One fundamental goal in any learning algorithm is to mitigate its risk for overfitting. Mathematically, this requires that the learning algorithm enjoys a small generalization risk, which is defined either in expectation or in probability. Both types of generalization are commonly used in the literature. For instance, generalization in expectation has been used to analyze algorithms, such as ridge regression and SGD, whereas generalization in probability is used in the VC theory, among others. Recently, a third notion of generalization has been studied, called uniform generalization, which requires that the generalization risk vanishes uniformly in expectation across all bounded parametric losses. It has been shown that uniform generalization is, in fact, equivalent to an information-theoretic stability constraint, and that it recovers classical results in learning theory. It is achievable under various settings, such as sample compression schemes, finite hypothesis spaces, finite domains, and differential privacy. However, the relationship between uniform generalization and concentration remained unknown. In this paper, we answer this question by proving that, while a generalization in expectation does not imply a generalization in probability, a uniform generalization in expectation does imply concentration. We establish a chain rule for the uniform generalization risk of the composition of hypotheses and use it to derive a large deviation bound. Finally, we prove that the bound is tight.
In this paper, the same question is being addressed. However, we address it in an information-theoretic manner. We will show that if the function @math (as a random variable instantiated after observing the sample @math ) carries little about any individual observation @math , then the difference between @math and @math will be small with a high probability. The measure of information used here is given by the notion of @math between the random variables @math and @math , where @math is the mutual stability introduced in @cite_2 . Variational information is an instance of the class of measures using @math -divergences, for which an axiomatic basis has been proposed .
@cite_2
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This paper provides the first general technique for proving information lower bounds on two-party unbounded-rounds communication problems. We show that the discrepancy lower bound, which applies to randomized communication complexity, also applies to information complexity. More precisely, if the discrepancy of a two-party function @math with respect to a distribution @math is @math , then any two party randomized protocol computing @math must reveal at least @math bits of information to the participants. As a corollary, we obtain that any two-party protocol for computing a random function on @math must reveal @math bits of information to the participants. In addition, we prove that the discrepancy of the Greater-Than function is @math , which provides an alternative proof to the recent proof of Viola Viola11 of the @math lower bound on the communication complexity of this well-studied function and, combined with our main result, proves the tight @math lower bound on its information complexity. The proof of our main result develops a new simulation procedure that may be of an independent interest. In a very recent breakthrough work of kerenidis2012lower , this simulation procedure was the main building block for proving that almost all known lower bound techniques for communication complexity (and not just discrepancy) apply to information complexity.