Gaetan Bisson

LG
h-index25
5papers
88citations
Novelty39%
AI Score26

5 Papers

LGJun 21, 2023
On the Validation of Gibbs Algorithms: Training Datasets, Test Datasets and their Aggregation

Samir M. Perlaza, Iñaki Esnaola, Gaetan Bisson et al.

The dependence on training data of the Gibbs algorithm (GA) is analytically characterized. By adopting the expected empirical risk as the performance metric, the sensitivity of the GA is obtained in closed form. In this case, sensitivity is the performance difference with respect to an arbitrary alternative algorithm. This description enables the development of explicit expressions involving the training errors and test errors of GAs trained with different datasets. Using these tools, dataset aggregation is studied and different figures of merit to evaluate the generalization capabilities of GAs are introduced. For particular sizes of such datasets and parameters of the GAs, a connection between Jeffrey's divergence, training and test errors is established.

STNov 12, 2022
Empirical Risk Minimization with Relative Entropy Regularization

Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola et al.

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $σ$-finite measure, and not necessarily a probability measure. Under this assumption, which leads to a generalization of the ERM-RER problem allowing a larger degree of flexibility for incorporating prior knowledge, numerous relevant properties are stated. Among these properties, the solution to this problem, if it exists, is shown to be a unique probability measure, mutually absolutely continuous with the reference measure. Such a solution exhibits a probably-approximately-correct guarantee for the ERM problem independently of whether the latter possesses a solution. For a fixed dataset and under a specific condition, the empirical risk is shown to be a sub-Gaussian random variable when the models are sampled from the solution to the ERM-RER problem. The generalization capabilities of the solution to the ERM-RER problem (the Gibbs algorithm) are studied via the sensitivity of the expected empirical risk to deviations from such a solution towards alternative probability measures. Finally, an interesting connection between sensitivity, generalization error, and lautum information is established.

ITFeb 5, 2025
Variations on the Expectation due to Changes in the Probability Measure

Samir M. Perlaza, Gaetan Bisson

In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability measures, mutual information, and lautum information.

LGFeb 9, 2022
Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysis

Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola et al.

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure. This generalization allows for a larger degree of flexibility in the incorporation of prior knowledge over the set of models. In this setting, the interplay of the regularization parameter, the reference measure, the risk function, and the empirical risk induced by the solution of the ERM-RER problem is characterized. This characterization yields necessary and sufficient conditions for the existence of a regularization parameter that achieves an arbitrarily small empirical risk with arbitrarily high probability. The sensitivity of the expected empirical risk to deviations from the solution of the ERM-RER problem is studied. The sensitivity is then used to provide upper and lower bounds on the expected empirical risk. Moreover, it is shown that the expectation of the sensitivity is upper bounded, up to a constant factor, by the square root of the lautum information between the models and the datasets.

NTJul 13, 2017
Constructing Permutation Rational Functions From Isogenies

Gaetan Bisson, Mehdi Tibouchi

A permutation rational function $f\in \mathbb{F}_q(x)$ is a rational function that induces a bijection on $\mathbb{F}_q$, that is, for all $y\in\mathbb{F}_q$ there exists exactly one $x\in\mathbb{F}_q$ such that $f(x)=y$. Permutation rational functions are intimately related to exceptional rational functions, and more generally exceptional covers of the projective line, of which they form the first important example. In this paper, we show how to efficiently generate many permutation rational functions over large finite fields using isogenies of elliptic curves, and discuss some cryptographic applications. Our algorithm is based on Fried's modular interpretation of certain dihedral exceptional covers of the projective line (Cont. Math., 1994).