A Framework for Bounding Deterministic Risk with PAC-Bayes: Applications to Majority Votes

원문 초록

PAC-Bayes is a popular and efficient framework for obtaining generalization guarantees in situations involving uncountable hypothesis spaces. Unfortunately, in its classical formulation, it only provides guarantees on the expected risk of a randomly sampled hypothesis. This requires stochastic predictions at test time, making PAC-Bayes unusable in many practical situations where a single deterministic hypothesis must be deployed. We propose a unified framework for extracting guarantees for a single hypothesis from PAC-Bayesian guarantees. We present a general derandomization framework, and derive from it a numerical bound for majority votes and for three different probability distributions over the posterior space. We study the empirical behaviour of our approach, showing that it consistently outperforms popular baselines in terms of generalization bounds for single classifiers (by up to a factor of 2), but sometimes requires a sacrifice in accuracy.