Chaining mutual information and tightening generalization bounds

Amir R. Asadi, Emmanuel Abbe, Sergio Verdú

Research output: Contribution to journalConference articlepeer-review

42 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)7234-7243
Number of pages10
JournalAdvances in Neural Information Processing Systems
StatePublished - 2018
Event32nd Conference on Neural Information Processing Systems, NeurIPS 2018 - Montreal, Canada
Duration: Dec 2 2018Dec 8 2018

All Science Journal Classification (ASJC) codes

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing


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