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Pascal Germain, Francis Bach, Alexandre Lacoste, Simon Lacoste-Julien

Public reference bibliography and cataloged PDF materials authored or published by Pascal Germain, Francis Bach, Alexandre Lacoste, Simon Lacoste-Julien.

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PAC-Bayesian Theory Meets Bayesian Inference

Year: 2016 • Source: hal.science • Listed PDF

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generaliza...