Chaining Mutual Information and Tightening Generalization Bounds
This work addresses a foundational challenge in machine learning theory for researchers, offering a novel approach to tighten generalization bounds, though it appears incremental as it builds on existing methods.
The paper tackles the problem of bounding generalization error by combining chaining and mutual information methods, resulting in a new bound that significantly outperforms both individual methods in provided examples.
Bounding the generalization error of learning algorithms has a long history, which yet falls short in explaining various generalization successes including those of deep learning. Two important difficulties are (i) exploiting the dependencies between the hypotheses, (ii) exploiting the dependence between the algorithm's input and output. Progress on the first point was made with the chaining method, originating from the work of Kolmogorov, and used in the VC-dimension bound. More recently, progress on the second point was made with the mutual information method by Russo and Zou '15. Yet, these two methods are currently disjoint. In this paper, we introduce a technique to combine the chaining and mutual information methods, to obtain a generalization bound that is both algorithm-dependent and that exploits the dependencies between the hypotheses. We provide an example in which our bound significantly outperforms both the chaining and the mutual information bounds. As a corollary, we tighten Dudley's inequality when the learning algorithm chooses its output from a small subset of hypotheses with high probability.