computational difficulty or simply left for future work? - Could the authors develop on the behavior of the optimal posteriors?

Questions

See above

Rating

7

Confidence

3

Soundness

4

Presentation

4

Contribution

4

Limitations

See above

Reviewer XnKo6/10 · confidence 2/52024-07-12

Summary

The paper presents a PAC-Bayes bound for the unbounded loss setting, improving on some of the main drawbacks of previous work on such bounds. The first such drawback discussed is the dependence of the tightness of the such bounds on a priori chosen free parameters, something which can usually only be partially circumvented by union bounding over a grid of free parameters. The second is the uniform control of the cumulant generating function of the loss across a model class. The paper show how the the introduced bound eliminates the need for approximate optimization over the free parameters (and the concomitant union bounding procedure), and how show the framework leading to the main theorem can be extended, exploiting model-specific bounding of the GCF.

Strengths

The paper introduces a novel PAC-Bayes bound in the challenging setting of unbounded loss, and motives the contribution with clear discussion of the issues with previous PAC-Bayes bounds for unbounded loss functions. The numerical example of Figure 1 is a nice touch, showcasing how uniformly bounding the cumulative generating function of different models really can be a significant source of looseness in realistic settings. The paper is generally very well-written.

Weaknesses

My main concern would be the extent to which this work will be interesting to this particular community. The technical contribution seems both solid and potentially useful, but it may be a better fit in a more specific venue. I am not well-versed enough in the line of work to which this paper belongs to give meaningful technical critiques.

Questions

Is there any particular reason to use the phrasing "$\pi$ independent of $D$" (e.g. line 34)? I know this means that $\pi$ is chosen independent of the training sample (which allows for a Fubini theorem application), but find the phrase odd given that $P$ is usually chosen with reference to some features of the data distribution.

Rating

6

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

Yes

Reviewer Kbx92024-08-09

Thank you, and a few additional questions

I want to thank the authors for taking the time to appropriately address my concerns. I just have a two additional minor questions that I would like to ask. - Regarding Theorem 1, while this is only a minor issue, I respectfully disagree. If you use this parameterization, $\lambda$ should be replaced by $\lambda n$ inside $f_{\pi,\lambda}$. Please correct me if I am wrong. - Regarding the log-Sobolev inequality, my concern was that there is no expectation on the norm of the gradient in Assumption 2, but maybe it is still a consequence of Corollary 9 in [50]? Finally, regarding bounds for sub-Gaussian losses without log(n) penalty, I was referring to Theorem 2.1 in [1]. Please note that I think that your result is significant as it allows for the optimization of $\lambda$ in a lot of different settings. I don't see this $\log(n)$ difference as an issue. Reference: [1] Benjamin Dupuis and Umut Şimşekli. Generalization bounds for heavy-tailed sdes through the fractional Fokker-Planck equation, 2024.

Authorsrebuttal2024-08-10

Thanks a lot for your quick response, your really good feedback and your very detailed comments. We really appreciate all of this. > Regarding Theorem 1 [...] Sorry. You are totally right! There is indeed a typo in Theorem 1. We omitted the $n\lambda$ term in $f_{\pi,\lambda}$. Of course, it can be reparametrized using only $\lambda$. But we had an error there. Good catch!. In any case, this does not affect any of the discussions related to the theorem. > Regarding the log-Sobolev inequality, [...] This is a misunderstanding with the notation. We will update the notation to avoid confusion. Please look at the definition given in Line 270. There, we define: $$\|\nabla_x\ell\|^2_2 := E_\nu [\|\nabla_x \ell(x,\theta)\|_2^2 ]$$ Assumption 2 does really involve an expectation on the norm of the gradient. > Finally, regarding bounds for sub-Gaussian losses without log(n) penalty, [...] Again, there is a misunderstanding. We referred to the results given in Corollary 2 in [36] or Corollary 19 in our paper. We were not aware of Theorem 2.1 in [1], it is a very recent paper (june 2024). But this is indeed a stronger result for sub-Gaussian random variables because, as you mention, does not include any log n term! Thanks for the reference. We will will include it in the updated version of the paper

Reviewer Kbx92024-08-10

Thanks

Thank you for your response. Indeed, I had misunderstood the notation for the gradient norm. A change of notation could improve the quality of the paper. All my concerns have been appropriately addressed, I will increase my score to 7 (accept).

Reviewer XnKo2024-08-09

Thanks for the response - I retain my previous score.

Reviewer JzAv2024-08-14

Thanks for the response. I maintain my score.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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