Abstract
In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems. This class includes stable recurrent neural networks (RNN), and the motivation for this work was its application to RNNs. In order to achieve these results, we impose some stability constraints, on the allowed models. Here, stability is understood in the sense of dynamical systems. For RNNs, these stability conditions can be expressed in terms of conditions on the weights. We assume the processes involved are essentially bounded and the loss functions are Lipschitz. The proposed bound on the generalisation gap depends on the mixing coefficient of the data distribution, and the essential supremum of the data. Furthermore, the bound converges to zero as the dataset’s size increases. In this paper, we 1) formalise the learning problem, 2) derive a PAC-Bayesian error bound for such systems, 3) discuss various consequences of this error bound, and 4) show an illustrative example, with discussions on computing the proposed bound. Unlike other available bounds the derived bound holds for non i.i.d. data (time-series) and it does not grow with the number of steps of the RNN.
Original language | English |
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Title of host publication | Proceedings of the AAAI Conference on Artificial Intelligence |
Editors | Michael Wooldridge, Jennifer Dy, Sriraam Natarajan |
Number of pages | 9 |
Volume | 38 |
Publisher | AAAI Press |
Publication date | 25 Mar 2024 |
Edition | 11 |
Pages | 11901-11909 |
ISBN (Electronic) | 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 1577358872, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879, 9781577358879 |
DOIs | |
Publication status | Published - 25 Mar 2024 |
Keywords
- PAC
- PAC-Bayesian
- Dynamical systems
- Learning theory
- Generalization
- Time-series